| Metric | 11371015:btcusd:triple_med_gx:lsma45_15 | 11371015:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 4.99% | 75.42% |
| Max Drawdown | -15.66% | -29.51% |
| Sharpe | 0.16 | 0.63 |
| Sortino | 0.24 | 0.92 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 1.09 | 0.96 |
| Outlier Win Ratio | 35.93 | 3.24 |
| Outlier Loss Ratio | 3.68 | 3.13 |
| Volatility (ann.) | 9.96% | 24.55% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.28 | 2.19 |
| Skew | 2.98 | 0.2 |
| Kurtosis | 82.0 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.35% | 4.1% |
| Expected Yearly % | 2.46% | 32.45% |
| Kelly Criterion | -3.69% | 7.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11371015:BTCUSD | 11371015:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.54 | 0.04 | - |
| 2025 | 27.10 | 3.39 | 0.13 | - |
| Metric | 11371015:btcusd:triple_med_gx:lsma45_15 | 11371015:BTCUSD |
|---|---|---|
| MTD | -1.05% | 10.71% |
| 3M | 9.0% | 41.88% |
| 6M | 3.58% | 22.91% |
| YTD | 3.39% | 27.1% |
| 1Y | 6.0% | 82.29% |
| 3Y (ann.) | 4.42% | 64.73% |
| 5Y (ann.) | 4.42% | 64.73% |
| Metric | 11371015:btcusd:triple_med_gx:lsma45_15 | 11371015:BTCUSD |
|---|---|---|
| Max Drawdown | -15.66% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -5.97% | -4.71% |
| Avg. Drawdown Days | 54.0 | 14.0 |
| Recovery Factor | 0.32 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-22 | -15.66 | 156 |
| 2024-08-09 | 2024-12-15 | -7.52 | 128 |
| 2024-07-29 | 2024-08-08 | -4.92 | 10 |
| 2024-06-17 | 2024-07-10 | -4.79 | 22 |
| 2025-06-03 | 2025-07-17 | -4.37 | 43 |
| 2024-07-10 | 2024-07-29 | -3.31 | 18 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11371015:btcusd:triple_med_gx:lsma45_15 | 11371015:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -4.9% | -12.33% |
| Best Month | 7.53% | 37.42% |
| Worst Month | -5.49% | -17.69% |
| Best Year | 3.39% | 38.02% |
| Worst Year | 1.54% | 27.1% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 2.22% | 5.67% |
| Avg. Down Week | -2.48% | -3.59% |
| Avg. Up Month | 2.85% | 17.28% |
| Avg. Down Month | -3.37% | -12.52% |
| Win Days % | 45.52% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.72% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |