| Metric | 11442239:btcusd:triple_med_gx:lsma110_145 | 11442239:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 31.68% | 29.45% |
| Max Drawdown | -17.29% | -28.38% |
| Sharpe | 0.62 | 0.43 |
| Sortino | 0.91 | 0.62 |
| Payoff Ratio | 1.1 | 1.11 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.28 | 0.99 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.11 | 0.93 |
| Outlier Win Ratio | 14.15 | 3.8 |
| Outlier Loss Ratio | 3.82 | 3.46 |
| Volatility (ann.) | 15.54% | 26.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.32 | 1.31 |
| Skew | 0.04 | 0.13 |
| Kurtosis | 11.19 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.79% | 2.61% |
| Expected Yearly % | 14.75% | 13.77% |
| Kelly Criterion | 5.35% | 7.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.22% |
| Expected Shortfall (cVaR) | -1.31% | -2.22% |
| Year | 11442239:BTCUSD | 11442239:btcusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 33.04 | 0.87 | - |
| 2025 | -6.21 | -1.02 | 0.16 | + |
| Metric | 11442239:btcusd:triple_med_gx:lsma110_145 | 11442239:BTCUSD |
|---|---|---|
| MTD | -3.49% | 3.86% |
| 3M | -0.14% | -7.61% |
| 6M | 33.24% | 38.23% |
| YTD | -1.02% | -6.21% |
| 1Y | 31.68% | 29.45% |
| 3Y (ann.) | 40.09% | 37.18% |
| 5Y (ann.) | 40.09% | 37.18% |
| Metric | 11442239:btcusd:triple_med_gx:lsma110_145 | 11442239:BTCUSD |
|---|---|---|
| Max Drawdown | -17.29% | -28.38% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -3.27% | -4.56% |
| Avg. Drawdown Days | 15.0 | 12.0 |
| Recovery Factor | 1.83 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -17.29 | 125 |
| 2025-01-07 | 2025-03-26 | -15.91 | 78 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-17 | 2025-01-03 | -6.87 | 16 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-11-07 | 2024-11-10 | -1.48 | 3 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11442239:btcusd:triple_med_gx:lsma110_145 | 11442239:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.93% | 37.42% |
| Worst Month | -10.85% | -17.69% |
| Best Year | 33.04% | 38.02% |
| Worst Year | -1.02% | -6.21% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.85% | -0.84% |
| Avg. Up Week | 4.99% | 6.16% |
| Avg. Down Week | -3.67% | -4.37% |
| Avg. Up Month | 9.37% | 16.34% |
| Avg. Down Month | -10.85% | -7.35% |
| Win Days % | 50.5% | 51.34% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 53.57% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |