| Metric | 11406539:btcusd:triple_med_gx:lsma95_145 | 11406539:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 32.85% | 75.42% |
| Max Drawdown | -7.07% | -29.51% |
| Sharpe | 0.83 | 0.63 |
| Sortino | 1.41 | 0.92 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.46 | 1.11 |
| Common Sense Ratio | 25.6 | 1.06 |
| CPC Index | 0.93 | 0.67 |
| Tail Ratio | 17.56 | 0.96 |
| Outlier Win Ratio | 43.88 | 3.11 |
| Outlier Loss Ratio | 3.05 | 2.82 |
| Volatility (ann.) | 7.96% | 24.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 4.06 | 2.19 |
| Skew | 2.24 | 0.2 |
| Kurtosis | 40.74 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.05% | 4.1% |
| Expected Yearly % | 15.26% | 32.45% |
| Kelly Criterion | 14.12% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11406539:BTCUSD | 11406539:btcusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.66 | 0.67 | - |
| 2025 | 27.10 | 5.72 | 0.21 | - |
| Metric | 11406539:btcusd:triple_med_gx:lsma95_145 | 11406539:BTCUSD |
|---|---|---|
| MTD | -0.2% | 10.71% |
| 3M | 1.61% | 41.88% |
| 6M | 5.72% | 22.91% |
| YTD | 5.72% | 27.1% |
| 1Y | 38.05% | 82.29% |
| 3Y (ann.) | 28.69% | 64.73% |
| 5Y (ann.) | 28.69% | 64.73% |
| Metric | 11406539:btcusd:triple_med_gx:lsma95_145 | 11406539:BTCUSD |
|---|---|---|
| Max Drawdown | -7.07% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -2.32% | -4.71% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 4.64 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2024-10-14 | -7.07 | 30 |
| 2024-12-05 | 2025-04-11 | -5.45 | 127 |
| 2024-06-10 | 2024-08-07 | -4.69 | 57 |
| 2025-05-23 | 2025-07-17 | -4.57 | 55 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2025-04-15 | 2025-05-21 | -2.59 | 36 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-15 | 2024-12-04 | -2.13 | 50 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| Metric | 11406539:btcusd:triple_med_gx:lsma95_145 | 11406539:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -4.12% | -12.33% |
| Best Month | 11.93% | 37.42% |
| Worst Month | -3.77% | -17.69% |
| Best Year | 25.66% | 38.02% |
| Worst Year | 5.72% | 27.1% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.84% | 4.97% |
| Avg. Down Week | -1.69% | -4.62% |
| Avg. Up Month | 3.99% | 10.87% |
| Avg. Down Month | -2.31% | -12.52% |
| Win Days % | 53.07% | 51.89% |
| Win Month % | 70.0% | 64.29% |
| Win Week % | 60.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |