| Metric | 11442170:btcusd:triple_med_gx:lsma40_145 | 11442170:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 28.01% | 29.45% |
| Max Drawdown | -14.0% | -28.38% |
| Sharpe | 0.65 | 0.43 |
| Sortino | 0.97 | 0.62 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.61 | 0.99 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.36 | 0.93 |
| Outlier Win Ratio | 19.37 | 3.65 |
| Outlier Loss Ratio | 3.99 | 3.37 |
| Volatility (ann.) | 13.0% | 26.19% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.52 | 1.31 |
| Skew | 0.4 | 0.13 |
| Kurtosis | 13.16 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.5% | 2.61% |
| Expected Yearly % | 13.14% | 13.77% |
| Kelly Criterion | 5.94% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.22% |
| Expected Shortfall (cVaR) | -1.1% | -2.22% |
| Year | 11442170:BTCUSD | 11442170:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.35 | 0.38 | - |
| 2025 | -6.21 | 11.95 | -1.92 | + |
| Metric | 11442170:btcusd:triple_med_gx:lsma40_145 | 11442170:BTCUSD |
|---|---|---|
| MTD | 6.74% | 3.86% |
| 3M | 10.28% | -7.61% |
| 6M | 21.5% | 38.23% |
| YTD | 11.95% | -6.21% |
| 1Y | 28.01% | 29.45% |
| 3Y (ann.) | 35.32% | 37.18% |
| 5Y (ann.) | 35.32% | 37.18% |
| Metric | 11442170:btcusd:triple_med_gx:lsma40_145 | 11442170:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -28.38% |
| Longest DD Days | 59.0 | 144.0 |
| Avg. Drawdown | -3.91% | -4.56% |
| Avg. Drawdown Days | 15.0 | 12.0 |
| Recovery Factor | 2.0 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2024-08-09 | 2024-10-07 | -7.93 | 59 |
| 2024-12-26 | 2025-02-11 | -6.93 | 47 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2025-03-13 | 2025-03-26 | -4.72 | 13 |
| 2025-02-11 | 2025-03-05 | -4.71 | 22 |
| 2025-03-06 | 2025-03-12 | -2.36 | 6 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| Metric | 11442170:btcusd:triple_med_gx:lsma40_145 | 11442170:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.43% | 37.42% |
| Worst Month | -10.2% | -17.69% |
| Best Year | 14.35% | 38.02% |
| Worst Year | 11.95% | -6.21% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.67% | 5.62% |
| Avg. Down Week | -3.31% | -4.49% |
| Avg. Up Month | 4.25% | 12.05% |
| Avg. Down Month | -5.67% | -12.52% |
| Win Days % | 49.07% | 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% |