| Metric | 11441057:btcusd:triple_med_gx:lsma45_145 | 11441057:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 15.08% | 29.45% |
| Max Drawdown | -11.06% | -28.38% |
| Sharpe | 0.44 | 0.43 |
| Sortino | 0.74 | 0.62 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.5 | 0.99 |
| CPC Index | 0.65 | 0.66 |
| Tail Ratio | 1.3 | 0.93 |
| Outlier Win Ratio | 26.42 | 3.31 |
| Outlier Loss Ratio | 4.15 | 2.94 |
| Volatility (ann.) | 11.07% | 26.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.7 | 1.31 |
| Skew | 3.81 | 0.13 |
| Kurtosis | 67.1 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.41% | 2.61% |
| Expected Yearly % | 7.28% | 13.77% |
| Kelly Criterion | 1.85% | 11.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11441057:BTCUSD | 11441057:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.52 | -0.01 | - |
| 2025 | -6.21 | 15.69 | -2.52 | + |
| Metric | 11441057:btcusd:triple_med_gx:lsma45_145 | 11441057:BTCUSD |
|---|---|---|
| MTD | 16.23% | 3.86% |
| 3M | 11.23% | -7.61% |
| 6M | 9.65% | 38.23% |
| YTD | 15.69% | -6.21% |
| 1Y | 15.08% | 29.45% |
| 3Y (ann.) | 18.78% | 37.18% |
| 5Y (ann.) | 18.78% | 37.18% |
| Metric | 11441057:btcusd:triple_med_gx:lsma45_145 | 11441057:BTCUSD |
|---|---|---|
| Max Drawdown | -11.06% | -28.38% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.3% | -4.56% |
| Avg. Drawdown Days | 28.0 | 12.0 |
| Recovery Factor | 1.36 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-03-05 | -11.06 | 208 |
| 2024-06-07 | 2024-08-08 | -9.62 | 61 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-03-13 | 2025-03-26 | -0.59 | 13 |
| 2025-03-05 | 2025-03-05 | -0.14 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11441057:btcusd:triple_med_gx:lsma45_145 | 11441057:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 16.92% | 18.93% |
| Worst Week | -4.77% | -12.33% |
| Best Month | 16.23% | 37.42% |
| Worst Month | -7.75% | -17.69% |
| Best Year | 15.69% | 38.02% |
| Worst Year | -0.52% | -6.21% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 4.66% | 6.84% |
| Avg. Down Week | -3.03% | -4.41% |
| Avg. Up Month | 4.91% | 12.99% |
| Avg. Down Month | -4.51% | -9.42% |
| Win Days % | 46.31% | 51.34% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 50.0% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |