| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 74.27% | 40.54% |
| Max Drawdown | -12.95% | -28.21% |
| Sharpe | 1.9 | 0.74 |
| Sortino | 3.48 | 1.07 |
| Payoff Ratio | 1.37 | 1.13 |
| Profit Factor | 1.69 | 1.12 |
| Common Sense Ratio | 3.12 | 1.2 |
| CPC Index | 1.24 | 0.65 |
| Tail Ratio | 1.84 | 1.07 |
| Outlier Win Ratio | 17.24 | 3.22 |
| Outlier Loss Ratio | 4.46 | 2.94 |
| Volatility (ann.) | 21.12% | 45.32% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.57 | 0.93 |
| Skew | 1.68 | -0.17 |
| Kurtosis | 13.58 | 3.58 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.13% | 1.91% |
| Expected Yearly % | 32.01% | 18.55% |
| Kelly Criterion | 19.24% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -3.81% |
| Expected Shortfall (cVaR) | -1.71% | -3.81% |
| Year | 11405909:BTCUSD | 11405909:btcusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 24.32 | 0.66 | - |
| 2025 | 2.81 | 40.18 | 14.30 | + |
| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| MTD | -1.7% | -13.5% |
| 3M | 4.94% | -19.24% |
| 6M | 17.31% | -8.05% |
| YTD | 40.18% | 2.81% |
| 1Y | 50.97% | 4.01% |
| 3Y (ann.) | 46.18% | 26.19% |
| 5Y (ann.) | 46.18% | 26.19% |
| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| Max Drawdown | -12.95% | -28.21% |
| Longest DD Days | 65.0 | 154.0 |
| Avg. Drawdown | -3.47% | -9.35% |
| Avg. Drawdown Days | 19.0 | 39.0 |
| Recovery Factor | 5.74 | 1.44 |
| Ulcer Index | 1.01 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -12.95 | 64 |
| 2025-02-02 | 2025-03-01 | -6.47 | 27 |
| 2024-12-06 | 2024-12-21 | -5.44 | 15 |
| 2025-07-29 | 2025-10-02 | -4.95 | 65 |
| 2024-12-22 | 2025-01-15 | -4.60 | 24 |
| 2025-06-18 | 2025-07-28 | -4.14 | 40 |
| 2024-08-12 | 2024-09-10 | -3.97 | 29 |
| 2024-09-13 | 2024-10-12 | -3.35 | 29 |
| 2025-10-20 | 2025-10-24 | -3.30 | 4 |
| 2025-10-25 | 2025-11-17 | -3.21 | 23 |
| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| Best Day | 7.12% | 9.49% |
| Worst Day | -5.94% | -13.23% |
| Best Week | 10.24% | 15.41% |
| Worst Week | -4.8% | -18.81% |
| Best Month | 11.96% | 34.43% |
| Worst Month | -11.31% | -23.44% |
| Best Year | 40.18% | 36.7% |
| Worst Year | 24.32% | 2.81% |
| Avg. Up Day | 1.63% | 1.75% |
| Avg. Down Day | -1.19% | -1.55% |
| Avg. Up Week | 3.42% | 4.44% |
| Avg. Down Week | -1.93% | -4.66% |
| Avg. Up Month | 5.39% | 8.89% |
| Avg. Down Month | -4.39% | -13.83% |
| Win Days % | 53.25% | 51.87% |
| Win Month % | 76.47% | 61.11% |
| Win Week % | 60.47% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |