| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 79.63% | 36.61% |
| Max Drawdown | -15.46% | -34.42% |
| Sharpe | 0.81 | 0.33 |
| Sortino | 1.25 | 0.48 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.69 | 0.94 |
| CPC Index | 0.75 | 0.61 |
| Tail Ratio | 1.34 | 0.89 |
| Outlier Win Ratio | 17.44 | 3.57 |
| Outlier Loss Ratio | 4.01 | 3.61 |
| Volatility (ann.) | 12.88% | 23.45% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.03 | 0.66 |
| Skew | 1.17 | 0.11 |
| Kurtosis | 29.26 | 7.09 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.13% | 1.66% |
| Expected Yearly % | 34.03% | 16.88% |
| Kelly Criterion | 8.84% | 9.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.0% |
| Expected Shortfall (cVaR) | -1.08% | -2.0% |
| Year | 11405966:BTCUSD | 11405966:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.97 | 0.55 | - |
| 2025 | -1.03 | 48.50 | -47.29 | + |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 2.88% | -17.17% |
| 6M | 4.74% | -16.23% |
| YTD | 48.5% | -1.03% |
| 1Y | 56.47% | -5.06% |
| 3Y (ann.) | 46.79% | 22.68% |
| 5Y (ann.) | 46.79% | 22.68% |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -34.42% |
| Longest DD Days | 57.0 | 144.0 |
| Avg. Drawdown | -2.6% | -5.99% |
| Avg. Drawdown Days | 9.0 | 18.0 |
| Recovery Factor | 5.15 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-05 | 2025-12-10 | -15.46 | 34 |
| 2024-06-12 | 2024-08-08 | -13.73 | 57 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-26 | -7.47 | 46 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2025-04-02 | 2025-05-22 | -6.42 | 49 |
| 2025-02-04 | 2025-02-28 | -5.84 | 24 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2024-09-12 | 2024-10-11 | -5.26 | 28 |
| 2024-08-09 | 2024-09-09 | -5.07 | 31 |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.11% | -9.32% |
| Best Week | 9.78% | 18.93% |
| Worst Week | -11.7% | -12.33% |
| Best Month | 17.48% | 37.42% |
| Worst Month | -6.16% | -17.69% |
| Best Year | 48.5% | 38.02% |
| Worst Year | 20.97% | -1.03% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.63% | 4.21% |
| Avg. Down Week | -2.67% | -4.1% |
| Avg. Up Month | 5.03% | 7.24% |
| Avg. Down Month | -4.41% | -10.44% |
| Win Days % | 50.88% | 51.97% |
| Win Month % | 76.47% | 57.89% |
| Win Week % | 62.5% | 53.09% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 50.0% |