| Metric | 11442228:btcusd:triple_med_gx:lsma55_145 | 11442228:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 30.19% | 29.45% |
| Max Drawdown | -14.19% | -28.38% |
| Sharpe | 0.66 | 0.43 |
| Sortino | 1.01 | 0.62 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.42 | 0.99 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.19 | 0.93 |
| Outlier Win Ratio | 19.55 | 3.75 |
| Outlier Loss Ratio | 3.88 | 3.36 |
| Volatility (ann.) | 13.54% | 26.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.69 | 1.31 |
| Skew | 0.42 | 0.13 |
| Kurtosis | 15.69 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.67% | 2.61% |
| Expected Yearly % | 14.1% | 13.77% |
| Kelly Criterion | 5.91% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.22% |
| Expected Shortfall (cVaR) | -1.14% | -2.22% |
| Year | 11442228:BTCUSD | 11442228:btcusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.48 | 0.59 | - |
| 2025 | -6.21 | 6.29 | -1.01 | + |
| Metric | 11442228:btcusd:triple_med_gx:lsma55_145 | 11442228:BTCUSD |
|---|---|---|
| MTD | 0.29% | 3.86% |
| 3M | 7.09% | -7.61% |
| 6M | 12.78% | 38.23% |
| YTD | 6.29% | -6.21% |
| 1Y | 30.19% | 29.45% |
| 3Y (ann.) | 38.15% | 37.18% |
| 5Y (ann.) | 38.15% | 37.18% |
| Metric | 11442228:btcusd:triple_med_gx:lsma55_145 | 11442228:BTCUSD |
|---|---|---|
| Max Drawdown | -14.19% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -3.4% | -4.56% |
| Avg. Drawdown Days | 16.0 | 12.0 |
| Recovery Factor | 2.13 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.19 | 63 |
| 2025-02-04 | 2025-03-05 | -8.19 | 29 |
| 2024-12-05 | 2025-02-02 | -7.93 | 59 |
| 2025-03-06 | 2025-03-26 | -7.35 | 19 |
| 2024-09-14 | 2024-10-14 | -6.01 | 30 |
| 2024-08-09 | 2024-09-09 | -5.51 | 31 |
| 2025-02-03 | 2025-02-03 | -3.47 | 0 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-07 | 2024-12-04 | -1.78 | 27 |
| 2024-10-15 | 2024-11-06 | -1.46 | 22 |
| Metric | 11442228:btcusd:triple_med_gx:lsma55_145 | 11442228:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.2% | 37.42% |
| Worst Month | -7.82% | -17.69% |
| Best Year | 22.48% | 38.02% |
| Worst Year | 6.29% | -6.21% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.96% | 4.98% |
| Avg. Down Week | -2.37% | -4.75% |
| Avg. Up Month | 3.94% | 12.05% |
| Avg. Down Month | -7.82% | -7.35% |
| Win Days % | 49.6% | 51.34% |
| Win Month % | 90.0% | 60.0% |
| Win Week % | 53.85% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |