| Metric | 11371008:btcusd:triple_med_gx:lsma45_15 | 11371008:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 17.26% | 79.62% |
| Max Drawdown | -12.15% | -29.51% |
| Sharpe | 0.4 | 0.65 |
| Sortino | 0.62 | 0.96 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 1.68 | 1.08 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 30.03 | 3.24 |
| Outlier Loss Ratio | 3.87 | 3.1 |
| Volatility (ann.) | 10.27% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.26 | 2.33 |
| Skew | 2.77 | 0.2 |
| Kurtosis | 72.86 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.14% | 4.27% |
| Expected Yearly % | 8.28% | 34.02% |
| Kelly Criterion | 1.97% | 8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11371008:BTCUSD | 11371008:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.23 | 0.16 | - |
| 2025 | 30.14 | 10.38 | 0.34 | - |
| Metric | 11371008:btcusd:triple_med_gx:lsma45_15 | 11371008:BTCUSD |
|---|---|---|
| MTD | -1.3% | 13.36% |
| 3M | 9.13% | 45.08% |
| 6M | 11.4% | 28.47% |
| YTD | 10.38% | 30.14% |
| 1Y | 14.67% | 105.13% |
| 3Y (ann.) | 15.3% | 68.87% |
| 5Y (ann.) | 15.3% | 68.87% |
| Metric | 11371008:btcusd:triple_med_gx:lsma45_15 | 11371008:BTCUSD |
|---|---|---|
| Max Drawdown | -12.15% | -29.51% |
| Longest DD Days | 150.0 | 144.0 |
| Avg. Drawdown | -2.5% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.42 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-04-22 | -12.15 | 150 |
| 2024-09-05 | 2024-11-06 | -6.23 | 62 |
| 2024-07-29 | 2024-08-08 | -4.92 | 10 |
| 2024-06-17 | 2024-07-09 | -4.49 | 21 |
| 2025-06-03 | 2025-07-14 | -4.17 | 40 |
| 2024-07-10 | 2024-07-29 | -3.31 | 18 |
| 2024-08-09 | 2024-08-21 | -2.43 | 12 |
| 2024-09-03 | 2024-09-04 | -1.95 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-06-17 | 2024-06-17 | -1.02 | 0 |
| Metric | 11371008:btcusd:triple_med_gx:lsma45_15 | 11371008:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.43% | 18.93% |
| Worst Week | -4.2% | -12.33% |
| Best Month | 9.85% | 37.42% |
| Worst Month | -5.4% | -17.69% |
| Best Year | 10.38% | 38.02% |
| Worst Year | 6.23% | 30.14% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.27% | 6.15% |
| Avg. Down Week | -2.13% | -4.29% |
| Avg. Up Month | 3.8% | 15.33% |
| Avg. Down Month | -2.37% | -9.42% |
| Win Days % | 47.76% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.16% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |