| Metric | 11405942:btcusd:triple_med_gx:lsma190_145 | 11405942:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 36.26% | 75.42% |
| Max Drawdown | -9.45% | -29.51% |
| Sharpe | 0.92 | 0.63 |
| Sortino | 1.58 | 0.92 |
| Payoff Ratio | 1.41 | 1.37 |
| Profit Factor | 1.61 | 1.11 |
| Common Sense Ratio | inf | 1.06 |
| CPC Index | 1.15 | 0.78 |
| Tail Ratio | inf | 0.96 |
| Outlier Win Ratio | 49.83 | 3.16 |
| Outlier Loss Ratio | 3.4 | 2.65 |
| Volatility (ann.) | 7.76% | 24.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 3.35 | 2.19 |
| Skew | 2.47 | 0.2 |
| Kurtosis | 53.22 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.23% | 4.1% |
| Expected Yearly % | 16.73% | 32.45% |
| Kelly Criterion | 16.0% | 16.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11405942:BTCUSD | 11405942:btcusd:triple_med_gx:lsma190_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.92 | 0.58 | - |
| 2025 | 27.10 | 11.76 | 0.43 | - |
| Metric | 11405942:btcusd:triple_med_gx:lsma190_145 | 11405942:BTCUSD |
|---|---|---|
| MTD | 2.51% | 10.71% |
| 3M | 12.74% | 41.88% |
| 6M | 11.76% | 22.91% |
| YTD | 11.76% | 27.1% |
| 1Y | 39.96% | 82.29% |
| 3Y (ann.) | 31.62% | 64.73% |
| 5Y (ann.) | 31.62% | 64.73% |
| Metric | 11405942:btcusd:triple_med_gx:lsma190_145 | 11405942:BTCUSD |
|---|---|---|
| Max Drawdown | -9.45% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -2.4% | -4.71% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 3.84 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-10 | -9.45 | 157 |
| 2024-12-05 | 2025-02-03 | -6.56 | 60 |
| 2025-02-04 | 2025-04-22 | -4.16 | 77 |
| 2025-05-19 | 2025-07-06 | -3.29 | 48 |
| 2025-05-12 | 2025-05-13 | -1.61 | 1 |
| 2025-07-07 | 2025-07-09 | -1.16 | 2 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-11-12 | 2024-12-04 | -0.69 | 22 |
| 2025-05-13 | 2025-05-18 | -0.51 | 4 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11405942:btcusd:triple_med_gx:lsma190_145 | 11405942:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -4.38% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -3.36% | -17.69% |
| Best Year | 21.92% | 38.02% |
| Worst Year | 11.76% | 27.1% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 5.52% | 7.77% |
| Avg. Down Week | -3.02% | -5.07% |
| Avg. Up Month | 6.61% | 16.14% |
| Avg. Down Month | -2.17% | -11.25% |
| Win Days % | 50.91% | 51.89% |
| Win Month % | 60.0% | 64.29% |
| Win Week % | 60.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |