| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 60.1% | 36.61% |
| Max Drawdown | -17.75% | -34.42% |
| Sharpe | 0.67 | 0.33 |
| Sortino | 0.98 | 0.48 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.63 | 0.94 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.35 | 0.89 |
| Outlier Win Ratio | 17.63 | 3.55 |
| Outlier Loss Ratio | 3.94 | 3.63 |
| Volatility (ann.) | 12.7% | 23.45% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.04 | 0.66 |
| Skew | -0.11 | 0.11 |
| Kurtosis | 17.34 | 7.09 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.51% | 1.66% |
| Expected Yearly % | 26.53% | 16.88% |
| Kelly Criterion | 6.22% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.0% |
| Expected Shortfall (cVaR) | -1.07% | -2.0% |
| Year | 11442224:BTCUSD | 11442224:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.30 | 0.53 | - |
| 2025 | -1.03 | 33.08 | -32.26 | + |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -6.31% | -17.17% |
| 6M | -9.68% | -16.23% |
| YTD | 33.08% | -1.03% |
| 1Y | 44.23% | -5.06% |
| 3Y (ann.) | 36.13% | 22.68% |
| 5Y (ann.) | 36.13% | 22.68% |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Max Drawdown | -17.75% | -34.42% |
| Longest DD Days | 85.0 | 144.0 |
| Avg. Drawdown | -3.05% | -5.99% |
| Avg. Drawdown Days | 13.0 | 18.0 |
| Recovery Factor | 3.39 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-21 | 2025-12-10 | -17.75 | 49 |
| 2024-06-05 | 2024-08-08 | -14.19 | 64 |
| 2024-08-09 | 2024-10-14 | -9.54 | 66 |
| 2025-07-28 | 2025-10-21 | -8.29 | 85 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-06-16 | 2025-07-27 | -7.67 | 40 |
| 2025-02-04 | 2025-03-05 | -7.29 | 29 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2024-12-27 | 2025-01-02 | -4.52 | 6 |
| Metric | 11442224:btcusd:triple_med_gx:lsma35_145 | 11442224:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 8.54% | 18.93% |
| Worst Week | -11.81% | -12.33% |
| Best Month | 12.67% | 37.42% |
| Worst Month | -11.63% | -17.69% |
| Best Year | 33.08% | 38.02% |
| Worst Year | 20.3% | -1.03% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.14% | 4.47% |
| Avg. Down Week | -3.65% | -5.55% |
| Avg. Up Month | 4.53% | 11.28% |
| Avg. Down Month | -8.08% | -10.44% |
| Win Days % | 51.02% | 51.97% |
| Win Month % | 77.78% | 57.89% |
| Win Week % | 64.44% | 53.09% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |