| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 65.35% | 36.61% |
| Max Drawdown | -20.27% | -34.42% |
| Sharpe | 0.67 | 0.33 |
| Sortino | 1.04 | 0.48 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.56 | 0.94 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.29 | 0.89 |
| Outlier Win Ratio | 16.61 | 3.58 |
| Outlier Loss Ratio | 3.89 | 3.63 |
| Volatility (ann.) | 13.58% | 23.45% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.93 | 0.66 |
| Skew | 1.39 | 0.11 |
| Kurtosis | 30.34 | 7.09 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.68% | 1.66% |
| Expected Yearly % | 28.59% | 16.88% |
| Kelly Criterion | 6.6% | 7.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.0% |
| Expected Shortfall (cVaR) | -1.14% | -2.0% |
| Year | 11440605:BTCUSD | 11440605:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 46.99 | 1.24 | + |
| 2025 | -1.03 | 12.49 | -12.18 | + |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -7.96% | -17.17% |
| 6M | -7.52% | -16.23% |
| YTD | 12.49% | -1.03% |
| 1Y | 19.75% | -5.06% |
| 3Y (ann.) | 39.04% | 22.68% |
| 5Y (ann.) | 39.04% | 22.68% |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Max Drawdown | -20.27% | -34.42% |
| Longest DD Days | 80.0 | 144.0 |
| Avg. Drawdown | -3.0% | -5.99% |
| Avg. Drawdown Days | 10.0 | 18.0 |
| Recovery Factor | 3.22 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-12-10 | -20.27 | 57 |
| 2024-06-12 | 2024-08-08 | -13.73 | 57 |
| 2025-03-03 | 2025-05-22 | -11.01 | 80 |
| 2025-02-04 | 2025-03-02 | -9.22 | 26 |
| 2024-11-07 | 2024-12-15 | -8.58 | 38 |
| 2025-08-24 | 2025-10-12 | -6.77 | 49 |
| 2025-06-10 | 2025-06-24 | -6.15 | 14 |
| 2025-07-28 | 2025-08-11 | -6.01 | 13 |
| 2024-12-16 | 2024-12-24 | -5.53 | 8 |
| 2025-05-23 | 2025-06-09 | -5.27 | 17 |
| Metric | 11440605:btcusd:triple_med_gx:lsma45_140 | 11440605:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.11% | -9.32% |
| Best Week | 11.39% | 18.93% |
| Worst Week | -10.22% | -12.33% |
| Best Month | 11.89% | 37.42% |
| Worst Month | -7.67% | -17.69% |
| Best Year | 46.99% | 38.02% |
| Worst Year | 12.49% | -1.03% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.35% | 4.75% |
| Avg. Down Week | -3.04% | -5.22% |
| Avg. Up Month | 6.73% | 11.28% |
| Avg. Down Month | -3.58% | -10.6% |
| Win Days % | 50.84% | 51.97% |
| Win Month % | 66.67% | 57.89% |
| Win Week % | 57.14% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |