| Metric | 11405855:btcusd:triple_med_gx:lsma35_145 | 11405855:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 73.11% | 58.73% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 1.07 | 0.55 |
| Sortino | 1.67 | 0.81 |
| Payoff Ratio | 1.24 | 1.14 |
| Profit Factor | 1.34 | 1.09 |
| Common Sense Ratio | 2.01 | 1.06 |
| CPC Index | 0.85 | 0.65 |
| Tail Ratio | 1.49 | 0.97 |
| Outlier Win Ratio | 19.23 | 3.76 |
| Outlier Loss Ratio | 4.09 | 3.49 |
| Volatility (ann.) | 12.7% | 24.91% |
| R^2 | 0.26 | 0.26 |
| Calmar | 4.75 | 1.82 |
| Skew | 0.73 | 0.2 |
| Kurtosis | 15.16 | 7.08 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.31% | 3.62% |
| Expected Yearly % | 31.57% | 25.99% |
| Kelly Criterion | 12.0% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.11% |
| Expected Shortfall (cVaR) | -1.06% | -2.11% |
| Year | 11405855:BTCUSD | 11405855:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.48 | 0.49 | - |
| 2025 | 15.00 | 46.11 | 3.07 | + |
| Metric | 11405855:btcusd:triple_med_gx:lsma35_145 | 11405855:BTCUSD |
|---|---|---|
| MTD | 3.76% | 2.59% |
| 3M | 18.39% | 27.24% |
| 6M | 44.84% | 14.0% |
| YTD | 46.11% | 15.0% |
| 1Y | 99.46% | 78.0% |
| 3Y (ann.) | 66.47% | 53.59% |
| 5Y (ann.) | 66.47% | 53.59% |
| Metric | 11405855:btcusd:triple_med_gx:lsma35_145 | 11405855:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.74% | -4.9% |
| Avg. Drawdown Days | 11.0 | 15.0 |
| Recovery Factor | 5.22 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-08-09 | 2024-10-14 | -9.02 | 66 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-12-26 | 2025-01-14 | -6.93 | 19 |
| 2025-06-10 | 2025-06-29 | -6.78 | 19 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2025-02-04 | 2025-03-05 | -4.84 | 29 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11405855:btcusd:triple_med_gx:lsma35_145 | 11405855:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.42% | 37.42% |
| Worst Month | -9.82% | -17.69% |
| Best Year | 46.11% | 38.02% |
| Worst Year | 18.48% | 15.0% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 3.9% | 4.35% |
| Avg. Down Week | -3.57% | -4.1% |
| Avg. Up Month | 5.04% | 8.41% |
| Avg. Down Month | -9.82% | -7.35% |
| Win Days % | 51.37% | 51.97% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 59.38% | 56.9% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |