| Metric | 11371032:btcusd:triple_med_gx:lsma45_15 | 11371032:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 17.41% | 79.62% |
| Max Drawdown | -12.36% | -29.51% |
| Sharpe | 0.47 | 0.65 |
| Sortino | 0.71 | 0.96 |
| Payoff Ratio | 1.23 | 1.11 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | 2.03 | 1.08 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | 1.68 | 0.98 |
| Outlier Win Ratio | 40.8 | 3.19 |
| Outlier Loss Ratio | 3.99 | 3.03 |
| Volatility (ann.) | 8.27% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.25 | 2.33 |
| Skew | 0.12 | 0.2 |
| Kurtosis | 33.46 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.15% | 4.27% |
| Expected Yearly % | 8.35% | 34.02% |
| Kelly Criterion | 2.94% | 8.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11371032:BTCUSD | 11371032:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.27 | 0.30 | - |
| 2025 | 30.14 | 5.51 | 0.18 | - |
| Metric | 11371032:btcusd:triple_med_gx:lsma45_15 | 11371032:BTCUSD |
|---|---|---|
| MTD | 3.8% | 13.36% |
| 3M | 11.68% | 45.08% |
| 6M | 5.51% | 28.47% |
| YTD | 5.51% | 30.14% |
| 1Y | 13.12% | 105.13% |
| 3Y (ann.) | 15.44% | 68.87% |
| 5Y (ann.) | 15.44% | 68.87% |
| Metric | 11371032:btcusd:triple_med_gx:lsma45_15 | 11371032:BTCUSD |
|---|---|---|
| Max Drawdown | -12.36% | -29.51% |
| Longest DD Days | 163.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.41 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-07-14 | -12.36 | 163 |
| 2024-12-25 | 2025-01-17 | -5.72 | 22 |
| 2024-10-07 | 2024-12-16 | -5.06 | 69 |
| 2024-06-05 | 2024-07-09 | -4.87 | 34 |
| 2024-07-10 | 2024-08-08 | -3.31 | 29 |
| 2024-08-09 | 2024-08-19 | -2.43 | 10 |
| 2024-08-24 | 2024-10-07 | -1.35 | 44 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-08-23 | 2024-08-23 | -0.22 | 0 |
| 2025-01-31 | 2025-01-31 | -0.18 | 0 |
| Metric | 11371032:btcusd:triple_med_gx:lsma45_15 | 11371032:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.85% | 18.93% |
| Worst Week | -5.69% | -12.33% |
| Best Month | 10.11% | 37.42% |
| Worst Month | -4.79% | -17.69% |
| Best Year | 11.27% | 38.02% |
| Worst Year | 5.51% | 30.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.72% | -0.82% |
| Avg. Up Week | 3.02% | 6.68% |
| Avg. Down Week | -2.04% | -3.62% |
| Avg. Up Month | 2.44% | 12.85% |
| Avg. Down Month | -2.8% | -2.66% |
| Win Days % | 46.53% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 45.95% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |