| Metric | 11405870:btcusd:triple_med_gx:lsma105_145 | 11405870:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 61.36% | 75.42% |
| Max Drawdown | -15.46% | -29.51% |
| Sharpe | 0.83 | 0.63 |
| Sortino | 1.24 | 0.92 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | 1.47 | 1.06 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.2 | 0.96 |
| Outlier Win Ratio | 15.34 | 3.85 |
| Outlier Loss Ratio | 4.04 | 3.6 |
| Volatility (ann.) | 13.88% | 24.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 3.42 | 2.19 |
| Skew | 0.05 | 0.2 |
| Kurtosis | 12.26 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.48% | 4.1% |
| Expected Yearly % | 27.03% | 32.45% |
| Kelly Criterion | 8.51% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.07% |
| Expected Shortfall (cVaR) | -1.16% | -2.07% |
| Year | 11405870:BTCUSD | 11405870:btcusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 45.43 | 1.19 | + |
| 2025 | 27.10 | 10.95 | 0.40 | - |
| Metric | 11405870:btcusd:triple_med_gx:lsma105_145 | 11405870:BTCUSD |
|---|---|---|
| MTD | -0.05% | 10.71% |
| 3M | 5.52% | 41.88% |
| 6M | 8.37% | 22.91% |
| YTD | 10.95% | 27.1% |
| 1Y | 73.95% | 82.29% |
| 3Y (ann.) | 52.95% | 64.73% |
| 5Y (ann.) | 52.95% | 64.73% |
| Metric | 11405870:btcusd:triple_med_gx:lsma105_145 | 11405870:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -29.51% |
| Longest DD Days | 87.0 | 144.0 |
| Avg. Drawdown | -3.17% | -4.71% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 3.97 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-01 | -15.46 | 87 |
| 2024-06-10 | 2024-08-08 | -12.90 | 58 |
| 2025-01-07 | 2025-03-06 | -10.27 | 58 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-17 | 2025-01-06 | -7.12 | 19 |
| 2024-08-09 | 2024-09-09 | -6.74 | 31 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-06-10 | 2025-07-17 | -5.87 | 37 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| Metric | 11405870:btcusd:triple_med_gx:lsma105_145 | 11405870: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 | 13.79% | 37.42% |
| Worst Month | -8.67% | -17.69% |
| Best Year | 45.43% | 38.02% |
| Worst Year | 10.95% | 27.1% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.28% | 5.96% |
| Avg. Down Week | -2.36% | -3.89% |
| Avg. Up Month | 5.32% | 12.01% |
| Avg. Down Month | -3.6% | -9.04% |
| Win Days % | 51.54% | 51.89% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 57.89% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |