| Metric | 11404239:btcusd:triple_med_gx:lsma45_140 | 11404239:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 65.65% | 61.16% |
| Max Drawdown | -14.86% | -29.51% |
| Sharpe | 0.93 | 0.59 |
| Sortino | 1.55 | 0.85 |
| Payoff Ratio | 1.24 | 1.24 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 1.82 | 1.07 |
| CPC Index | 0.81 | 0.7 |
| Tail Ratio | 1.39 | 0.98 |
| Outlier Win Ratio | 18.16 | 3.76 |
| Outlier Loss Ratio | 3.94 | 3.45 |
| Volatility (ann.) | 14.26% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.27 | 2.0 |
| Skew | 2.28 | 0.21 |
| Kurtosis | 33.1 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.96% | 3.74% |
| Expected Yearly % | 28.71% | 26.95% |
| Kelly Criterion | 9.92% | 12.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.13% |
| Expected Shortfall (cVaR) | -1.19% | -2.13% |
| Year | 11404239:BTCUSD | 11404239:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 37.50 | 0.99 | - |
| 2025 | 16.76 | 20.47 | 1.22 | + |
| Metric | 11404239:btcusd:triple_med_gx:lsma45_140 | 11404239:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 10.27% | 31.46% |
| 6M | 29.86% | 12.77% |
| YTD | 20.47% | 16.76% |
| 1Y | 62.19% | 56.84% |
| 3Y (ann.) | 63.44% | 59.12% |
| 5Y (ann.) | 63.44% | 59.12% |
| Metric | 11404239:btcusd:triple_med_gx:lsma45_140 | 11404239:BTCUSD |
|---|---|---|
| Max Drawdown | -14.86% | -29.51% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 4.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-10 | -14.86 | 96 |
| 2025-03-03 | 2025-06-09 | -10.37 | 98 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-04 | 2025-03-02 | -7.05 | 26 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2024-12-21 | 2025-01-02 | -5.63 | 12 |
| 2024-10-09 | 2024-10-11 | -4.91 | 2 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11404239:btcusd:triple_med_gx:lsma45_140 | 11404239:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.98% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.27% | 37.42% |
| Worst Month | -7.9% | -17.69% |
| Best Year | 37.5% | 38.02% |
| Worst Year | 20.47% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.78% | 5.49% |
| Avg. Down Week | -2.24% | -3.27% |
| Avg. Up Month | 7.93% | 13.44% |
| Avg. Down Month | -6.34% | -12.52% |
| Win Days % | 50.11% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.61% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |