| Metric | 11405925:btcusd:triple_med_gx:lsma105_145 | 11405925:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 46.86% | 75.42% |
| Max Drawdown | -16.12% | -29.51% |
| Sharpe | 0.7 | 0.63 |
| Sortino | 1.03 | 0.92 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 1.39 | 1.06 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 1.17 | 0.96 |
| Outlier Win Ratio | 16.02 | 3.8 |
| Outlier Loss Ratio | 3.98 | 3.57 |
| Volatility (ann.) | 13.58% | 24.55% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.52 | 2.19 |
| Skew | -0.02 | 0.2 |
| Kurtosis | 13.13 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.78% | 4.1% |
| Expected Yearly % | 21.19% | 32.45% |
| Kelly Criterion | 6.6% | 8.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.07% |
| Expected Shortfall (cVaR) | -1.14% | -2.07% |
| Year | 11405925:BTCUSD | 11405925:btcusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 41.20 | 1.08 | + |
| 2025 | 27.10 | 4.01 | 0.15 | - |
| Metric | 11405925:btcusd:triple_med_gx:lsma105_145 | 11405925:BTCUSD |
|---|---|---|
| MTD | -0.48% | 10.71% |
| 3M | 4.04% | 41.88% |
| 6M | 2.72% | 22.91% |
| YTD | 4.01% | 27.1% |
| 1Y | 69.02% | 82.29% |
| 3Y (ann.) | 40.68% | 64.73% |
| 5Y (ann.) | 40.68% | 64.73% |
| Metric | 11405925:btcusd:triple_med_gx:lsma105_145 | 11405925:BTCUSD |
|---|---|---|
| Max Drawdown | -16.12% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.71% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.91 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-09 | -16.12 | 153 |
| 2024-06-10 | 2024-09-13 | -14.04 | 94 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -6.00 | 37 |
| 2024-12-17 | 2025-01-03 | -5.62 | 16 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11405925:btcusd:triple_med_gx:lsma105_145 | 11405925:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.44% | 37.42% |
| Worst Month | -10.06% | -17.69% |
| Best Year | 41.2% | 38.02% |
| Worst Year | 4.01% | 27.1% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 3.8% | 5.52% |
| Avg. Down Week | -2.51% | -4.06% |
| Avg. Up Month | 6.83% | 15.1% |
| Avg. Down Month | -4.33% | -9.04% |
| Win Days % | 50.88% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 54.29% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |