| Metric | 11442227:btcusd:triple_med_gx:lsma50_145 | 11442227:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 25.47% | 25.83% |
| Max Drawdown | -14.21% | -28.38% |
| Sharpe | 0.57 | 0.39 |
| Sortino | 0.86 | 0.57 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.5 | 0.98 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.28 | 0.92 |
| Outlier Win Ratio | 20.42 | 3.78 |
| Outlier Loss Ratio | 3.82 | 3.36 |
| Volatility (ann.) | 13.38% | 26.02% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.2 | 1.12 |
| Skew | 0.39 | 0.13 |
| Kurtosis | 16.24 | 6.55 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.08% | 2.11% |
| Expected Yearly % | 12.01% | 12.18% |
| Kelly Criterion | 5.18% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.21% |
| Expected Shortfall (cVaR) | -1.13% | -2.21% |
| Year | 11442227:BTCUSD | 11442227:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.92 | 0.42 | - |
| 2025 | -8.83 | 8.24 | -0.93 | + |
| Metric | 11442227:btcusd:triple_med_gx:lsma50_145 | 11442227:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.12% |
| 3M | 9.09% | -8.11% |
| 6M | 16.81% | 34.45% |
| YTD | 8.24% | -8.83% |
| 1Y | 25.47% | 25.83% |
| 3Y (ann.) | 31.31% | 31.77% |
| 5Y (ann.) | 31.31% | 31.77% |
| Metric | 11442227:btcusd:triple_med_gx:lsma50_145 | 11442227:BTCUSD |
|---|---|---|
| Max Drawdown | -14.21% | -28.38% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -3.11% | -4.56% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 1.79 | 0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-12 | -14.21 | 98 |
| 2025-02-04 | 2025-03-05 | -8.87 | 29 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2025-03-06 | 2025-04-01 | -7.33 | 26 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2025-01-15 | 2025-02-03 | -3.65 | 19 |
| 2024-11-07 | 2024-12-04 | -1.78 | 27 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| Metric | 11442227:btcusd:triple_med_gx:lsma50_145 | 11442227:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 7.89% | 37.42% |
| Worst Month | -7.82% | -17.69% |
| Best Year | 15.92% | 38.02% |
| Worst Year | 8.24% | -8.83% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.84% | -0.84% |
| Avg. Up Week | 3.11% | 5.43% |
| Avg. Down Week | -2.53% | -5.13% |
| Avg. Up Month | 3.96% | 13.69% |
| Avg. Down Month | -7.82% | -7.35% |
| Win Days % | 49.32% | 51.4% |
| Win Month % | 90.0% | 54.55% |
| Win Week % | 60.0% | 53.33% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |