| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 74.27% | 40.54% |
| Max Drawdown | -14.35% | -29.51% |
| Sharpe | 0.86 | 0.37 |
| Sortino | 1.3 | 0.53 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.99 | 0.96 |
| CPC Index | 0.77 | 0.6 |
| Tail Ratio | 1.54 | 0.9 |
| Outlier Win Ratio | 19.28 | 3.52 |
| Outlier Loss Ratio | 3.93 | 3.44 |
| Volatility (ann.) | 11.8% | 23.17% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.22 | 0.89 |
| Skew | 0.18 | 0.15 |
| Kurtosis | 21.22 | 7.41 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.13% | 1.91% |
| Expected Yearly % | 32.01% | 18.55% |
| Kelly Criterion | 9.47% | 8.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -1.97% |
| Expected Shortfall (cVaR) | -0.99% | -1.97% |
| Year | 11405909:BTCUSD | 11405909:btcusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.52 | 0.67 | - |
| 2025 | 1.83 | 38.84 | 21.28 | + |
| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| MTD | -1.7% | -13.23% |
| 3M | 4.94% | -19.07% |
| 6M | 17.31% | -7.85% |
| YTD | 38.84% | 1.83% |
| 1Y | 50.97% | 4.88% |
| 3Y (ann.) | 46.18% | 26.19% |
| 5Y (ann.) | 46.18% | 26.19% |
| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| Max Drawdown | -14.35% | -29.51% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -2.87% | -5.67% |
| Avg. Drawdown Days | 10.0 | 17.0 |
| Recovery Factor | 5.18 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.35 | 63 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-06-16 | 2025-07-27 | -6.85 | 41 |
| 2025-01-14 | 2025-02-03 | -6.61 | 20 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-07-28 | 2025-09-03 | -5.85 | 37 |
| 2024-08-09 | 2024-09-10 | -5.68 | 32 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2024-09-12 | 2024-10-11 | -4.98 | 29 |
| 2024-12-24 | 2025-01-12 | -4.71 | 18 |
| Metric | 11405909:btcusd:triple_med_gx:lsma30_145 | 11405909:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.99% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.49% | 37.42% |
| Worst Month | -8.59% | -17.69% |
| Best Year | 38.84% | 38.02% |
| Worst Year | 25.52% | 1.83% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.75% | -0.81% |
| Avg. Up Week | 2.99% | 4.05% |
| Avg. Down Week | -2.42% | -4.49% |
| Avg. Up Month | 4.77% | 8.01% |
| Avg. Down Month | -5.14% | -10.29% |
| Win Days % | 51.42% | 52.11% |
| Win Month % | 82.35% | 55.56% |
| Win Week % | 61.9% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |