| Metric | 11402428:btcusd:triple_med_gx:lsma45_135 | 11402428:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 81.76% | 54.3% |
| Max Drawdown | -14.53% | -29.51% |
| Sharpe | 1.1 | 0.54 |
| Sortino | 1.83 | 0.78 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.37 | 1.09 |
| Common Sense Ratio | 1.92 | 1.06 |
| CPC Index | 0.87 | 0.63 |
| Tail Ratio | 1.4 | 0.97 |
| Outlier Win Ratio | 16.94 | 3.51 |
| Outlier Loss Ratio | 4.02 | 3.43 |
| Volatility (ann.) | 13.86% | 25.08% |
| R^2 | 0.31 | 0.31 |
| Calmar | 5.3 | 1.74 |
| Skew | 2.34 | 0.21 |
| Kurtosis | 34.77 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.7% | 3.39% |
| Expected Yearly % | 34.82% | 24.22% |
| Kelly Criterion | 13.05% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.12% |
| Expected Shortfall (cVaR) | -1.15% | -2.12% |
| Year | 11402428:BTCUSD | 11402428:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.38 | 0.67 | - |
| 2025 | 11.80 | 44.97 | 3.81 | + |
| Metric | 11402428:btcusd:triple_med_gx:lsma45_135 | 11402428:BTCUSD |
|---|---|---|
| MTD | 3.7% | -0.27% |
| 3M | 16.5% | 26.2% |
| 6M | 37.16% | -1.67% |
| YTD | 44.97% | 11.8% |
| 1Y | 82.63% | 56.98% |
| 3Y (ann.) | 76.99% | 51.35% |
| 5Y (ann.) | 76.99% | 51.35% |
| Metric | 11402428:btcusd:triple_med_gx:lsma45_135 | 11402428:BTCUSD |
|---|---|---|
| Max Drawdown | -14.53% | -29.51% |
| Longest DD Days | 94.0 | 144.0 |
| Avg. Drawdown | -2.28% | -4.82% |
| Avg. Drawdown Days | 8.0 | 14.0 |
| Recovery Factor | 5.63 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-13 | -14.53 | 94 |
| 2025-01-31 | 2025-02-28 | -8.39 | 28 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-14 | -7.56 | 28 |
| 2025-03-15 | 2025-04-12 | -5.57 | 27 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-07 | 2025-03-12 | -2.20 | 5 |
| Metric | 11402428:btcusd:triple_med_gx:lsma45_135 | 11402428:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.8% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.8% | 37.42% |
| Worst Month | -6.19% | -17.69% |
| Best Year | 44.97% | 38.02% |
| Worst Year | 25.38% | 11.8% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 4.45% | 4.1% |
| Avg. Down Week | -2.38% | -3.49% |
| Avg. Up Month | 7.15% | 15.1% |
| Avg. Down Month | -6.19% | -7.35% |
| Win Days % | 52.16% | 51.76% |
| Win Month % | 84.62% | 53.85% |
| Win Week % | 59.46% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |