| Metric | 11405943:btcusd:triple_med_gx:lsma195_145 | 11405943:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 50.13% | 75.42% |
| Max Drawdown | -7.79% | -29.51% |
| Sharpe | 1.13 | 0.63 |
| Sortino | 2.0 | 0.92 |
| Payoff Ratio | 1.34 | 1.32 |
| Profit Factor | 1.73 | 1.11 |
| Common Sense Ratio | inf | 1.06 |
| CPC Index | 1.27 | 0.75 |
| Tail Ratio | inf | 0.96 |
| Outlier Win Ratio | 45.41 | 3.38 |
| Outlier Loss Ratio | 3.27 | 2.74 |
| Volatility (ann.) | 8.27% | 24.55% |
| R^2 | 0.11 | 0.11 |
| Calmar | 5.58 | 2.19 |
| Skew | 2.56 | 0.2 |
| Kurtosis | 44.6 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.94% | 4.1% |
| Expected Yearly % | 22.53% | 32.45% |
| Kelly Criterion | 20.89% | 15.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11405943:BTCUSD | 11405943:btcusd:triple_med_gx:lsma195_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 31.05 | 0.82 | - |
| 2025 | 27.10 | 14.56 | 0.54 | - |
| Metric | 11405943:btcusd:triple_med_gx:lsma195_145 | 11405943:BTCUSD |
|---|---|---|
| MTD | 2.51% | 10.71% |
| 3M | 15.08% | 41.88% |
| 6M | 14.56% | 22.91% |
| YTD | 14.56% | 27.1% |
| 1Y | 52.89% | 82.29% |
| 3Y (ann.) | 43.45% | 64.73% |
| 5Y (ann.) | 43.45% | 64.73% |
| Metric | 11405943:btcusd:triple_med_gx:lsma195_145 | 11405943:BTCUSD |
|---|---|---|
| Max Drawdown | -7.79% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -1.94% | -4.71% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 6.44 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-21 | -7.79 | 136 |
| 2024-09-14 | 2024-11-10 | -6.09 | 57 |
| 2024-06-05 | 2024-09-10 | -5.65 | 96 |
| 2025-05-19 | 2025-07-06 | -3.29 | 48 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-05-12 | 2025-05-13 | -1.61 | 1 |
| 2025-07-07 | 2025-07-09 | -1.16 | 2 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| Metric | 11405943:btcusd:triple_med_gx:lsma195_145 | 11405943:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -3.81% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -3.36% | -17.69% |
| Best Year | 31.05% | 38.02% |
| Worst Year | 14.56% | 27.1% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 5.71% | 7.96% |
| Avg. Down Week | -3.58% | -6.45% |
| Avg. Up Month | 6.67% | 15.27% |
| Avg. Down Month | -2.58% | -12.52% |
| Win Days % | 54.7% | 51.89% |
| Win Month % | 80.0% | 64.29% |
| Win Week % | 64.71% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |