| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 60.1% | 36.85% |
| Max Drawdown | -15.15% | -32.7% |
| Sharpe | 1.43 | 0.68 |
| Sortino | 2.32 | 0.98 |
| Payoff Ratio | 1.15 | 1.02 |
| Profit Factor | 1.44 | 1.11 |
| Common Sense Ratio | 2.33 | 1.16 |
| CPC Index | 0.9 | 0.58 |
| Tail Ratio | 1.61 | 1.05 |
| Outlier Win Ratio | 15.96 | 3.32 |
| Outlier Loss Ratio | 4.06 | 3.2 |
| Volatility (ann.) | 23.46% | 46.0% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.38 | 0.7 |
| Skew | 0.76 | -0.16 |
| Kurtosis | 11.09 | 3.36 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.51% | 1.66% |
| Expected Yearly % | 26.53% | 16.98% |
| Kelly Criterion | 14.3% | 4.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -3.88% |
| Expected Shortfall (cVaR) | -1.93% | -3.88% |
| Year | 11442224:BTCUSD | 11442224:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 19.15 | 0.52 | - |
| 2025 | 0.11 | 34.37 | 313.29 | + |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | -6.31% | -16.59% |
| 6M | -6.32% | -12.21% |
| YTD | 34.37% | 0.11% |
| 1Y | 41.09% | -6.96% |
| 3Y (ann.) | 36.13% | 22.82% |
| 5Y (ann.) | 36.13% | 22.82% |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Max Drawdown | -15.15% | -32.7% |
| Longest DD Days | 87.0 | 154.0 |
| Avg. Drawdown | -4.01% | -10.02% |
| Avg. Drawdown Days | 20.0 | 40.0 |
| Recovery Factor | 3.97 | 1.13 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-25 | 2025-12-10 | -15.15 | 46 |
| 2024-06-11 | 2024-08-09 | -12.80 | 59 |
| 2025-07-29 | 2025-10-24 | -8.29 | 87 |
| 2024-08-12 | 2024-10-14 | -7.90 | 63 |
| 2025-02-12 | 2025-03-01 | -5.86 | 17 |
| 2024-12-06 | 2024-12-21 | -5.44 | 15 |
| 2025-06-18 | 2025-07-27 | -4.99 | 39 |
| 2024-12-22 | 2025-01-03 | -4.23 | 12 |
| 2025-01-16 | 2025-02-04 | -3.65 | 19 |
| 2025-06-04 | 2025-06-10 | -2.37 | 6 |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Best Day | 7.12% | 9.49% |
| Worst Day | -6.98% | -13.23% |
| Best Week | 11.26% | 15.41% |
| Worst Week | -10.77% | -18.81% |
| Best Month | 18.93% | 34.43% |
| Worst Month | -11.63% | -23.44% |
| Best Year | 34.37% | 36.7% |
| Worst Year | 19.15% | 0.11% |
| Avg. Up Day | 1.65% | 1.7% |
| Avg. Down Day | -1.43% | -1.67% |
| Avg. Up Week | 3.69% | 4.99% |
| Avg. Down Week | -3.15% | -5.45% |
| Avg. Up Month | 5.91% | 11.21% |
| Avg. Down Month | -8.08% | -14.79% |
| Win Days % | 54.17% | 51.89% |
| Win Month % | 77.78% | 63.16% |
| Win Week % | 61.7% | 55.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |