| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 77.23% | 54.3% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 1.1 | 0.54 |
| Sortino | 1.82 | 0.78 |
| Payoff Ratio | 1.25 | 1.17 |
| Profit Factor | 1.37 | 1.09 |
| Common Sense Ratio | 1.88 | 1.06 |
| CPC Index | 0.89 | 0.66 |
| Tail Ratio | 1.37 | 0.97 |
| Outlier Win Ratio | 18.93 | 3.68 |
| Outlier Loss Ratio | 4.02 | 3.4 |
| Volatility (ann.) | 13.22% | 25.08% |
| R^2 | 0.28 | 0.28 |
| Calmar | 5.2 | 1.74 |
| Skew | 2.1 | 0.21 |
| Kurtosis | 33.05 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.5% | 3.39% |
| Expected Yearly % | 33.13% | 24.22% |
| Kelly Criterion | 13.57% | 10.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.12% |
| Expected Shortfall (cVaR) | -1.1% | -2.12% |
| Year | 11405969:BTCUSD | 11405969:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.89 | 0.73 | - |
| 2025 | 11.80 | 38.57 | 3.27 | + |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| MTD | 3.7% | -0.27% |
| 3M | 9.22% | 26.2% |
| 6M | 37.04% | -1.67% |
| YTD | 38.57% | 11.8% |
| 1Y | 75.04% | 56.98% |
| 3Y (ann.) | 72.77% | 51.35% |
| 5Y (ann.) | 72.77% | 51.35% |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 88.0 | 144.0 |
| Avg. Drawdown | -2.13% | -4.82% |
| Avg. Drawdown Days | 8.0 | 14.0 |
| Recovery Factor | 5.52 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-09-09 | -14.00 | 88 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-04-02 | 2025-05-22 | -6.14 | 49 |
| 2025-02-02 | 2025-02-03 | -5.94 | 1 |
| 2024-12-16 | 2025-01-02 | -5.68 | 17 |
| 2025-02-04 | 2025-02-28 | -5.42 | 24 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-03-15 | 2025-04-02 | -2.69 | 17 |
| Metric | 11405969:btcusd:triple_med_gx:lsma45_145 | 11405969:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.19% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.27% | 37.42% |
| Worst Month | -4.56% | -17.69% |
| Best Year | 38.57% | 38.02% |
| Worst Year | 27.89% | 11.8% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 4.15% | 4.06% |
| Avg. Down Week | -1.58% | -3.33% |
| Avg. Up Month | 6.62% | 8.43% |
| Avg. Down Month | -4.56% | -7.35% |
| Win Days % | 52.05% | 51.76% |
| Win Month % | 83.33% | 53.85% |
| Win Week % | 58.82% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |