| Metric | 11442168:btcusd:triple_med_gx:lsma30_145 | 11442168:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 32.0% | 29.45% |
| Max Drawdown | -14.0% | -28.38% |
| Sharpe | 0.71 | 0.43 |
| Sortino | 1.07 | 0.62 |
| Payoff Ratio | 1.23 | 1.16 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.59 | 0.99 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.31 | 0.93 |
| Outlier Win Ratio | 19.55 | 3.69 |
| Outlier Loss Ratio | 3.9 | 3.37 |
| Volatility (ann.) | 13.29% | 26.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.89 | 1.31 |
| Skew | 0.52 | 0.13 |
| Kurtosis | 14.64 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.81% | 2.61% |
| Expected Yearly % | 14.89% | 13.77% |
| Kelly Criterion | 7.74% | 9.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.22% |
| Expected Shortfall (cVaR) | -1.12% | -2.22% |
| Year | 11442168:BTCUSD | 11442168:btcusd:triple_med_gx:lsma30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.83 | 0.42 | - |
| 2025 | -6.21 | 13.96 | -2.25 | + |
| Metric | 11442168:btcusd:triple_med_gx:lsma30_145 | 11442168:BTCUSD |
|---|---|---|
| MTD | 11.14% | 3.86% |
| 3M | 12.26% | -7.61% |
| 6M | 21.29% | 38.23% |
| YTD | 13.96% | -6.21% |
| 1Y | 32.0% | 29.45% |
| 3Y (ann.) | 40.5% | 37.18% |
| 5Y (ann.) | 40.5% | 37.18% |
| Metric | 11442168:btcusd:triple_med_gx:lsma30_145 | 11442168:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -28.38% |
| Longest DD Days | 69.0 | 144.0 |
| Avg. Drawdown | -3.35% | -4.56% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 2.29 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-26 | 2025-03-05 | -8.09 | 69 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-08-09 | 2024-09-10 | -6.02 | 32 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-07 | 2024-12-04 | -1.84 | 27 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| Metric | 11442168:btcusd:triple_med_gx:lsma30_145 | 11442168:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.71% | 37.42% |
| Worst Month | -11.88% | -17.69% |
| Best Year | 15.83% | 38.02% |
| Worst Year | 13.96% | -6.21% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.56% | 6.23% |
| Avg. Down Week | -3.25% | -4.52% |
| Avg. Up Month | 4.91% | 12.05% |
| Avg. Down Month | -6.54% | -12.52% |
| Win Days % | 49.17% | 51.34% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 58.33% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |