| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 34.06% | 22.7% |
| Max Drawdown | -12.8% | -26.06% |
| Sharpe | 1.43 | 0.73 |
| Sortino | 2.44 | 1.06 |
| Payoff Ratio | 1.19 | 1.08 |
| Profit Factor | 1.43 | 1.11 |
| Common Sense Ratio | 2.51 | 1.13 |
| CPC Index | 0.89 | 0.62 |
| Tail Ratio | 1.75 | 1.01 |
| Outlier Win Ratio | 15.8 | 3.41 |
| Outlier Loss Ratio | 3.77 | 2.92 |
| Volatility (ann.) | 27.1% | 51.29% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.3 | 1.07 |
| Skew | 1.15 | -0.19 |
| Kurtosis | 8.62 | 2.97 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 2.7% | 1.88% |
| Expected Yearly % | 15.78% | 10.77% |
| Kelly Criterion | 12.22% | 6.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.23% | -4.31% |
| Expected Shortfall (cVaR) | -2.23% | -4.31% |
| Year | 11442226:BTCUSD | 11442226:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 12.43 | 0.34 | - |
| 2025 | -10.25 | 19.24 | -1.88 | + |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.01% |
| 3M | 16.1% | -12.61% |
| 6M | 27.59% | 26.49% |
| YTD | 19.24% | -10.25% |
| 1Y | 34.06% | 22.7% |
| 3Y (ann.) | 42.18% | 27.84% |
| 5Y (ann.) | 42.18% | 27.84% |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Max Drawdown | -12.8% | -26.06% |
| Longest DD Days | 59.0 | 144.0 |
| Avg. Drawdown | -3.99% | -8.25% |
| Avg. Drawdown Days | 16.0 | 31.0 |
| Recovery Factor | 2.66 | 0.87 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-11 | 2024-08-09 | -12.80 | 59 |
| 2024-08-12 | 2024-09-14 | -7.71 | 33 |
| 2025-03-07 | 2025-04-01 | -6.18 | 25 |
| 2025-02-12 | 2025-03-01 | -5.86 | 17 |
| 2024-12-06 | 2025-01-04 | -5.44 | 29 |
| 2025-01-16 | 2025-02-04 | -3.65 | 19 |
| 2024-10-08 | 2024-10-12 | -3.27 | 4 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| 2025-02-05 | 2025-02-11 | -1.01 | 6 |
| 2024-06-04 | 2024-06-05 | -0.65 | 1 |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Best Day | 7.12% | 9.49% |
| Worst Day | -5.82% | -13.23% |
| Best Week | 8.91% | 15.41% |
| Worst Week | -5.82% | -18.81% |
| Best Month | 12.43% | 34.43% |
| Worst Month | -10.72% | -23.44% |
| Best Year | 19.24% | 36.7% |
| Worst Year | 12.43% | -10.25% |
| Avg. Up Day | 1.94% | 1.91% |
| Avg. Down Day | -1.63% | -1.77% |
| Avg. Up Week | 3.63% | 5.77% |
| Avg. Down Week | -3.05% | -5.4% |
| Avg. Up Month | 6.59% | 13.35% |
| Avg. Down Month | -7.05% | -16.85% |
| Win Days % | 52.34% | 51.64% |
| Win Month % | 80.0% | 63.64% |
| Win Week % | 65.52% | 48.89% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |