| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 72.28% | 36.61% |
| Max Drawdown | -14.51% | -34.42% |
| Sharpe | 0.8 | 0.33 |
| Sortino | 1.19 | 0.48 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.85 | 0.94 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | 1.48 | 0.89 |
| Outlier Win Ratio | 18.8 | 3.53 |
| Outlier Loss Ratio | 4.07 | 3.62 |
| Volatility (ann.) | 12.01% | 23.45% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.95 | 0.66 |
| Skew | 0.07 | 0.11 |
| Kurtosis | 17.02 | 7.09 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.9% | 1.66% |
| Expected Yearly % | 31.26% | 16.88% |
| Kelly Criterion | 8.53% | 7.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.0% |
| Expected Shortfall (cVaR) | -1.01% | -2.0% |
| Year | 11405912:BTCUSD | 11405912:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.77 | 0.41 | - |
| 2025 | -1.03 | 48.82 | -47.61 | + |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 1.53% | -17.17% |
| 6M | 2.81% | -16.23% |
| YTD | 48.82% | -1.03% |
| 1Y | 52.71% | -5.06% |
| 3Y (ann.) | 42.83% | 22.68% |
| 5Y (ann.) | 42.83% | 22.68% |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Max Drawdown | -14.51% | -34.42% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.77% | -5.99% |
| Avg. Drawdown Days | 11.0 | 18.0 |
| Recovery Factor | 4.98 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-15 | 2025-12-10 | -14.51 | 24 |
| 2024-06-05 | 2024-08-08 | -14.35 | 63 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-10-14 | -7.76 | 66 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2025-06-20 | 2025-06-24 | -6.11 | 4 |
| 2025-07-28 | 2025-09-03 | -5.85 | 37 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2024-12-24 | 2025-01-03 | -4.71 | 9 |
| 2025-02-04 | 2025-02-28 | -4.58 | 24 |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -5.11% | -9.32% |
| Best Week | 9.99% | 18.93% |
| Worst Week | -11.15% | -12.33% |
| Best Month | 10.06% | 37.42% |
| Worst Month | -8.42% | -17.69% |
| Best Year | 48.82% | 38.02% |
| Worst Year | 15.77% | -1.03% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.5% | 4.19% |
| Avg. Down Week | -3.39% | -4.85% |
| Avg. Up Month | 5.0% | 8.01% |
| Avg. Down Month | -6.24% | -12.42% |
| Win Days % | 51.32% | 51.97% |
| Win Month % | 82.35% | 57.89% |
| Win Week % | 64.44% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |