| Metric | 11405954:btcusd:triple_med_gx:lsma255_145 | 11405954:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 65.85% | 54.3% |
| Max Drawdown | -8.6% | -29.51% |
| Sharpe | 1.25 | 0.54 |
| Sortino | 2.17 | 0.78 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.57 | 1.09 |
| Common Sense Ratio | 2.75 | 1.06 |
| CPC Index | 1.04 | 0.66 |
| Tail Ratio | 1.76 | 0.97 |
| Outlier Win Ratio | 31.03 | 3.65 |
| Outlier Loss Ratio | 3.33 | 2.85 |
| Volatility (ann.) | 10.07% | 25.08% |
| R^2 | 0.16 | 0.16 |
| Calmar | 7.23 | 1.74 |
| Skew | 2.01 | 0.21 |
| Kurtosis | 27.3 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.97% | 3.39% |
| Expected Yearly % | 28.78% | 24.22% |
| Kelly Criterion | 19.27% | 10.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.12% |
| Expected Shortfall (cVaR) | -0.83% | -2.12% |
| Year | 11405954:BTCUSD | 11405954:btcusd:triple_med_gx:lsma255_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 41.26 | 1.09 | + |
| 2025 | 11.80 | 17.41 | 1.48 | + |
| Metric | 11405954:btcusd:triple_med_gx:lsma255_145 | 11405954:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 19.16% | 26.2% |
| 6M | 17.41% | -1.67% |
| YTD | 17.41% | 11.8% |
| 1Y | 72.53% | 56.98% |
| 3Y (ann.) | 62.16% | 51.35% |
| 5Y (ann.) | 62.16% | 51.35% |
| Metric | 11405954:btcusd:triple_med_gx:lsma255_145 | 11405954:BTCUSD |
|---|---|---|
| Max Drawdown | -8.6% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -2.2% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 7.66 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-21 | -8.60 | 136 |
| 2024-06-05 | 2024-08-08 | -6.74 | 63 |
| 2024-09-20 | 2024-10-14 | -5.99 | 23 |
| 2025-05-23 | 2025-06-18 | -3.97 | 26 |
| 2024-08-09 | 2024-09-17 | -3.94 | 39 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-10-21 | 2024-11-10 | -3.15 | 20 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-05-12 | 2025-05-13 | -1.37 | 1 |
| Metric | 11405954:btcusd:triple_med_gx:lsma255_145 | 11405954:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 13.89% | 18.93% |
| Worst Week | -5.14% | -12.33% |
| Best Month | 13.89% | 37.42% |
| Worst Month | -3.87% | -17.69% |
| Best Year | 41.26% | 38.02% |
| Worst Year | 17.41% | 11.8% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 4.66% | 5.2% |
| Avg. Down Week | -3.32% | -4.45% |
| Avg. Up Month | 8.93% | 16.18% |
| Avg. Down Month | -2.67% | -12.52% |
| Win Days % | 56.45% | 51.76% |
| Win Month % | 77.78% | 53.85% |
| Win Week % | 75.0% | 55.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |