| Metric | 11442240:btcusd:triple_med_gx:lsma115_145 | 11442240:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 19.32% | 40.6% |
| Max Drawdown | -26.03% | -29.51% |
| Sharpe | 0.39 | 0.49 |
| Sortino | 0.56 | 0.71 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.2 | 1.02 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.1 | 0.95 |
| Outlier Win Ratio | 14.7 | 3.81 |
| Outlier Loss Ratio | 3.84 | 3.53 |
| Volatility (ann.) | 15.31% | 26.05% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.82 | 1.53 |
| Skew | -0.2 | 0.22 |
| Kurtosis | 11.08 | 6.75 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.48% | 2.88% |
| Expected Yearly % | 9.23% | 18.58% |
| Kelly Criterion | 3.03% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.21% |
| Expected Shortfall (cVaR) | -1.3% | -2.21% |
| Year | 11442240:BTCUSD | 11442240:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.54 | 0.46 | - |
| 2025 | 1.87 | 1.51 | 0.81 | - |
| Metric | 11442240:btcusd:triple_med_gx:lsma115_145 | 11442240:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.97% |
| 3M | 0.39% | -6.12% |
| 6M | 6.76% | 30.77% |
| YTD | 1.51% | 1.87% |
| 1Y | 19.32% | 40.6% |
| 3Y (ann.) | 21.29% | 45.12% |
| 5Y (ann.) | 21.29% | 45.12% |
| Metric | 11442240:btcusd:triple_med_gx:lsma115_145 | 11442240:BTCUSD |
|---|---|---|
| Max Drawdown | -26.03% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -4.79% | -4.65% |
| Avg. Drawdown Days | 21.0 | 13.0 |
| Recovery Factor | 0.74 | 1.38 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-01 | -26.03 | 134 |
| 2024-06-10 | 2024-09-18 | -19.58 | 100 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-20 | 2024-10-14 | -6.74 | 23 |
| 2024-11-12 | 2024-12-04 | -2.55 | 22 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-11-07 | 2024-11-10 | -1.48 | 3 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11442240:btcusd:triple_med_gx:lsma115_145 | 11442240:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.07% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 13.1% | 37.42% |
| Worst Month | -10.79% | -17.69% |
| Best Year | 17.54% | 38.02% |
| Worst Year | 1.51% | 1.87% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 4.91% | 7.3% |
| Avg. Down Week | -3.5% | -3.9% |
| Avg. Up Month | 8.11% | 15.9% |
| Avg. Down Month | -5.18% | -7.59% |
| Win Days % | 50.18% | 51.65% |
| Win Month % | 54.55% | 58.33% |
| Win Week % | 45.45% | 53.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |