| Metric | 11400535:btcusd:triple_med_gx:lsma45_130 | 11400535:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 40.2% | 61.16% |
| Max Drawdown | -22.77% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 0.95 | 0.85 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 17.31 | 3.47 |
| Outlier Loss Ratio | 3.88 | 3.52 |
| Volatility (ann.) | 14.67% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.71 | 2.0 |
| Skew | 0.44 | 0.21 |
| Kurtosis | 38.33 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.63% | 3.74% |
| Expected Yearly % | 18.41% | 26.95% |
| Kelly Criterion | 6.93% | 7.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.13% |
| Expected Shortfall (cVaR) | -1.24% | -2.13% |
| Year | 11400535:BTCUSD | 11400535:btcusd:triple_med_gx:lsma45_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.52 | 0.01 | - |
| 2025 | 16.76 | 39.47 | 2.36 | + |
| Metric | 11400535:btcusd:triple_med_gx:lsma45_130 | 11400535:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 28.36% | 31.46% |
| 6M | 38.55% | 12.77% |
| YTD | 39.47% | 16.76% |
| 1Y | 40.88% | 56.84% |
| 3Y (ann.) | 38.95% | 59.12% |
| 5Y (ann.) | 38.95% | 59.12% |
| Metric | 11400535:btcusd:triple_med_gx:lsma45_130 | 11400535:BTCUSD |
|---|---|---|
| Max Drawdown | -22.77% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -3.06% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 1.77 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -22.77 | 147 |
| 2024-12-05 | 2025-01-30 | -7.93 | 55 |
| 2025-03-06 | 2025-04-09 | -7.16 | 34 |
| 2025-01-30 | 2025-03-05 | -5.63 | 34 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-06-02 | 2024-06-12 | -4.08 | 10 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-11-07 | 2024-12-04 | -3.39 | 27 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-23 | 2025-06-01 | -1.74 | 9 |
| Metric | 11400535:btcusd:triple_med_gx:lsma45_130 | 11400535:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 15.35% | 37.42% |
| Worst Month | -9.19% | -17.69% |
| Best Year | 39.47% | 38.02% |
| Worst Year | 0.52% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.67% | 4.23% |
| Avg. Down Week | -3.05% | -3.99% |
| Avg. Up Month | 5.95% | 12.23% |
| Avg. Down Month | -4.01% | -9.25% |
| Win Days % | 50.21% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 61.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |