| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 84.3% | 36.85% |
| Max Drawdown | -13.55% | -32.7% |
| Sharpe | 1.84 | 0.68 |
| Sortino | 3.24 | 0.98 |
| Payoff Ratio | 1.31 | 1.07 |
| Profit Factor | 1.65 | 1.11 |
| Common Sense Ratio | 2.89 | 1.16 |
| CPC Index | 1.18 | 0.62 |
| Tail Ratio | 1.76 | 1.05 |
| Outlier Win Ratio | 16.25 | 3.34 |
| Outlier Loss Ratio | 4.24 | 3.02 |
| Volatility (ann.) | 23.19% | 46.0% |
| R^2 | 0.26 | 0.26 |
| Calmar | 3.64 | 0.7 |
| Skew | 1.36 | -0.16 |
| Kurtosis | 14.66 | 3.36 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.27% | 1.66% |
| Expected Yearly % | 35.76% | 16.98% |
| Kelly Criterion | 19.82% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -3.88% |
| Expected Shortfall (cVaR) | -1.88% | -3.88% |
| Year | 11405970:BTCUSD | 11405970:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 30.86 | 0.84 | - |
| 2025 | 0.11 | 40.84 | 372.29 | + |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | 3.83% | -16.59% |
| 6M | 15.05% | -12.21% |
| YTD | 40.84% | 0.11% |
| 1Y | 44.08% | -6.96% |
| 3Y (ann.) | 49.28% | 22.82% |
| 5Y (ann.) | 49.28% | 22.82% |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Max Drawdown | -13.55% | -32.7% |
| Longest DD Days | 78.0 | 154.0 |
| Avg. Drawdown | -3.78% | -10.02% |
| Avg. Drawdown Days | 17.0 | 40.0 |
| Recovery Factor | 6.22 | 1.13 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-06 | 2025-12-10 | -13.55 | 34 |
| 2024-06-06 | 2024-08-09 | -11.22 | 64 |
| 2025-01-05 | 2025-03-01 | -6.86 | 55 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2025-08-29 | 2025-10-01 | -4.43 | 33 |
| 2024-08-12 | 2024-08-15 | -4.16 | 3 |
| 2025-03-04 | 2025-05-21 | -3.35 | 78 |
| 2024-12-22 | 2024-12-25 | -3.34 | 3 |
| 2025-05-24 | 2025-06-10 | -3.26 | 17 |
| 2025-10-21 | 2025-10-24 | -3.13 | 3 |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970: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 | 16.04% | 34.43% |
| Worst Month | -9.11% | -23.44% |
| Best Year | 40.84% | 36.7% |
| Worst Year | 30.86% | 0.11% |
| Avg. Up Day | 1.69% | 1.79% |
| Avg. Down Day | -1.29% | -1.67% |
| Avg. Up Week | 3.86% | 4.49% |
| Avg. Down Week | -2.5% | -5.8% |
| Avg. Up Month | 6.68% | 8.15% |
| Avg. Down Month | -6.52% | -17.02% |
| Win Days % | 54.55% | 51.89% |
| Win Month % | 76.47% | 63.16% |
| Win Week % | 63.83% | 55.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |