| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 45.31% | 36.61% |
| Max Drawdown | -11.69% | -34.42% |
| Sharpe | 0.82 | 0.33 |
| Sortino | 1.3 | 0.48 |
| Payoff Ratio | 1.29 | 1.2 |
| Profit Factor | 1.53 | 1.05 |
| Common Sense Ratio | NaN | 0.94 |
| CPC Index | 1.03 | 0.66 |
| Tail Ratio | NaN | 0.89 |
| Outlier Win Ratio | 47.15 | 3.13 |
| Outlier Loss Ratio | 3.03 | 2.79 |
| Volatility (ann.) | 7.86% | 23.45% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.37 | 0.66 |
| Skew | 0.61 | 0.11 |
| Kurtosis | 64.32 | 7.09 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.99% | 1.66% |
| Expected Yearly % | 20.55% | 16.88% |
| Kelly Criterion | 15.17% | 11.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.0% |
| Expected Shortfall (cVaR) | -0.66% | -2.0% |
| Year | 11442631:BTCUSD | 11442631:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 40.05 | 1.05 | + |
| 2025 | -1.03 | 3.76 | -3.66 | + |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 2.63% | -17.17% |
| 6M | 2.63% | -16.23% |
| YTD | 3.76% | -1.03% |
| 1Y | 3.13% | -5.06% |
| 3Y (ann.) | 27.75% | 22.68% |
| 5Y (ann.) | 27.75% | 22.68% |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Max Drawdown | -11.69% | -34.42% |
| Longest DD Days | 299.0 | 144.0 |
| Avg. Drawdown | -1.91% | -5.99% |
| Avg. Drawdown Days | 24.0 | 18.0 |
| Recovery Factor | 3.88 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-10-01 | -11.69 | 299 |
| 2025-10-06 | 2025-12-10 | -7.25 | 64 |
| 2024-06-12 | 2024-08-08 | -5.78 | 56 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2025-10-05 | 2025-10-06 | -1.63 | 1 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2025-10-04 | 2025-10-05 | -0.64 | 0 |
| 2024-10-08 | 2024-10-09 | -0.53 | 0 |
| Metric | 11442631:btcusd:triple_med_gx:lsma115_145 | 11442631:BTCUSD |
|---|---|---|
| Best Day | 4.57% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.97% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 15.97% | 37.42% |
| Worst Month | -6.29% | -17.69% |
| Best Year | 40.05% | 38.02% |
| Worst Year | 3.76% | -1.03% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -0.82% | -0.9% |
| Avg. Up Week | 4.19% | 6.83% |
| Avg. Down Week | -2.08% | -3.92% |
| Avg. Up Month | 4.32% | 13.71% |
| Avg. Down Month | -2.8% | -11.16% |
| Win Days % | 52.2% | 51.97% |
| Win Month % | 66.67% | 57.89% |
| Win Week % | 59.09% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |