| Metric | 11404801:btcusd:triple_med_gx:lsma30_145 | 11404801:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 38.4% | 75.42% |
| Max Drawdown | -12.95% | -29.51% |
| Sharpe | 0.68 | 0.63 |
| Sortino | 1.15 | 0.92 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.25 | 1.11 |
| Common Sense Ratio | 1.77 | 1.06 |
| CPC Index | 0.75 | 0.69 |
| Tail Ratio | 1.42 | 0.96 |
| Outlier Win Ratio | 22.76 | 3.29 |
| Outlier Loss Ratio | 4.08 | 3.19 |
| Volatility (ann.) | 11.58% | 24.55% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.58 | 2.19 |
| Skew | 3.68 | 0.2 |
| Kurtosis | 60.79 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.35% | 4.1% |
| Expected Yearly % | 17.64% | 32.45% |
| Kelly Criterion | 6.36% | 11.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.07% |
| Expected Shortfall (cVaR) | -0.98% | -2.07% |
| Year | 11404801:BTCUSD | 11404801:btcusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.09 | 0.27 | - |
| 2025 | 27.10 | 25.71 | 0.95 | - |
| Metric | 11404801:btcusd:triple_med_gx:lsma30_145 | 11404801:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.02% | 41.88% |
| 6M | 13.8% | 22.91% |
| YTD | 25.71% | 27.1% |
| 1Y | 45.1% | 82.29% |
| 3Y (ann.) | 33.46% | 64.73% |
| 5Y (ann.) | 33.46% | 64.73% |
| Metric | 11404801:btcusd:triple_med_gx:lsma30_145 | 11404801:BTCUSD |
|---|---|---|
| Max Drawdown | -12.95% | -29.51% |
| Longest DD Days | 89.0 | 144.0 |
| Avg. Drawdown | -2.97% | -4.71% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 2.97 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -12.95 | 64 |
| 2024-08-09 | 2024-11-06 | -9.26 | 89 |
| 2024-11-30 | 2024-12-24 | -8.56 | 24 |
| 2025-01-30 | 2025-03-02 | -8.53 | 31 |
| 2024-12-26 | 2025-01-13 | -5.57 | 18 |
| 2025-05-28 | 2025-07-17 | -5.53 | 50 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-04-10 | 2025-04-11 | -3.31 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-03 | 2025-03-12 | -2.00 | 9 |
| Metric | 11404801:btcusd:triple_med_gx:lsma30_145 | 11404801:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -6.18% | -12.33% |
| Best Month | 12.2% | 37.42% |
| Worst Month | -7.41% | -17.69% |
| Best Year | 25.71% | 38.02% |
| Worst Year | 10.09% | 27.1% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 3.83% | 5.4% |
| Avg. Down Week | -2.86% | -3.92% |
| Avg. Up Month | 7.25% | 16.65% |
| Avg. Down Month | -4.68% | -9.42% |
| Win Days % | 48.08% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 56.41% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |