| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 45.31% | 36.85% |
| Max Drawdown | -9.56% | -32.7% |
| Sharpe | 1.61 | 0.68 |
| Sortino | 3.19 | 0.98 |
| Payoff Ratio | 1.33 | 0.89 |
| Profit Factor | 2.18 | 1.11 |
| Common Sense Ratio | inf | 1.16 |
| CPC Index | 1.81 | 0.51 |
| Tail Ratio | inf | 1.05 |
| Outlier Win Ratio | 38.69 | 3.08 |
| Outlier Loss Ratio | 3.2 | 2.66 |
| Volatility (ann.) | 15.96% | 46.0% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.9 | 0.7 |
| Skew | 4.12 | -0.16 |
| Kurtosis | 53.13 | 3.36 |
| Expected Daily % | 0.07% | 0.06% |
| Expected Monthly % | 1.99% | 1.66% |
| Expected Yearly % | 20.55% | 16.98% |
| Kelly Criterion | 34.25% | -2.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.88% |
| Expected Shortfall (cVaR) | -1.3% | -3.88% |
| Year | 11442631:BTCUSD | 11442631:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 38.71 | 1.05 | + |
| 2025 | 0.11 | 4.76 | 43.40 | + |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | 2.63% | -16.59% |
| 6M | 2.63% | -12.21% |
| YTD | 4.76% | 0.11% |
| 1Y | 3.13% | -6.96% |
| 3Y (ann.) | 27.75% | 22.82% |
| 5Y (ann.) | 27.75% | 22.82% |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Max Drawdown | -9.56% | -32.7% |
| Longest DD Days | 300.0 | 154.0 |
| Avg. Drawdown | -4.4% | -10.02% |
| Avg. Drawdown Days | 90.0 | 40.0 |
| Recovery Factor | 4.74 | 1.13 |
| Ulcer Index | 0.99 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-10-02 | -9.56 | 300 |
| 2025-10-06 | 2025-12-10 | -7.08 | 65 |
| 2024-10-10 | 2024-10-12 | -3.10 | 2 |
| 2024-06-14 | 2024-08-07 | -1.23 | 54 |
| 2024-08-10 | 2024-09-09 | -1.01 | 30 |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Best Day | 9.65% | 9.49% |
| Worst Day | -5.38% | -13.23% |
| Best Week | 15.97% | 15.41% |
| Worst Week | -6.29% | -18.81% |
| Best Month | 15.97% | 34.43% |
| Worst Month | -6.29% | -23.44% |
| Best Year | 38.71% | 36.7% |
| Worst Year | 4.76% | 0.11% |
| Avg. Up Day | 1.96% | 2.0% |
| Avg. Down Day | -1.47% | -2.25% |
| Avg. Up Week | 4.58% | 6.53% |
| Avg. Down Week | -1.93% | -3.95% |
| Avg. Up Month | 5.09% | 15.48% |
| Avg. Down Month | -2.31% | -17.02% |
| Win Days % | 62.5% | 51.89% |
| Win Month % | 64.29% | 63.16% |
| Win Week % | 56.52% | 55.56% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |