| Metric | 11405945:btcusd:triple_med_gx:lsma205_145 | 11405945:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 51.0% | 75.42% |
| Max Drawdown | -10.93% | -29.51% |
| Sharpe | 1.05 | 0.63 |
| Sortino | 1.77 | 0.92 |
| Payoff Ratio | 1.26 | 1.25 |
| Profit Factor | 1.59 | 1.11 |
| Common Sense Ratio | 3.51 | 1.06 |
| CPC Index | 1.09 | 0.71 |
| Tail Ratio | 2.21 | 0.96 |
| Outlier Win Ratio | 39.88 | 3.5 |
| Outlier Loss Ratio | 3.15 | 2.84 |
| Volatility (ann.) | 9.14% | 24.55% |
| R^2 | 0.14 | 0.14 |
| Calmar | 4.04 | 2.19 |
| Skew | 1.89 | 0.2 |
| Kurtosis | 37.17 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.99% | 4.1% |
| Expected Yearly % | 22.88% | 32.45% |
| Kelly Criterion | 18.01% | 13.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11405945:BTCUSD | 11405945:btcusd:triple_med_gx:lsma205_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.86 | 0.76 | - |
| 2025 | 27.10 | 17.18 | 0.63 | - |
| Metric | 11405945:btcusd:triple_med_gx:lsma205_145 | 11405945:BTCUSD |
|---|---|---|
| MTD | 2.51% | 10.71% |
| 3M | 19.23% | 41.88% |
| 6M | 17.18% | 22.91% |
| YTD | 17.18% | 27.1% |
| 1Y | 51.68% | 82.29% |
| 3Y (ann.) | 44.19% | 64.73% |
| 5Y (ann.) | 44.19% | 64.73% |
| Metric | 11405945:btcusd:triple_med_gx:lsma205_145 | 11405945:BTCUSD |
|---|---|---|
| Max Drawdown | -10.93% | -29.51% |
| Longest DD Days | 138.0 | 144.0 |
| Avg. Drawdown | -2.26% | -4.71% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 4.66 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-22 | -10.93 | 138 |
| 2024-09-14 | 2024-11-11 | -8.83 | 58 |
| 2024-06-05 | 2024-08-08 | -5.08 | 63 |
| 2024-09-06 | 2024-09-09 | -3.94 | 3 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 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 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11405945:btcusd:triple_med_gx:lsma205_145 | 11405945:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -4.12% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -3.36% | -17.69% |
| Best Year | 28.86% | 38.02% |
| Worst Year | 17.18% | 27.1% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 6.17% | 7.77% |
| Avg. Down Week | -3.14% | -6.45% |
| Avg. Up Month | 7.71% | 16.14% |
| Avg. Down Month | -1.9% | -12.52% |
| Win Days % | 54.25% | 51.89% |
| Win Month % | 70.0% | 64.29% |
| Win Week % | 58.82% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |