| Metric | 11402260:btcusd:triple_med_gx:lsma45_135 | 11402260:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 50.66% | 61.16% |
| Max Drawdown | -21.44% | -29.51% |
| Sharpe | 0.78 | 0.59 |
| Sortino | 1.2 | 0.85 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | 1.7 | 1.07 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 18.4 | 3.47 |
| Outlier Loss Ratio | 3.97 | 3.5 |
| Volatility (ann.) | 14.11% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.29 | 2.0 |
| Skew | 0.76 | 0.21 |
| Kurtosis | 43.33 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.2% | 3.74% |
| Expected Yearly % | 22.74% | 26.95% |
| Kelly Criterion | 9.17% | 10.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.13% |
| Expected Shortfall (cVaR) | -1.18% | -2.13% |
| Year | 11402260:BTCUSD | 11402260:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.31 | 0.19 | - |
| 2025 | 16.76 | 40.40 | 2.41 | + |
| Metric | 11402260:btcusd:triple_med_gx:lsma45_135 | 11402260:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 26.04% | 31.46% |
| 6M | 40.04% | 12.77% |
| YTD | 40.4% | 16.76% |
| 1Y | 50.42% | 56.84% |
| 3Y (ann.) | 49.02% | 59.12% |
| 5Y (ann.) | 49.02% | 59.12% |
| Metric | 11402260:btcusd:triple_med_gx:lsma45_135 | 11402260:BTCUSD |
|---|---|---|
| Max Drawdown | -21.44% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -2.78% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.36 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -21.44 | 146 |
| 2024-12-05 | 2025-03-04 | -7.93 | 89 |
| 2025-03-06 | 2025-04-09 | -6.85 | 34 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-11-07 | 2024-12-04 | -3.58 | 27 |
| 2024-06-10 | 2024-06-12 | -3.55 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-23 | 2025-06-01 | -1.60 | 9 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11402260:btcusd:triple_med_gx:lsma45_135 | 11402260:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.18% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.18% | 37.42% |
| Worst Month | -8.6% | -17.69% |
| Best Year | 40.4% | 38.02% |
| Worst Year | 7.31% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.04% | 4.22% |
| Avg. Down Week | -2.83% | -4.33% |
| Avg. Up Month | 6.41% | 13.54% |
| Avg. Down Month | -3.4% | -9.42% |
| Win Days % | 50.67% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 58.62% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |