| Metric | 11405928:btcusd:triple_med_gx:lsma115_145 | 11405928:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 34.64% | 75.42% |
| Max Drawdown | -22.61% | -29.51% |
| Sharpe | 0.54 | 0.63 |
| Sortino | 0.78 | 0.92 |
| Payoff Ratio | 1.09 | 1.1 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 15.4 | 3.85 |
| Outlier Loss Ratio | 3.85 | 3.57 |
| Volatility (ann.) | 14.22% | 24.55% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.34 | 2.19 |
| Skew | -0.03 | 0.2 |
| Kurtosis | 12.2 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.15% | 4.1% |
| Expected Yearly % | 16.04% | 32.45% |
| Kelly Criterion | 4.75% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.07% |
| Expected Shortfall (cVaR) | -1.2% | -2.07% |
| Year | 11405928:BTCUSD | 11405928:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.65 | 0.75 | - |
| 2025 | 27.10 | 4.66 | 0.17 | - |
| Metric | 11405928:btcusd:triple_med_gx:lsma115_145 | 11405928:BTCUSD |
|---|---|---|
| MTD | 0.08% | 10.71% |
| 3M | 9.16% | 41.88% |
| 6M | 3.89% | 22.91% |
| YTD | 4.66% | 27.1% |
| 1Y | 62.11% | 82.29% |
| 3Y (ann.) | 30.23% | 64.73% |
| 5Y (ann.) | 30.23% | 64.73% |
| Metric | 11405928:btcusd:triple_med_gx:lsma115_145 | 11405928:BTCUSD |
|---|---|---|
| Max Drawdown | -22.61% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -4.24% | -4.71% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.53 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -22.61 | 211 |
| 2024-06-10 | 2024-09-13 | -19.62 | 94 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-20 | 2024-10-14 | -6.74 | 23 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11405928:btcusd:triple_med_gx:lsma115_145 | 11405928:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -9.61% | -17.69% |
| Best Year | 28.65% | 38.02% |
| Worst Year | 4.66% | 27.1% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 4.73% | 6.3% |
| Avg. Down Week | -3.42% | -3.9% |
| Avg. Up Month | 6.75% | 14.47% |
| Avg. Down Month | -4.87% | -7.59% |
| Win Days % | 50.31% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |