| Metric | 11404800:btcusd:triple_med_gx:lsma25_145 | 11404800:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 36.71% | 71.06% |
| Max Drawdown | -17.64% | -29.51% |
| Sharpe | 0.59 | 0.56 |
| Sortino | 1.0 | 0.81 |
| Payoff Ratio | 1.29 | 1.19 |
| Profit Factor | 1.2 | 1.09 |
| Common Sense Ratio | 1.6 | 1.02 |
| CPC Index | 0.71 | 0.68 |
| Tail Ratio | 1.33 | 0.93 |
| Outlier Win Ratio | 22.34 | 3.46 |
| Outlier Loss Ratio | 4.4 | 3.26 |
| Volatility (ann.) | 11.27% | 23.48% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.55 | 1.74 |
| Skew | 3.61 | 0.23 |
| Kurtosis | 59.48 | 7.75 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.97% | 3.41% |
| Expected Yearly % | 16.92% | 30.79% |
| Kelly Criterion | 3.69% | 11.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -1.99% |
| Expected Shortfall (cVaR) | -0.95% | -1.99% |
| Year | 11404800:BTCUSD | 11404800:btcusd:triple_med_gx:lsma25_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.16 | 0.58 | - |
| 2025 | 23.94 | 11.91 | 0.50 | - |
| Metric | 11404800:btcusd:triple_med_gx:lsma25_145 | 11404800:BTCUSD |
|---|---|---|
| MTD | 1.47% | 6.89% |
| 3M | -12.52% | 10.59% |
| 6M | 0.15% | 39.91% |
| YTD | 11.91% | 23.94% |
| 1Y | 29.34% | 98.77% |
| 3Y (ann.) | 27.29% | 51.33% |
| 5Y (ann.) | 27.29% | 51.33% |
| Metric | 11404800:btcusd:triple_med_gx:lsma25_145 | 11404800:BTCUSD |
|---|---|---|
| Max Drawdown | -17.64% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -2.81% | -5.13% |
| Avg. Drawdown Days | 13.0 | 16.0 |
| Recovery Factor | 2.08 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-27 | 2025-09-17 | -17.64 | 112 |
| 2024-06-12 | 2024-10-07 | -15.43 | 116 |
| 2025-01-30 | 2025-03-02 | -9.73 | 31 |
| 2024-11-30 | 2024-12-24 | -5.94 | 24 |
| 2025-03-03 | 2025-04-01 | -5.45 | 29 |
| 2024-12-26 | 2025-01-03 | -5.41 | 8 |
| 2024-10-07 | 2024-10-14 | -3.90 | 6 |
| 2025-04-10 | 2025-04-11 | -3.69 | 1 |
| 2025-01-12 | 2025-01-13 | -1.39 | 1 |
| 2025-04-02 | 2025-04-02 | -1.25 | 0 |
| Metric | 11404800:btcusd:triple_med_gx:lsma25_145 | 11404800:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.16% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 12.1% | 37.42% |
| Worst Month | -7.68% | -17.69% |
| Best Year | 22.16% | 38.02% |
| Worst Year | 11.91% | 23.94% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.66% | -0.73% |
| Avg. Up Week | 4.29% | 5.35% |
| Avg. Down Week | -2.69% | -4.16% |
| Avg. Up Month | 6.78% | 13.92% |
| Avg. Down Month | -5.05% | -8.69% |
| Win Days % | 45.77% | 51.95% |
| Win Month % | 56.25% | 62.5% |
| Win Week % | 52.17% | 56.52% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |