| Metric | 11405967:btcusd:triple_med_gx:lsma30_145 | 11405967:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 84.64% | 54.3% |
| Max Drawdown | -13.73% | -29.51% |
| Sharpe | 1.14 | 0.54 |
| Sortino | 1.83 | 0.78 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.39 | 1.09 |
| Common Sense Ratio | 2.07 | 1.06 |
| CPC Index | 0.91 | 0.64 |
| Tail Ratio | 1.49 | 0.97 |
| Outlier Win Ratio | 18.35 | 3.66 |
| Outlier Loss Ratio | 3.95 | 3.4 |
| Volatility (ann.) | 13.58% | 25.08% |
| R^2 | 0.3 | 0.3 |
| Calmar | 5.8 | 1.74 |
| Skew | 1.45 | 0.21 |
| Kurtosis | 33.24 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.83% | 3.39% |
| Expected Yearly % | 35.88% | 24.22% |
| Kelly Criterion | 13.67% | 9.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.12% |
| Expected Shortfall (cVaR) | -1.13% | -2.12% |
| Year | 11405967:BTCUSD | 11405967:btcusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.94 | 0.92 | - |
| 2025 | 11.80 | 36.83 | 3.12 | + |
| Metric | 11405967:btcusd:triple_med_gx:lsma30_145 | 11405967:BTCUSD |
|---|---|---|
| MTD | 3.15% | -0.27% |
| 3M | 8.62% | 26.2% |
| 6M | 40.26% | -1.67% |
| YTD | 36.83% | 11.8% |
| 1Y | 82.36% | 56.98% |
| 3Y (ann.) | 79.67% | 51.35% |
| 5Y (ann.) | 79.67% | 51.35% |
| Metric | 11405967:btcusd:triple_med_gx:lsma30_145 | 11405967:BTCUSD |
|---|---|---|
| Max Drawdown | -13.73% | -29.51% |
| Longest DD Days | 56.0 | 144.0 |
| Avg. Drawdown | -2.45% | -4.82% |
| Avg. Drawdown Days | 7.0 | 14.0 |
| Recovery Factor | 6.17 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-08-08 | -13.73 | 56 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-02-02 | 2025-02-03 | -5.94 | 1 |
| 2025-04-02 | 2025-05-21 | -5.83 | 49 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2025-02-04 | 2025-02-28 | -5.42 | 24 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| Metric | 11405967:btcusd:triple_med_gx:lsma30_145 | 11405967:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.81% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.9% | 37.42% |
| Worst Month | -4.56% | -17.69% |
| Best Year | 36.83% | 38.02% |
| Worst Year | 34.94% | 11.8% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 3.71% | 3.8% |
| Avg. Down Week | -1.48% | -3.34% |
| Avg. Up Month | 5.21% | 9.38% |
| Avg. Down Month | -4.56% | -7.35% |
| Win Days % | 52.06% | 51.76% |
| Win Month % | 91.67% | 53.85% |
| Win Week % | 57.14% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |