| Metric | 11405983:btcusd:triple_med_gx:lsma115_145 | 11405983:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 18.5% | 75.42% |
| Max Drawdown | -20.02% | -29.51% |
| Sharpe | 0.34 | 0.63 |
| Sortino | 0.48 | 0.92 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 16.25 | 3.77 |
| Outlier Loss Ratio | 3.82 | 3.59 |
| Volatility (ann.) | 13.88% | 24.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.81 | 2.19 |
| Skew | -0.35 | 0.2 |
| Kurtosis | 13.62 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.22% | 4.1% |
| Expected Yearly % | 8.86% | 32.45% |
| Kelly Criterion | 3.07% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.07% |
| Expected Shortfall (cVaR) | -1.18% | -2.07% |
| Year | 11405983:BTCUSD | 11405983:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.87 | 0.31 | - |
| 2025 | 27.10 | 5.93 | 0.22 | - |
| Metric | 11405983:btcusd:triple_med_gx:lsma115_145 | 11405983:BTCUSD |
|---|---|---|
| MTD | -1.47% | 10.71% |
| 3M | 7.7% | 41.88% |
| 6M | 5.27% | 22.91% |
| YTD | 5.93% | 27.1% |
| 1Y | 40.28% | 82.29% |
| 3Y (ann.) | 16.27% | 64.73% |
| 5Y (ann.) | 16.27% | 64.73% |
| Metric | 11405983:btcusd:triple_med_gx:lsma115_145 | 11405983:BTCUSD |
|---|---|---|
| Max Drawdown | -20.02% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -5.31% | -4.71% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.92 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-09-19 | -20.02 | 98 |
| 2024-12-17 | 2025-06-09 | -17.28 | 173 |
| 2025-06-10 | 2025-07-17 | -7.96 | 37 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-20 | 2024-10-14 | -5.86 | 23 |
| 2024-06-11 | 2024-06-12 | -1.83 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-10-18 | 2024-12-04 | -1.57 | 47 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11405983:btcusd:triple_med_gx:lsma115_145 | 11405983:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.55% | -12.33% |
| Best Month | 16.2% | 37.42% |
| Worst Month | -10.06% | -17.69% |
| Best Year | 11.87% | 38.02% |
| Worst Year | 5.93% | 27.1% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.86% | 4.96% |
| Avg. Down Week | -2.69% | -3.76% |
| Avg. Up Month | 7.46% | 10.63% |
| Avg. Down Month | -3.45% | -4.22% |
| Win Days % | 50.64% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |