| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 72.28% | 36.85% |
| Max Drawdown | -12.95% | -32.7% |
| Sharpe | 1.73 | 0.68 |
| Sortino | 2.82 | 0.98 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.6 | 1.11 |
| Common Sense Ratio | 3.06 | 1.16 |
| CPC Index | 1.04 | 0.66 |
| Tail Ratio | 1.91 | 1.05 |
| Outlier Win Ratio | 16.93 | 3.23 |
| Outlier Loss Ratio | 4.33 | 3.11 |
| Volatility (ann.) | 21.93% | 46.0% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.31 | 0.7 |
| Skew | 0.63 | -0.16 |
| Kurtosis | 13.19 | 3.36 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.9% | 1.66% |
| Expected Yearly % | 31.26% | 16.98% |
| Kelly Criterion | 17.71% | 9.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -3.88% |
| Expected Shortfall (cVaR) | -1.78% | -3.88% |
| Year | 11405912:BTCUSD | 11405912:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 14.66 | 0.40 | - |
| 2025 | 0.11 | 50.26 | 458.14 | + |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | 1.53% | -16.59% |
| 6M | 6.64% | -12.21% |
| YTD | 50.26% | 0.11% |
| 1Y | 49.38% | -6.96% |
| 3Y (ann.) | 42.83% | 22.82% |
| 5Y (ann.) | 42.83% | 22.82% |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Max Drawdown | -12.95% | -32.7% |
| Longest DD Days | 65.0 | 154.0 |
| Avg. Drawdown | -3.48% | -10.02% |
| Avg. Drawdown Days | 18.0 | 40.0 |
| Recovery Factor | 5.58 | 1.13 |
| Ulcer Index | 1.01 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -12.95 | 64 |
| 2025-11-17 | 2025-12-10 | -12.11 | 23 |
| 2025-02-02 | 2025-03-01 | -6.47 | 27 |
| 2024-08-12 | 2024-09-12 | -6.09 | 31 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2025-07-29 | 2025-10-02 | -4.95 | 65 |
| 2024-12-22 | 2025-01-04 | -4.60 | 13 |
| 2024-09-13 | 2024-10-13 | -3.54 | 30 |
| 2025-06-19 | 2025-06-24 | -3.45 | 5 |
| 2025-10-20 | 2025-10-24 | -3.30 | 4 |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Best Day | 7.12% | 9.49% |
| Worst Day | -6.98% | -13.23% |
| Best Week | 10.86% | 15.41% |
| Worst Week | -10.1% | -18.81% |
| Best Month | 16.18% | 34.43% |
| Worst Month | -11.31% | -23.44% |
| Best Year | 50.26% | 36.7% |
| Worst Year | 14.66% | 0.11% |
| Avg. Up Day | 1.6% | 1.82% |
| Avg. Down Day | -1.36% | -1.59% |
| Avg. Up Week | 3.6% | 4.54% |
| Avg. Down Week | -3.0% | -5.06% |
| Avg. Up Month | 6.02% | 8.89% |
| Avg. Down Month | -4.57% | -14.79% |
| Win Days % | 55.49% | 51.89% |
| Win Month % | 76.47% | 63.16% |
| Win Week % | 65.12% | 55.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |