| Metric | 11402149:btcusd:triple_med_gx:lsma45_135 | 11402149:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 22.19% | 61.16% |
| Max Drawdown | -24.03% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.59 | 0.85 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 19.0 | 3.75 |
| Outlier Loss Ratio | 3.66 | 3.61 |
| Volatility (ann.) | 15.67% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.9 | 2.0 |
| Skew | 1.26 | 0.21 |
| Kurtosis | 41.44 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.55% | 3.74% |
| Expected Yearly % | 10.54% | 26.95% |
| Kelly Criterion | 3.6% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11402149:BTCUSD | 11402149:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.18 | 0.00 | - |
| 2025 | 16.76 | 21.98 | 1.31 | + |
| Metric | 11402149:btcusd:triple_med_gx:lsma45_135 | 11402149:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 13.75% | 31.46% |
| 6M | 22.98% | 12.77% |
| YTD | 21.98% | 16.76% |
| 1Y | 25.72% | 56.84% |
| 3Y (ann.) | 21.54% | 59.12% |
| 5Y (ann.) | 21.54% | 59.12% |
| Metric | 11402149:btcusd:triple_med_gx:lsma45_135 | 11402149:BTCUSD |
|---|---|---|
| Max Drawdown | -24.03% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -5.41% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.92 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -24.03 | 175 |
| 2025-03-03 | 2025-04-12 | -11.01 | 40 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-23 | 2025-06-09 | -6.41 | 17 |
| 2024-12-05 | 2024-12-11 | -6.22 | 6 |
| 2024-12-12 | 2024-12-24 | -3.80 | 12 |
| 2024-06-07 | 2024-06-12 | -3.55 | 5 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-13 | 2025-05-18 | -1.41 | 35 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| Metric | 11402149:btcusd:triple_med_gx:lsma45_135 | 11402149:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.4% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 7.45% | 37.42% |
| Worst Month | -9.74% | -17.69% |
| Best Year | 21.98% | 38.02% |
| Worst Year | 0.18% | 16.76% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.89% | -0.9% |
| Avg. Up Week | 2.85% | 3.88% |
| Avg. Down Week | -2.15% | -4.82% |
| Avg. Up Month | 3.3% | 12.23% |
| Avg. Down Month | -4.29% | -11.25% |
| Win Days % | 49.23% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |