| Metric | 11405927:btcusd:triple_med_gx:lsma110_145 | 11405927:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 50.43% | 75.42% |
| Max Drawdown | -17.78% | -29.51% |
| Sharpe | 0.72 | 0.63 |
| Sortino | 1.07 | 0.92 |
| Payoff Ratio | 1.1 | 1.11 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.16 | 0.96 |
| Outlier Win Ratio | 15.54 | 3.8 |
| Outlier Loss Ratio | 3.92 | 3.56 |
| Volatility (ann.) | 13.94% | 24.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.46 | 2.19 |
| Skew | 0.06 | 0.2 |
| Kurtosis | 13.36 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.96% | 4.1% |
| Expected Yearly % | 22.65% | 32.45% |
| Kelly Criterion | 7.04% | 8.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.07% |
| Expected Shortfall (cVaR) | -1.17% | -2.07% |
| Year | 11405927:BTCUSD | 11405927:btcusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 38.37 | 1.01 | + |
| 2025 | 27.10 | 8.72 | 0.32 | - |
| Metric | 11405927:btcusd:triple_med_gx:lsma110_145 | 11405927:BTCUSD |
|---|---|---|
| MTD | 0.48% | 10.71% |
| 3M | 8.62% | 41.88% |
| 6M | 7.52% | 22.91% |
| YTD | 8.72% | 27.1% |
| 1Y | 79.47% | 82.29% |
| 3Y (ann.) | 43.71% | 64.73% |
| 5Y (ann.) | 43.71% | 64.73% |
| Metric | 11405927:btcusd:triple_med_gx:lsma110_145 | 11405927:BTCUSD |
|---|---|---|
| Max Drawdown | -17.78% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -3.27% | -4.71% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 2.84 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-19 | -17.78 | 100 |
| 2025-01-07 | 2025-06-03 | -15.72 | 147 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-17 | 2025-01-03 | -6.87 | 16 |
| 2025-06-10 | 2025-07-17 | -5.87 | 37 |
| 2024-09-19 | 2024-10-11 | -4.98 | 21 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11405927:btcusd:triple_med_gx:lsma110_145 | 11405927:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -11.69% | -17.69% |
| Best Year | 38.37% | 38.02% |
| Worst Year | 8.72% | 27.1% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 3.95% | 5.71% |
| Avg. Down Week | -3.18% | -3.94% |
| Avg. Up Month | 6.99% | 14.47% |
| Avg. Down Month | -7.55% | -4.72% |
| Win Days % | 51.26% | 51.89% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 60.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |