| Metric | 11405918:btcusd:triple_med_gx:lsma70_145 | 11405918:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 22.87% | 29.45% |
| Max Drawdown | -14.93% | -28.38% |
| Sharpe | 0.52 | 0.43 |
| Sortino | 0.76 | 0.62 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.27 | 0.99 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.11 | 0.93 |
| Outlier Win Ratio | 18.01 | 3.72 |
| Outlier Loss Ratio | 3.79 | 3.37 |
| Volatility (ann.) | 14.04% | 26.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.92 | 1.31 |
| Skew | 0.09 | 0.13 |
| Kurtosis | 15.06 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.08% | 2.61% |
| Expected Yearly % | 10.85% | 13.77% |
| Kelly Criterion | 4.47% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.22% |
| Expected Shortfall (cVaR) | -1.19% | -2.22% |
| Year | 11405918:BTCUSD | 11405918:btcusd:triple_med_gx:lsma70_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.52 | 0.51 | - |
| 2025 | -6.21 | 2.81 | -0.45 | + |
| Metric | 11405918:btcusd:triple_med_gx:lsma70_145 | 11405918:BTCUSD |
|---|---|---|
| MTD | -3.76% | 3.86% |
| 3M | 3.08% | -7.61% |
| 6M | 16.03% | 38.23% |
| YTD | 2.81% | -6.21% |
| 1Y | 22.87% | 29.45% |
| 3Y (ann.) | 28.69% | 37.18% |
| 5Y (ann.) | 28.69% | 37.18% |
| Metric | 11405918:btcusd:triple_med_gx:lsma70_145 | 11405918:BTCUSD |
|---|---|---|
| Max Drawdown | -14.93% | -28.38% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -4.33% | -4.56% |
| Avg. Drawdown Days | 16.0 | 12.0 |
| Recovery Factor | 1.53 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.93 | 64 |
| 2025-03-07 | 2025-03-26 | -12.04 | 18 |
| 2024-08-09 | 2024-09-13 | -7.95 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-01-05 | 2025-02-03 | -6.52 | 29 |
| 2024-09-14 | 2024-10-14 | -5.92 | 30 |
| 2024-12-24 | 2025-01-03 | -4.71 | 9 |
| 2024-12-21 | 2024-12-24 | -4.59 | 3 |
| 2025-02-04 | 2025-02-28 | -4.58 | 24 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| Metric | 11405918:btcusd:triple_med_gx:lsma70_145 | 11405918:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 8.32% | 37.42% |
| Worst Month | -8.42% | -17.69% |
| Best Year | 19.52% | 38.02% |
| Worst Year | 2.81% | -6.21% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.23% | 4.4% |
| Avg. Down Week | -3.42% | -4.05% |
| Avg. Up Month | 5.4% | 7.76% |
| Avg. Down Month | -8.42% | -7.35% |
| Win Days % | 50.36% | 51.34% |
| Win Month % | 77.78% | 60.0% |
| Win Week % | 53.85% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |