| Metric | 11442230:btcusd:triple_med_gx:lsma65_145 | 11442230:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 17.04% | 29.45% |
| Max Drawdown | -15.46% | -28.38% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.58 | 0.62 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.21 | 0.99 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.08 | 0.93 |
| Outlier Win Ratio | 18.01 | 3.75 |
| Outlier Loss Ratio | 3.71 | 3.45 |
| Volatility (ann.) | 14.53% | 26.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.37 | 1.31 |
| Skew | -0.22 | 0.13 |
| Kurtosis | 15.76 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.59% | 2.61% |
| Expected Yearly % | 8.19% | 13.77% |
| Kelly Criterion | 3.24% | 5.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.22% |
| Expected Shortfall (cVaR) | -1.24% | -2.22% |
| Year | 11442230:BTCUSD | 11442230:btcusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.55 | 0.44 | - |
| 2025 | -6.21 | 0.43 | -0.07 | + |
| Metric | 11442230:btcusd:triple_med_gx:lsma65_145 | 11442230:BTCUSD |
|---|---|---|
| MTD | -4.94% | 3.86% |
| 3M | 1.18% | -7.61% |
| 6M | 11.95% | 38.23% |
| YTD | 0.43% | -6.21% |
| 1Y | 17.04% | 29.45% |
| 3Y (ann.) | 21.26% | 37.18% |
| 5Y (ann.) | 21.26% | 37.18% |
| Metric | 11442230:btcusd:triple_med_gx:lsma65_145 | 11442230:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -28.38% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -4.44% | -4.56% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 1.1 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-03-26 | -15.46 | 19 |
| 2024-06-05 | 2024-08-08 | -14.19 | 64 |
| 2024-08-09 | 2024-09-13 | -9.28 | 35 |
| 2025-02-04 | 2025-03-05 | -8.22 | 29 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -6.09 | 30 |
| 2024-12-21 | 2024-12-24 | -5.24 | 3 |
| 2024-12-27 | 2025-01-02 | -4.52 | 6 |
| 2025-01-04 | 2025-02-03 | -3.60 | 30 |
| 2024-11-07 | 2024-12-04 | -1.78 | 27 |
| Metric | 11442230:btcusd:triple_med_gx:lsma65_145 | 11442230:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.99% | -12.33% |
| Best Month | 7.17% | 37.42% |
| Worst Month | -7.82% | -17.69% |
| Best Year | 16.55% | 38.02% |
| Worst Year | 0.43% | -6.21% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.88% | -0.88% |
| Avg. Up Week | 3.7% | 4.98% |
| Avg. Down Week | -2.92% | -4.6% |
| Avg. Up Month | 3.97% | 13.69% |
| Avg. Down Month | -7.82% | -7.35% |
| Win Days % | 50.37% | 51.34% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 51.85% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |