| Metric | 11405862:btcusd:triple_med_gx:lsma70_145 | 11405862:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 19.62% | 25.83% |
| Max Drawdown | -15.46% | -28.38% |
| Sharpe | 0.45 | 0.39 |
| Sortino | 0.66 | 0.57 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.26 | 0.98 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.12 | 0.92 |
| Outlier Win Ratio | 18.41 | 3.78 |
| Outlier Loss Ratio | 3.78 | 3.44 |
| Volatility (ann.) | 14.12% | 26.02% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.55 | 1.12 |
| Skew | 0.1 | 0.13 |
| Kurtosis | 14.58 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.64% | 2.11% |
| Expected Yearly % | 9.37% | 12.18% |
| Kelly Criterion | 4.43% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.21% |
| Expected Shortfall (cVaR) | -1.2% | -2.21% |
| Year | 11405862:BTCUSD | 11405862:btcusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.12 | 0.37 | - |
| 2025 | -8.83 | 4.81 | -0.55 | + |
| Metric | 11405862:btcusd:triple_med_gx:lsma70_145 | 11405862:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.12% |
| 3M | 5.64% | -8.11% |
| 6M | 12.48% | 34.45% |
| YTD | 4.81% | -8.83% |
| 1Y | 19.62% | 25.83% |
| 3Y (ann.) | 24.0% | 31.77% |
| 5Y (ann.) | 24.0% | 31.77% |
| Metric | 11405862:btcusd:triple_med_gx:lsma70_145 | 11405862:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -28.38% |
| Longest DD Days | 60.0 | 144.0 |
| Avg. Drawdown | -4.89% | -4.56% |
| Avg. Drawdown Days | 20.0 | 12.0 |
| Recovery Factor | 1.27 | 0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-04-01 | -15.46 | 26 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-08-09 | 2024-09-13 | -9.50 | 35 |
| 2024-12-05 | 2025-02-03 | -7.93 | 60 |
| 2024-09-14 | 2024-10-14 | -7.29 | 30 |
| 2025-02-04 | 2025-03-05 | -5.14 | 29 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-11-07 | 2024-12-02 | -0.37 | 25 |
| Metric | 11405862:btcusd:triple_med_gx:lsma70_145 | 11405862:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 7.72% | 37.42% |
| Worst Month | -9.82% | -17.69% |
| Best Year | 14.12% | 38.02% |
| Worst Year | 4.81% | -8.83% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.64% | 4.62% |
| Avg. Down Week | -3.71% | -3.87% |
| Avg. Up Month | 5.13% | 7.76% |
| Avg. Down Month | -5.83% | -4.72% |
| Win Days % | 49.5% | 51.4% |
| Win Month % | 70.0% | 54.55% |
| Win Week % | 50.0% | 53.33% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |