| Metric | 11405982:btcusd:triple_med_gx:lsma110_145 | 11405982:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 15.85% | 75.42% |
| Max Drawdown | -20.55% | -29.51% |
| Sharpe | 0.31 | 0.63 |
| Sortino | 0.44 | 0.92 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.1 | 0.96 |
| Outlier Win Ratio | 16.38 | 3.66 |
| Outlier Loss Ratio | 3.92 | 3.56 |
| Volatility (ann.) | 13.45% | 24.55% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.68 | 2.19 |
| Skew | -0.2 | 0.2 |
| Kurtosis | 13.94 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.06% | 4.1% |
| Expected Yearly % | 7.63% | 32.45% |
| Kelly Criterion | 2.18% | 6.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.07% |
| Expected Shortfall (cVaR) | -1.15% | -2.07% |
| Year | 11405982:BTCUSD | 11405982:btcusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.75 | 0.39 | - |
| 2025 | 27.10 | 0.96 | 0.04 | - |
| Metric | 11405982:btcusd:triple_med_gx:lsma110_145 | 11405982:BTCUSD |
|---|---|---|
| MTD | -1.07% | 10.71% |
| 3M | 6.48% | 41.88% |
| 6M | -0.11% | 22.91% |
| YTD | 0.96% | 27.1% |
| 1Y | 38.33% | 82.29% |
| 3Y (ann.) | 13.96% | 64.73% |
| 5Y (ann.) | 13.96% | 64.73% |
| Metric | 11405982:btcusd:triple_med_gx:lsma110_145 | 11405982:BTCUSD |
|---|---|---|
| Max Drawdown | -20.55% | -29.51% |
| Longest DD Days | 191.0 | 144.0 |
| Avg. Drawdown | -4.98% | -4.71% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.77 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-09-19 | -20.55 | 98 |
| 2025-01-07 | 2025-07-17 | -19.36 | 191 |
| 2024-12-17 | 2025-01-06 | -9.78 | 19 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-20 | 2024-10-11 | -5.07 | 21 |
| 2024-10-18 | 2024-12-04 | -1.92 | 47 |
| 2024-06-11 | 2024-06-12 | -1.83 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11405982:btcusd:triple_med_gx:lsma110_145 | 11405982:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 17.19% | 37.42% |
| Worst Month | -9.14% | -17.69% |
| Best Year | 14.75% | 38.02% |
| Worst Year | 0.96% | 27.1% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.39% | 4.62% |
| Avg. Down Week | -2.71% | -3.9% |
| Avg. Up Month | 7.07% | 10.63% |
| Avg. Down Month | -4.73% | -9.04% |
| Win Days % | 49.51% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 47.22% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |