| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 65.35% | 36.85% |
| Max Drawdown | -17.95% | -32.7% |
| Sharpe | 1.43 | 0.68 |
| Sortino | 2.26 | 0.98 |
| Payoff Ratio | 1.17 | 1.06 |
| Profit Factor | 1.45 | 1.11 |
| Common Sense Ratio | 2.52 | 1.16 |
| CPC Index | 0.91 | 0.61 |
| Tail Ratio | 1.74 | 1.05 |
| Outlier Win Ratio | 14.59 | 3.31 |
| Outlier Loss Ratio | 4.27 | 3.26 |
| Volatility (ann.) | 25.13% | 46.0% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.17 | 0.7 |
| Skew | 0.27 | -0.16 |
| Kurtosis | 15.35 | 3.36 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.68% | 1.66% |
| Expected Yearly % | 28.59% | 16.98% |
| Kelly Criterion | 13.65% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.06% | -3.88% |
| Expected Shortfall (cVaR) | -2.06% | -3.88% |
| Year | 11440605:BTCUSD | 11440605:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 45.59 | 1.24 | + |
| 2025 | 0.11 | 13.58 | 123.77 | + |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | -7.96% | -16.59% |
| 6M | -3.43% | -12.21% |
| YTD | 13.58% | 0.11% |
| 1Y | 17.15% | -6.96% |
| 3Y (ann.) | 39.04% | 22.82% |
| 5Y (ann.) | 39.04% | 22.82% |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Max Drawdown | -17.95% | -32.7% |
| Longest DD Days | 107.0 | 154.0 |
| Avg. Drawdown | -4.01% | -10.02% |
| Avg. Drawdown Days | 17.0 | 40.0 |
| Recovery Factor | 3.64 | 1.13 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-25 | 2025-12-10 | -17.95 | 107 |
| 2024-06-14 | 2024-08-09 | -10.24 | 56 |
| 2025-03-04 | 2025-05-22 | -9.74 | 79 |
| 2024-12-05 | 2024-12-16 | -5.61 | 11 |
| 2025-07-29 | 2025-08-11 | -5.11 | 13 |
| 2025-02-05 | 2025-03-03 | -5.09 | 26 |
| 2025-02-03 | 2025-02-04 | -4.75 | 1 |
| 2024-12-17 | 2024-12-26 | -4.30 | 9 |
| 2024-08-12 | 2024-08-15 | -4.16 | 3 |
| 2025-06-18 | 2025-06-25 | -3.82 | 7 |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.49% |
| Worst Day | -9.74% | -13.23% |
| Best Week | 10.55% | 15.41% |
| Worst Week | -11.94% | -18.81% |
| Best Month | 12.97% | 34.43% |
| Worst Month | -7.67% | -23.44% |
| Best Year | 45.59% | 36.7% |
| Worst Year | 13.58% | 0.11% |
| Avg. Up Day | 1.7% | 1.8% |
| Avg. Down Day | -1.45% | -1.69% |
| Avg. Up Week | 3.85% | 5.19% |
| Avg. Down Week | -2.63% | -5.36% |
| Avg. Up Month | 6.39% | 11.21% |
| Avg. Down Month | -3.94% | -11.26% |
| Win Days % | 53.37% | 51.89% |
| Win Month % | 66.67% | 63.16% |
| Win Week % | 59.62% | 55.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |