| Metric | 11405951:btcusd:triple_med_gx:lsma235_145 | 11405951:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 78.46% | 54.3% |
| Max Drawdown | -8.63% | -29.51% |
| Sharpe | 1.39 | 0.54 |
| Sortino | 2.46 | 0.78 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.62 | 1.09 |
| Common Sense Ratio | 2.86 | 1.06 |
| CPC Index | 1.12 | 0.66 |
| Tail Ratio | 1.76 | 0.97 |
| Outlier Win Ratio | 29.6 | 3.75 |
| Outlier Loss Ratio | 3.35 | 2.85 |
| Volatility (ann.) | 10.33% | 25.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 8.57 | 1.74 |
| Skew | 2.01 | 0.21 |
| Kurtosis | 25.11 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.56% | 3.39% |
| Expected Yearly % | 33.59% | 24.22% |
| Kelly Criterion | 20.96% | 10.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.12% |
| Expected Shortfall (cVaR) | -0.85% | -2.12% |
| Year | 11405951:BTCUSD | 11405951:btcusd:triple_med_gx:lsma235_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 51.69 | 1.36 | + |
| 2025 | 11.80 | 17.64 | 1.50 | + |
| Metric | 11405951:btcusd:triple_med_gx:lsma235_145 | 11405951:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 19.16% | 26.2% |
| 6M | 17.64% | -1.67% |
| YTD | 17.64% | 11.8% |
| 1Y | 83.55% | 56.98% |
| 3Y (ann.) | 73.92% | 51.35% |
| 5Y (ann.) | 73.92% | 51.35% |
| Metric | 11405951:btcusd:triple_med_gx:lsma235_145 | 11405951:BTCUSD |
|---|---|---|
| Max Drawdown | -8.63% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -2.09% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 9.09 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-21 | -8.63 | 136 |
| 2024-09-20 | 2024-10-14 | -5.99 | 23 |
| 2024-06-05 | 2024-08-08 | -5.43 | 63 |
| 2025-05-23 | 2025-06-18 | -3.97 | 26 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-10-16 | 2024-11-10 | -3.68 | 24 |
| 2024-08-09 | 2024-09-09 | -3.45 | 31 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11405951:btcusd:triple_med_gx:lsma235_145 | 11405951:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 13.89% | 18.93% |
| Worst Week | -4.06% | -12.33% |
| Best Month | 15.48% | 37.42% |
| Worst Month | -2.78% | -17.69% |
| Best Year | 51.69% | 38.02% |
| Worst Year | 17.64% | 11.8% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.98% | 5.78% |
| Avg. Down Week | -2.1% | -5.06% |
| Avg. Up Month | 10.55% | 16.18% |
| Avg. Down Month | -2.02% | -12.52% |
| Win Days % | 56.67% | 51.76% |
| Win Month % | 77.78% | 53.85% |
| Win Week % | 68.18% | 55.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |