| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 34.06% | 22.7% |
| Max Drawdown | -14.19% | -28.38% |
| Sharpe | 0.71 | 0.37 |
| Sortino | 1.07 | 0.53 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.69 | 0.98 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.39 | 0.92 |
| Outlier Win Ratio | 18.85 | 3.71 |
| Outlier Loss Ratio | 3.79 | 3.36 |
| Volatility (ann.) | 13.61% | 26.02% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.97 | 0.98 |
| Skew | 0.21 | 0.14 |
| Kurtosis | 15.0 | 6.56 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.7% | 1.88% |
| Expected Yearly % | 15.78% | 10.77% |
| Kelly Criterion | 6.81% | 8.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.21% |
| Expected Shortfall (cVaR) | -1.15% | -2.21% |
| Year | 11442226:BTCUSD | 11442226:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.52 | 0.36 | - |
| 2025 | -11.10 | 18.10 | -1.63 | + |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | 17.83% | -11.3% |
| 6M | 27.59% | 26.51% |
| YTD | 18.1% | -11.1% |
| 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 | -14.19% | -28.38% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -3.59% | -4.56% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 2.4 | 0.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.19 | 64 |
| 2024-08-09 | 2024-09-13 | -9.36 | 35 |
| 2025-03-06 | 2025-04-01 | -8.61 | 25 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2025-02-04 | 2025-03-05 | -7.29 | 29 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2025-01-15 | 2025-02-03 | -3.65 | 19 |
| 2024-11-07 | 2024-12-04 | -1.78 | 27 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| Metric | 11442226:btcusd:triple_med_gx:lsma45_145 | 11442226:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.36% | 37.42% |
| Worst Month | -7.82% | -17.69% |
| Best Year | 18.1% | 38.02% |
| Worst Year | 13.52% | -11.1% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 3.88% | 5.43% |
| Avg. Down Week | -3.26% | -5.32% |
| Avg. Up Month | 5.07% | 13.69% |
| Avg. Down Month | -7.82% | -7.35% |
| Win Days % | 50.26% | 51.32% |
| Win Month % | 90.0% | 54.55% |
| Win Week % | 64.0% | 51.11% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |