| Metric | 11405968:btcusd:triple_med_gx:lsma35_145 | 11405968:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 84.93% | 54.3% |
| Max Drawdown | -13.73% | -29.51% |
| Sharpe | 1.16 | 0.54 |
| Sortino | 1.91 | 0.78 |
| Payoff Ratio | 1.24 | 1.12 |
| Profit Factor | 1.39 | 1.09 |
| Common Sense Ratio | 1.96 | 1.06 |
| CPC Index | 0.9 | 0.63 |
| Tail Ratio | 1.41 | 0.97 |
| Outlier Win Ratio | 18.27 | 3.66 |
| Outlier Loss Ratio | 3.93 | 3.4 |
| Volatility (ann.) | 13.38% | 25.08% |
| R^2 | 0.29 | 0.29 |
| Calmar | 5.82 | 1.74 |
| Skew | 1.92 | 0.21 |
| Kurtosis | 31.48 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.84% | 3.39% |
| Expected Yearly % | 35.99% | 24.22% |
| Kelly Criterion | 14.0% | 8.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.12% |
| Expected Shortfall (cVaR) | -1.11% | -2.12% |
| Year | 11405968:BTCUSD | 11405968:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 33.12 | 0.87 | - |
| 2025 | 11.80 | 38.92 | 3.30 | + |
| Metric | 11405968:btcusd:triple_med_gx:lsma35_145 | 11405968:BTCUSD |
|---|---|---|
| MTD | 3.49% | -0.27% |
| 3M | 8.23% | 26.2% |
| 6M | 42.4% | -1.67% |
| YTD | 38.92% | 11.8% |
| 1Y | 82.66% | 56.98% |
| 3Y (ann.) | 79.94% | 51.35% |
| 5Y (ann.) | 79.94% | 51.35% |
| Metric | 11405968:btcusd:triple_med_gx:lsma35_145 | 11405968:BTCUSD |
|---|---|---|
| Max Drawdown | -13.73% | -29.51% |
| Longest DD Days | 57.0 | 144.0 |
| Avg. Drawdown | -2.33% | -4.82% |
| Avg. Drawdown Days | 7.0 | 14.0 |
| Recovery Factor | 6.19 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-08-08 | -13.73 | 57 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-01-15 | 2025-02-03 | -6.28 | 19 |
| 2025-04-02 | 2025-05-22 | -6.20 | 49 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2025-02-04 | 2025-02-28 | -5.42 | 24 |
| 2024-08-09 | 2024-09-09 | -5.07 | 31 |
| 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 | 11405968:btcusd:triple_med_gx:lsma35_145 | 11405968:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.81% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 15.51% | 37.42% |
| Worst Month | -4.56% | -17.69% |
| Best Year | 38.92% | 38.02% |
| Worst Year | 33.12% | 11.8% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.79% | -0.88% |
| Avg. Up Week | 3.69% | 3.8% |
| Avg. Down Week | -1.82% | -3.35% |
| Avg. Up Month | 6.08% | 8.43% |
| Avg. Down Month | -4.56% | -7.35% |
| Win Days % | 52.47% | 51.76% |
| Win Month % | 83.33% | 53.85% |
| Win Week % | 60.61% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |