| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 79.63% | 36.85% |
| Max Drawdown | -12.59% | -32.7% |
| Sharpe | 1.75 | 0.68 |
| Sortino | 3.02 | 0.98 |
| Payoff Ratio | 1.27 | 1.09 |
| Profit Factor | 1.59 | 1.11 |
| Common Sense Ratio | 2.85 | 1.16 |
| CPC Index | 1.09 | 0.63 |
| Tail Ratio | 1.79 | 1.05 |
| Outlier Win Ratio | 15.79 | 3.32 |
| Outlier Loss Ratio | 4.24 | 3.11 |
| Volatility (ann.) | 23.41% | 46.0% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.72 | 0.7 |
| Skew | 1.21 | -0.16 |
| Kurtosis | 14.01 | 3.36 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.13% | 1.66% |
| Expected Yearly % | 34.03% | 16.98% |
| Kelly Criterion | 18.15% | 7.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -3.88% |
| Expected Shortfall (cVaR) | -1.9% | -3.88% |
| Year | 11405966:BTCUSD | 11405966:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 19.81 | 0.54 | - |
| 2025 | 0.11 | 49.93 | 455.17 | + |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | 2.88% | -16.59% |
| 6M | 7.84% | -12.21% |
| YTD | 49.93% | 0.11% |
| 1Y | 53.06% | -6.96% |
| 3Y (ann.) | 46.79% | 22.82% |
| 5Y (ann.) | 46.79% | 22.82% |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Max Drawdown | -12.59% | -32.7% |
| Longest DD Days | 67.0 | 154.0 |
| Avg. Drawdown | -3.54% | -10.02% |
| Avg. Drawdown Days | 18.0 | 40.0 |
| Recovery Factor | 6.33 | 1.13 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-16 | 2025-12-10 | -12.59 | 24 |
| 2024-06-06 | 2024-08-09 | -11.22 | 64 |
| 2025-02-02 | 2025-03-01 | -6.47 | 27 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2025-03-16 | 2025-05-22 | -5.01 | 67 |
| 2025-06-11 | 2025-07-26 | -4.53 | 45 |
| 2025-08-29 | 2025-10-02 | -4.43 | 34 |
| 2024-12-22 | 2025-01-03 | -4.23 | 12 |
| 2024-08-12 | 2024-09-10 | -4.16 | 29 |
| 2025-10-21 | 2025-10-24 | -3.13 | 3 |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.49% |
| Worst Day | -6.98% | -13.23% |
| Best Week | 15.88% | 15.41% |
| Worst Week | -10.66% | -18.81% |
| Best Month | 24.01% | 34.43% |
| Worst Month | -9.11% | -23.44% |
| Best Year | 49.93% | 36.7% |
| Worst Year | 19.81% | 0.11% |
| Avg. Up Day | 1.69% | 1.76% |
| Avg. Down Day | -1.33% | -1.61% |
| Avg. Up Week | 4.26% | 4.76% |
| Avg. Down Week | -3.0% | -5.27% |
| Avg. Up Month | 7.52% | 8.15% |
| Avg. Down Month | -4.9% | -14.79% |
| Win Days % | 54.21% | 51.89% |
| Win Month % | 70.59% | 63.16% |
| Win Week % | 64.44% | 55.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |