| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 74.37% | 36.61% |
| Max Drawdown | -14.8% | -34.42% |
| Sharpe | 0.82 | 0.33 |
| Sortino | 1.23 | 0.48 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.83 | 0.94 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | 1.45 | 0.89 |
| Outlier Win Ratio | 18.93 | 3.55 |
| Outlier Loss Ratio | 4.08 | 3.6 |
| Volatility (ann.) | 12.02% | 23.45% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.97 | 0.66 |
| Skew | 0.25 | 0.11 |
| Kurtosis | 17.22 | 7.09 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.97% | 1.66% |
| Expected Yearly % | 32.05% | 16.88% |
| Kelly Criterion | 8.56% | 8.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.0% |
| Expected Shortfall (cVaR) | -1.01% | -2.0% |
| Year | 11405913:BTCUSD | 11405913:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.80 | 0.55 | - |
| 2025 | -1.03 | 44.34 | -43.24 | + |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 3.05% | -17.17% |
| 6M | 3.02% | -16.23% |
| YTD | 44.34% | -1.03% |
| 1Y | 50.09% | -5.06% |
| 3Y (ann.) | 43.96% | 22.68% |
| 5Y (ann.) | 43.96% | 22.68% |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Max Drawdown | -14.8% | -34.42% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -2.69% | -5.99% |
| Avg. Drawdown Days | 9.0 | 18.0 |
| Recovery Factor | 5.02 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.80 | 64 |
| 2025-11-15 | 2025-12-10 | -14.51 | 24 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-27 | -6.81 | 47 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2025-07-28 | 2025-09-03 | -5.85 | 37 |
| 2024-12-21 | 2024-12-24 | -5.24 | 3 |
| 2024-08-09 | 2024-09-09 | -5.07 | 31 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2024-12-24 | 2025-01-03 | -4.71 | 9 |
| Metric | 11405913:btcusd:triple_med_gx:lsma45_145 | 11405913:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -5.11% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -11.15% | -12.33% |
| Best Month | 12.14% | 37.42% |
| Worst Month | -8.42% | -17.69% |
| Best Year | 44.34% | 38.02% |
| Worst Year | 20.8% | -1.03% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.82% | 4.41% |
| Avg. Down Week | -3.26% | -4.71% |
| Avg. Up Month | 5.05% | 8.01% |
| Avg. Down Month | -6.27% | -12.42% |
| Win Days % | 51.39% | 51.97% |
| Win Month % | 82.35% | 57.89% |
| Win Week % | 63.04% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |