| Metric | 11405871:btcusd:triple_med_gx:lsma110_145 | 11405871:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 52.58% | 75.42% |
| Max Drawdown | -15.46% | -29.51% |
| Sharpe | 0.74 | 0.63 |
| Sortino | 1.09 | 0.92 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.13 | 0.96 |
| Outlier Win Ratio | 14.93 | 3.85 |
| Outlier Loss Ratio | 3.99 | 3.57 |
| Volatility (ann.) | 14.08% | 24.55% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.94 | 2.19 |
| Skew | -0.03 | 0.2 |
| Kurtosis | 12.14 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.06% | 4.1% |
| Expected Yearly % | 23.52% | 32.45% |
| Kelly Criterion | 7.37% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.07% |
| Expected Shortfall (cVaR) | -1.18% | -2.07% |
| Year | 11405871:BTCUSD | 11405871:btcusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 38.57 | 1.01 | + |
| 2025 | 27.10 | 10.11 | 0.37 | - |
| Metric | 11405871:btcusd:triple_med_gx:lsma110_145 | 11405871:BTCUSD |
|---|---|---|
| MTD | -0.22% | 10.71% |
| 3M | 5.4% | 41.88% |
| 6M | 9.15% | 22.91% |
| YTD | 10.11% | 27.1% |
| 1Y | 71.52% | 82.29% |
| 3Y (ann.) | 45.53% | 64.73% |
| 5Y (ann.) | 45.53% | 64.73% |
| Metric | 11405871:btcusd:triple_med_gx:lsma110_145 | 11405871:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -3.46% | -4.71% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 3.4 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-05-31 | -15.46 | 86 |
| 2024-06-10 | 2024-08-08 | -14.40 | 59 |
| 2025-01-07 | 2025-03-06 | -11.59 | 58 |
| 2024-12-17 | 2025-01-06 | -9.46 | 20 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-19 | 2024-10-14 | -7.18 | 24 |
| 2024-08-09 | 2024-09-09 | -6.74 | 31 |
| 2025-06-10 | 2025-07-17 | -5.87 | 37 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| Metric | 11405871:btcusd:triple_med_gx:lsma110_145 | 11405871:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 15.67% | 37.42% |
| Worst Month | -10.02% | -17.69% |
| Best Year | 38.57% | 38.02% |
| Worst Year | 10.11% | 27.1% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.65% | 5.09% |
| Avg. Down Week | -2.23% | -4.03% |
| Avg. Up Month | 6.39% | 13.29% |
| Avg. Down Month | -3.78% | -9.04% |
| Win Days % | 51.34% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 48.72% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |