| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 68.93% | 36.85% |
| Max Drawdown | -12.95% | -32.7% |
| Sharpe | 1.65 | 0.68 |
| Sortino | 2.72 | 0.98 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.57 | 1.11 |
| Common Sense Ratio | 2.68 | 1.16 |
| CPC Index | 0.99 | 0.63 |
| Tail Ratio | 1.71 | 1.05 |
| Outlier Win Ratio | 17.63 | 3.31 |
| Outlier Loss Ratio | 3.85 | 3.04 |
| Volatility (ann.) | 22.23% | 46.0% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.17 | 0.7 |
| Skew | 0.74 | -0.16 |
| Kurtosis | 12.74 | 3.36 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.8% | 1.66% |
| Expected Yearly % | 29.97% | 16.98% |
| Kelly Criterion | 18.95% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.88% |
| Expected Shortfall (cVaR) | -1.81% | -3.88% |
| Year | 11405914:BTCUSD | 11405914:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 19.87 | 0.54 | - |
| 2025 | 0.11 | 40.93 | 373.07 | + |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | 2.98% | -16.59% |
| 6M | 10.48% | -12.21% |
| YTD | 40.93% | 0.11% |
| 1Y | 39.02% | -6.96% |
| 3Y (ann.) | 41.0% | 22.82% |
| 5Y (ann.) | 41.0% | 22.82% |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914:BTCUSD |
|---|---|---|
| Max Drawdown | -12.95% | -32.7% |
| Longest DD Days | 64.0 | 154.0 |
| Avg. Drawdown | -3.86% | -10.02% |
| Avg. Drawdown Days | 17.0 | 40.0 |
| Recovery Factor | 5.32 | 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 |
| 2024-12-06 | 2025-01-03 | -5.44 | 28 |
| 2025-07-29 | 2025-09-02 | -4.95 | 35 |
| 2024-08-12 | 2024-09-10 | -4.16 | 29 |
| 2025-03-08 | 2025-04-13 | -3.95 | 36 |
| 2025-10-20 | 2025-10-24 | -3.30 | 4 |
| 2024-10-08 | 2024-10-12 | -3.27 | 4 |
| 2025-06-11 | 2025-06-24 | -2.97 | 13 |
| Metric | 11405914:btcusd:triple_med_gx:lsma50_145 | 11405914: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 | 9.79% | 34.43% |
| Worst Month | -11.31% | -23.44% |
| Best Year | 40.93% | 36.7% |
| Worst Year | 19.87% | 0.11% |
| Avg. Up Day | 1.55% | 1.8% |
| Avg. Down Day | -1.41% | -1.63% |
| Avg. Up Week | 3.57% | 4.68% |
| Avg. Down Week | -3.23% | -5.78% |
| Avg. Up Month | 5.26% | 8.89% |
| Avg. Down Month | -4.15% | -14.79% |
| Win Days % | 57.63% | 51.89% |
| Win Month % | 76.47% | 63.16% |
| Win Week % | 68.89% | 55.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |