| Metric | 11401260:btcusd:triple_med_gx:lsma45_135 | 11401260:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 1.16% | 75.42% |
| Max Drawdown | -22.13% | -29.51% |
| Sharpe | 0.08 | 0.63 |
| Sortino | 0.11 | 0.92 |
| Payoff Ratio | 1.06 | 1.09 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.44 | 1.06 |
| CPC Index | 0.5 | 0.63 |
| Tail Ratio | 1.4 | 0.96 |
| Outlier Win Ratio | 30.49 | 3.12 |
| Outlier Loss Ratio | 3.87 | 3.15 |
| Volatility (ann.) | 10.14% | 24.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.05 | 2.19 |
| Skew | 2.87 | 0.2 |
| Kurtosis | 74.13 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.08% | 4.1% |
| Expected Yearly % | 0.58% | 32.45% |
| Kelly Criterion | -4.18% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11401260:BTCUSD | 11401260:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.56 | -0.28 | - |
| 2025 | 27.10 | 13.11 | 0.48 | - |
| Metric | 11401260:btcusd:triple_med_gx:lsma45_135 | 11401260:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.63% | 41.88% |
| 6M | 12.03% | 22.91% |
| YTD | 13.11% | 27.1% |
| 1Y | 2.41% | 82.29% |
| 3Y (ann.) | 1.03% | 64.73% |
| 5Y (ann.) | 1.03% | 64.73% |
| Metric | 11401260:btcusd:triple_med_gx:lsma45_135 | 11401260:BTCUSD |
|---|---|---|
| Max Drawdown | -22.13% | -29.51% |
| Longest DD Days | 342.0 | 144.0 |
| Avg. Drawdown | -4.87% | -4.71% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | 0.05 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -22.13 | 342 |
| 2024-06-17 | 2024-08-08 | -9.91 | 52 |
| 2024-06-02 | 2024-06-04 | -1.04 | 2 |
| 2024-06-01 | 2024-06-02 | -0.48 | 1 |
| 2024-06-08 | 2024-06-16 | -0.43 | 8 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401260:btcusd:triple_med_gx:lsma45_135 | 11401260:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.55% | 18.93% |
| Worst Week | -8.25% | -12.33% |
| Best Month | 8.04% | 37.42% |
| Worst Month | -9.26% | -17.69% |
| Best Year | 13.11% | 38.02% |
| Worst Year | -10.56% | 27.1% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.77% | -0.76% |
| Avg. Up Week | 3.08% | 4.5% |
| Avg. Down Week | -2.77% | -3.8% |
| Avg. Up Month | 2.53% | 13.17% |
| Avg. Down Month | -5.18% | -9.42% |
| Win Days % | 46.49% | 51.89% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 47.06% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |