| Metric | 11442169:btcusd:triple_med_gx:lsma35_145 | 11442169:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 69.06% | 58.73% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 1.03 | 0.55 |
| Sortino | 1.59 | 0.81 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.32 | 1.09 |
| Common Sense Ratio | 1.88 | 1.06 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 1.43 | 0.97 |
| Outlier Win Ratio | 18.05 | 3.6 |
| Outlier Loss Ratio | 4.1 | 3.48 |
| Volatility (ann.) | 12.66% | 24.91% |
| R^2 | 0.26 | 0.26 |
| Calmar | 4.49 | 1.82 |
| Skew | 0.56 | 0.2 |
| Kurtosis | 14.35 | 7.08 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.12% | 3.62% |
| Expected Yearly % | 30.02% | 25.99% |
| Kelly Criterion | 11.18% | 10.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.11% |
| Expected Shortfall (cVaR) | -1.05% | -2.11% |
| Year | 11442169:BTCUSD | 11442169:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.14 | 0.61 | - |
| 2025 | 15.00 | 37.29 | 2.49 | + |
| Metric | 11442169:btcusd:triple_med_gx:lsma35_145 | 11442169:BTCUSD |
|---|---|---|
| MTD | 4.66% | 2.59% |
| 3M | 15.87% | 27.24% |
| 6M | 36.1% | 14.0% |
| YTD | 37.29% | 15.0% |
| 1Y | 95.61% | 78.0% |
| 3Y (ann.) | 62.85% | 53.59% |
| 5Y (ann.) | 62.85% | 53.59% |
| Metric | 11442169:btcusd:triple_med_gx:lsma35_145 | 11442169:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 59.0 | 144.0 |
| Avg. Drawdown | -2.95% | -4.9% |
| Avg. Drawdown Days | 10.0 | 15.0 |
| Recovery Factor | 4.93 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-07 | -14.00 | 57 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-06-16 | 2025-06-29 | -7.67 | 12 |
| 2024-08-09 | 2024-10-07 | -7.30 | 59 |
| 2024-12-26 | 2025-01-14 | -6.93 | 19 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2025-02-11 | 2025-03-05 | -4.71 | 22 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11442169:btcusd:triple_med_gx:lsma35_145 | 11442169: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 | 12.0% | 37.42% |
| Worst Month | -10.2% | -17.69% |
| Best Year | 37.29% | 38.02% |
| Worst Year | 23.14% | 15.0% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.51% | 4.46% |
| Avg. Down Week | -3.13% | -4.29% |
| Avg. Up Month | 4.67% | 12.03% |
| Avg. Down Month | -5.67% | -12.52% |
| Win Days % | 51.22% | 51.97% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 62.5% | 56.9% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |