| Metric | 11405517:btcusd:triple_med_gx:lsma25_145 | 11405517:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 63.33% | 40.54% |
| Max Drawdown | -22.42% | -29.51% |
| Sharpe | 0.69 | 0.37 |
| Sortino | 1.1 | 0.53 |
| Payoff Ratio | 1.13 | 1.01 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.62 | 0.96 |
| CPC Index | 0.73 | 0.56 |
| Tail Ratio | 1.3 | 0.9 |
| Outlier Win Ratio | 19.37 | 3.56 |
| Outlier Loss Ratio | 3.79 | 3.47 |
| Volatility (ann.) | 13.49% | 23.17% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.78 | 0.89 |
| Skew | 1.78 | 0.15 |
| Kurtosis | 53.79 | 7.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.76% | 1.91% |
| Expected Yearly % | 27.8% | 18.55% |
| Kelly Criterion | 8.64% | 4.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -1.97% |
| Expected Shortfall (cVaR) | -1.14% | -1.97% |
| Year | 11405517:BTCUSD | 11405517:btcusd:triple_med_gx:lsma25_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.65 | 0.41 | - |
| 2025 | 1.83 | 41.22 | 22.59 | + |
| Metric | 11405517:btcusd:triple_med_gx:lsma25_145 | 11405517:BTCUSD |
|---|---|---|
| MTD | 0.41% | -13.23% |
| 3M | 1.94% | -19.07% |
| 6M | 7.24% | -7.85% |
| YTD | 41.22% | 1.83% |
| 1Y | 50.03% | 4.88% |
| 3Y (ann.) | 39.84% | 26.19% |
| 5Y (ann.) | 39.84% | 26.19% |
| Metric | 11405517:btcusd:triple_med_gx:lsma25_145 | 11405517:BTCUSD |
|---|---|---|
| Max Drawdown | -22.42% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -3.06% | -5.67% |
| Avg. Drawdown Days | 14.0 | 17.0 |
| Recovery Factor | 2.82 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -22.42 | 148 |
| 2024-12-26 | 2025-03-01 | -9.07 | 65 |
| 2025-05-27 | 2025-07-27 | -8.08 | 61 |
| 2025-07-28 | 2025-10-20 | -6.43 | 83 |
| 2024-12-12 | 2024-12-25 | -6.02 | 13 |
| 2024-12-05 | 2024-12-10 | -5.45 | 5 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11405517:btcusd:triple_med_gx:lsma25_145 | 11405517:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.78% | 18.93% |
| Worst Week | -5.85% | -12.33% |
| Best Month | 17.73% | 37.42% |
| Worst Month | -8.48% | -17.69% |
| Best Year | 41.22% | 38.02% |
| Worst Year | 15.65% | 1.83% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.78% | -0.88% |
| Avg. Up Week | 3.21% | 3.9% |
| Avg. Down Week | -2.7% | -4.64% |
| Avg. Up Month | 4.77% | 11.77% |
| Avg. Down Month | -5.37% | -7.52% |
| Win Days % | 51.52% | 52.11% |
| Win Month % | 72.22% | 55.56% |
| Win Week % | 65.12% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |