| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 54.81% | 22.7% |
| Max Drawdown | -12.17% | -26.06% |
| Sharpe | 2.1 | 0.73 |
| Sortino | 4.0 | 1.06 |
| Payoff Ratio | 1.48 | 1.14 |
| Profit Factor | 1.72 | 1.11 |
| Common Sense Ratio | 3.65 | 1.13 |
| CPC Index | 1.35 | 0.66 |
| Tail Ratio | 2.12 | 1.01 |
| Outlier Win Ratio | 15.28 | 3.44 |
| Outlier Loss Ratio | 4.19 | 2.83 |
| Volatility (ann.) | 26.58% | 51.29% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.67 | 1.07 |
| Skew | 1.8 | -0.19 |
| Kurtosis | 11.62 | 2.97 |
| Expected Daily % | 0.14% | 0.07% |
| Expected Monthly % | 4.05% | 1.88% |
| Expected Yearly % | 24.42% | 10.77% |
| Kelly Criterion | 20.95% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -4.31% |
| Expected Shortfall (cVaR) | -2.14% | -4.31% |
| Year | 11405969:BTCUSD | 11405969:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 21.36 | 0.58 | - |
| 2025 | -10.25 | 27.56 | -2.69 | + |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.01% |
| 3M | 24.2% | -12.61% |
| 6M | 39.17% | 26.49% |
| YTD | 27.56% | -10.25% |
| 1Y | 54.81% | 22.7% |
| 3Y (ann.) | 69.0% | 27.84% |
| 5Y (ann.) | 69.0% | 27.84% |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Max Drawdown | -12.17% | -26.06% |
| Longest DD Days | 96.0 | 144.0 |
| Avg. Drawdown | -3.27% | -8.25% |
| Avg. Drawdown Days | 16.0 | 31.0 |
| Recovery Factor | 4.5 | 0.87 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-09-10 | -12.17 | 96 |
| 2025-02-02 | 2025-03-01 | -6.47 | 27 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2024-12-17 | 2025-01-04 | -5.33 | 18 |
| 2024-10-10 | 2024-10-12 | -3.10 | 2 |
| 2025-03-17 | 2025-04-01 | -2.51 | 15 |
| 2024-09-11 | 2024-09-12 | -1.23 | 1 |
| 2025-03-14 | 2025-03-15 | -1.21 | 1 |
| 2025-03-04 | 2025-03-13 | -0.82 | 9 |
| 2024-06-04 | 2024-06-05 | -0.65 | 1 |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.49% |
| Worst Day | -5.94% | -13.23% |
| Best Week | 15.88% | 15.41% |
| Worst Week | -4.8% | -18.81% |
| Best Month | 17.05% | 34.43% |
| Worst Month | -9.11% | -23.44% |
| Best Year | 27.56% | 36.7% |
| Worst Year | 21.36% | -10.25% |
| Avg. Up Day | 2.01% | 2.06% |
| Avg. Down Day | -1.36% | -1.8% |
| Avg. Up Week | 4.32% | 5.48% |
| Avg. Down Week | -2.08% | -5.06% |
| Avg. Up Month | 9.82% | 9.13% |
| Avg. Down Month | -6.39% | -16.85% |
| Win Days % | 52.78% | 51.64% |
| Win Month % | 77.78% | 63.64% |
| Win Week % | 62.96% | 48.89% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |