| Metric | 11406081:btcusd:triple_med_gx:lsma45_145 | 11406081:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 45.32% | 30.09% |
| Max Drawdown | -13.73% | -28.38% |
| Sharpe | 0.86 | 0.44 |
| Sortino | 1.39 | 0.63 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.61 | 0.99 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.27 | 0.93 |
| Outlier Win Ratio | 17.74 | 3.71 |
| Outlier Loss Ratio | 3.89 | 3.37 |
| Volatility (ann.) | 14.43% | 26.18% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.23 | 1.34 |
| Skew | 1.84 | 0.13 |
| Kurtosis | 28.48 | 6.5 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.81% | 2.67% |
| Expected Yearly % | 20.55% | 14.06% |
| Kelly Criterion | 9.21% | 10.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.22% |
| Expected Shortfall (cVaR) | -1.21% | -2.22% |
| Year | 11406081:BTCUSD | 11406081:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 26.29 | 0.69 | - |
| 2025 | -5.74 | 15.07 | -2.62 | + |
| Metric | 11406081:btcusd:triple_med_gx:lsma45_145 | 11406081:BTCUSD |
|---|---|---|
| MTD | 5.43% | 4.38% |
| 3M | 10.64% | -10.75% |
| 6M | 28.74% | 38.92% |
| YTD | 15.07% | -5.74% |
| 1Y | 45.32% | 30.09% |
| 3Y (ann.) | 58.06% | 38.02% |
| 5Y (ann.) | 58.06% | 38.02% |
| Metric | 11406081:btcusd:triple_med_gx:lsma45_145 | 11406081:BTCUSD |
|---|---|---|
| Max Drawdown | -13.73% | -28.38% |
| Longest DD Days | 57.0 | 144.0 |
| Avg. Drawdown | -2.58% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 3.3 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-08-08 | -13.73 | 57 |
| 2025-03-03 | 2025-03-26 | -11.01 | 23 |
| 2025-02-04 | 2025-03-02 | -7.73 | 26 |
| 2024-11-07 | 2024-12-15 | -7.66 | 37 |
| 2024-12-26 | 2025-01-03 | -5.49 | 8 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2024-08-09 | 2024-09-08 | -5.07 | 30 |
| 2024-06-07 | 2024-06-12 | -3.66 | 5 |
| 2025-02-02 | 2025-02-03 | -3.65 | 0 |
| 2024-10-10 | 2024-10-11 | -2.91 | 1 |
| Metric | 11406081:btcusd:triple_med_gx:lsma45_145 | 11406081:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 11.03% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.87% | 37.42% |
| Worst Month | -8.91% | -17.69% |
| Best Year | 26.29% | 38.02% |
| Worst Year | 15.07% | -5.74% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.26% | 5.53% |
| Avg. Down Week | -2.39% | -4.71% |
| Avg. Up Month | 6.8% | 12.14% |
| Avg. Down Month | -6.53% | -12.52% |
| Win Days % | 50.0% | 51.38% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 59.26% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |