| Metric | 11405917:btcusd:triple_med_gx:lsma60_145 | 11405917:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 48.68% | 38.83% |
| Max Drawdown | -14.51% | -34.42% |
| Sharpe | 0.61 | 0.35 |
| Sortino | 0.9 | 0.5 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.49 | 0.94 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.26 | 0.89 |
| Outlier Win Ratio | 19.25 | 3.52 |
| Outlier Loss Ratio | 3.93 | 3.5 |
| Volatility (ann.) | 11.88% | 23.47% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.05 | 0.7 |
| Skew | 0.21 | 0.11 |
| Kurtosis | 17.66 | 7.08 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.11% | 1.74% |
| Expected Yearly % | 21.94% | 17.83% |
| Kelly Criterion | 6.37% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.0% |
| Expected Shortfall (cVaR) | -1.0% | -2.0% |
| Year | 11405917:BTCUSD | 11405917:btcusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.89 | 0.39 | - |
| 2025 | 0.59 | 29.42 | 50.10 | + |
| Metric | 11405917:btcusd:triple_med_gx:lsma60_145 | 11405917:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.89% |
| 3M | 5.2% | -16.21% |
| 6M | 10.92% | -14.87% |
| YTD | 29.42% | 0.59% |
| 1Y | 26.53% | -7.19% |
| 3Y (ann.) | 29.74% | 24.03% |
| 5Y (ann.) | 29.74% | 24.03% |
| Metric | 11405917:btcusd:triple_med_gx:lsma60_145 | 11405917:BTCUSD |
|---|---|---|
| Max Drawdown | -14.51% | -34.42% |
| Longest DD Days | 94.0 | 144.0 |
| Avg. Drawdown | -3.57% | -5.99% |
| Avg. Drawdown Days | 15.0 | 18.0 |
| Recovery Factor | 3.35 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-15 | 2025-12-09 | -14.51 | 23 |
| 2024-06-05 | 2024-08-08 | -14.35 | 64 |
| 2025-03-07 | 2025-06-09 | -9.45 | 94 |
| 2024-08-09 | 2024-09-13 | -8.71 | 35 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2025-06-10 | 2025-07-27 | -6.86 | 47 |
| 2025-01-04 | 2025-02-03 | -6.68 | 30 |
| 2024-09-14 | 2024-10-14 | -6.36 | 30 |
| 2025-07-28 | 2025-08-11 | -5.85 | 13 |
| 2024-12-24 | 2025-01-03 | -4.71 | 9 |
| Metric | 11405917:btcusd:triple_med_gx:lsma60_145 | 11405917:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -5.11% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -11.15% | -12.33% |
| Best Month | 10.99% | 37.42% |
| Worst Month | -8.42% | -17.69% |
| Best Year | 29.42% | 38.02% |
| Worst Year | 14.89% | 0.59% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.58% | 3.92% |
| Avg. Down Week | -3.56% | -4.65% |
| Avg. Up Month | 4.11% | 8.01% |
| Avg. Down Month | -5.48% | -8.98% |
| Win Days % | 50.99% | 52.02% |
| Win Month % | 76.47% | 57.89% |
| Win Week % | 59.09% | 53.09% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |