| Metric | 11405911:btcusd:triple_med_gx:lsma35_145 | 11405911:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 58.91% | 68.34% |
| Max Drawdown | -14.35% | -29.51% |
| Sharpe | 0.88 | 0.58 |
| Sortino | 1.34 | 0.84 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | 1.83 | 1.04 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | 1.43 | 0.95 |
| Outlier Win Ratio | 19.07 | 3.54 |
| Outlier Loss Ratio | 4.05 | 3.59 |
| Volatility (ann.) | 12.07% | 24.2% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.37 | 1.89 |
| Skew | 0.47 | 0.21 |
| Kurtosis | 15.44 | 7.42 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.14% | 3.53% |
| Expected Yearly % | 26.06% | 29.74% |
| Kelly Criterion | 9.31% | 7.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.05% |
| Expected Shortfall (cVaR) | -1.01% | -2.05% |
| Year | 11405911:BTCUSD | 11405911:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.66 | 0.39 | - |
| 2025 | 21.96 | 38.59 | 1.76 | + |
| Metric | 11405911:btcusd:triple_med_gx:lsma35_145 | 11405911:BTCUSD |
|---|---|---|
| MTD | -1.64% | -1.64% |
| 3M | 8.48% | 18.77% |
| 6M | 27.01% | 11.18% |
| YTD | 38.59% | 21.96% |
| 1Y | 67.73% | 85.38% |
| 3Y (ann.) | 48.43% | 55.91% |
| 5Y (ann.) | 48.43% | 55.91% |
| Metric | 11405911:btcusd:triple_med_gx:lsma35_145 | 11405911:BTCUSD |
|---|---|---|
| Max Drawdown | -14.35% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.55% | -4.85% |
| Avg. Drawdown Days | 9.0 | 15.0 |
| Recovery Factor | 4.1 | 2.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.35 | 64 |
| 2024-08-09 | 2024-10-14 | -8.98 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-16 | 2025-08-03 | -7.67 | 47 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2024-12-24 | 2025-01-03 | -4.71 | 9 |
| 2025-02-04 | 2025-02-28 | -4.58 | 24 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| Metric | 11405911:btcusd:triple_med_gx:lsma35_145 | 11405911:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.99% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.7% | 37.42% |
| Worst Month | -8.42% | -17.69% |
| Best Year | 38.59% | 38.02% |
| Worst Year | 14.66% | 21.96% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.43% | 3.8% |
| Avg. Down Week | -3.46% | -4.23% |
| Avg. Up Month | 5.25% | 8.38% |
| Avg. Down Month | -5.03% | -4.5% |
| Win Days % | 51.38% | 51.72% |
| Win Month % | 78.57% | 60.0% |
| Win Week % | 64.71% | 57.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |