| Metric | 11398958:btcusd:triple_med_gx:lsma45_125 | 11398958:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 52.56% | 61.16% |
| Max Drawdown | -21.47% | -29.51% |
| Sharpe | 0.74 | 0.59 |
| Sortino | 1.11 | 0.85 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 16.69 | 3.75 |
| Outlier Loss Ratio | 3.9 | 3.52 |
| Volatility (ann.) | 15.36% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.37 | 2.0 |
| Skew | 0.28 | 0.21 |
| Kurtosis | 33.14 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.3% | 3.74% |
| Expected Yearly % | 23.52% | 26.95% |
| Kelly Criterion | 7.07% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11398958:BTCUSD | 11398958:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.77 | 0.44 | - |
| 2025 | 16.76 | 30.65 | 1.83 | + |
| Metric | 11398958:btcusd:triple_med_gx:lsma45_125 | 11398958:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 26.76% | 31.46% |
| 6M | 32.93% | 12.77% |
| YTD | 30.65% | 16.76% |
| 1Y | 49.45% | 56.84% |
| 3Y (ann.) | 50.86% | 59.12% |
| 5Y (ann.) | 50.86% | 59.12% |
| Metric | 11398958:btcusd:triple_med_gx:lsma45_125 | 11398958:BTCUSD |
|---|---|---|
| Max Drawdown | -21.47% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -3.03% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 2.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -21.47 | 125 |
| 2024-12-21 | 2025-03-06 | -11.94 | 74 |
| 2025-03-06 | 2025-04-09 | -8.54 | 34 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-05-22 | 2025-06-08 | -4.28 | 16 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-08 | 2024-12-04 | -2.91 | 26 |
| 2025-04-13 | 2025-05-08 | -2.15 | 25 |
| 2025-05-10 | 2025-05-18 | -1.88 | 8 |
| Metric | 11398958:btcusd:triple_med_gx:lsma45_125 | 11398958:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.31% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 30.65% | 38.02% |
| Worst Year | 16.77% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.23% | 4.39% |
| Avg. Down Week | -2.42% | -4.06% |
| Avg. Up Month | 6.13% | 12.23% |
| Avg. Down Month | -5.53% | -12.52% |
| Win Days % | 50.58% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 54.05% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |