| Metric | 11371044:btcusd:triple_med_gx:lsma45_15 | 11371044:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 8.46% | 79.62% |
| Max Drawdown | -13.84% | -29.51% |
| Sharpe | 0.26 | 0.65 |
| Sortino | 0.36 | 0.96 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.9 | 1.08 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 1.72 | 0.98 |
| Outlier Win Ratio | 41.98 | 3.17 |
| Outlier Loss Ratio | 3.68 | 3.07 |
| Volatility (ann.) | 8.33% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.54 | 2.33 |
| Skew | -0.98 | 0.2 |
| Kurtosis | 33.87 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.58% | 4.27% |
| Expected Yearly % | 4.14% | 34.02% |
| Kelly Criterion | -1.72% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11371044:BTCUSD | 11371044:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.61 | 0.07 | - |
| 2025 | 30.14 | 5.70 | 0.19 | - |
| Metric | 11371044:btcusd:triple_med_gx:lsma45_15 | 11371044:BTCUSD |
|---|---|---|
| MTD | 2.71% | 13.36% |
| 3M | 4.12% | 45.08% |
| 6M | 5.7% | 28.47% |
| YTD | 5.7% | 30.14% |
| 1Y | -0.52% | 105.13% |
| 3Y (ann.) | 7.53% | 68.87% |
| 5Y (ann.) | 7.53% | 68.87% |
| Metric | 11371044:btcusd:triple_med_gx:lsma45_15 | 11371044:BTCUSD |
|---|---|---|
| Max Drawdown | -13.84% | -29.51% |
| Longest DD Days | 328.0 | 144.0 |
| Avg. Drawdown | -2.53% | -4.58% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.61 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-07-14 | -13.84 | 328 |
| 2024-07-10 | 2024-08-08 | -3.31 | 29 |
| 2024-06-27 | 2024-06-30 | -2.54 | 3 |
| 2024-08-09 | 2024-08-20 | -2.43 | 11 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371044:btcusd:triple_med_gx:lsma45_15 | 11371044:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -4.95% | -12.33% |
| Best Month | 7.31% | 37.42% |
| Worst Month | -6.37% | -17.69% |
| Best Year | 5.7% | 38.02% |
| Worst Year | 2.61% | 30.14% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 1.89% | 7.11% |
| Avg. Down Week | -1.55% | -4.05% |
| Avg. Up Month | 2.38% | 13.03% |
| Avg. Down Month | -5.45% | -2.66% |
| Win Days % | 46.15% | 51.93% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 54.55% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |