| Metric | 11371821:btcusd:triple_med_gx:lsma45_20 | 11371821:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 5.34% | 79.62% |
| Max Drawdown | -13.62% | -29.51% |
| Sharpe | 0.19 | 0.65 |
| Sortino | 0.27 | 0.96 |
| Payoff Ratio | 1.1 | 1.12 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 0.17 | 1.08 |
| CPC Index | 0.54 | 0.64 |
| Tail Ratio | 0.15 | 0.98 |
| Outlier Win Ratio | 52.69 | 3.11 |
| Outlier Loss Ratio | 3.59 | 2.94 |
| Volatility (ann.) | 7.47% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.35 | 2.33 |
| Skew | -0.93 | 0.2 |
| Kurtosis | 44.92 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.37% | 4.27% |
| Expected Yearly % | 2.64% | 34.02% |
| Kelly Criterion | -4.63% | 8.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11371821:BTCUSD | 11371821:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.48 | 0.01 | - |
| 2025 | 30.14 | 4.83 | 0.16 | - |
| Metric | 11371821:btcusd:triple_med_gx:lsma45_20 | 11371821:BTCUSD |
|---|---|---|
| MTD | 2.63% | 13.36% |
| 3M | 0.75% | 45.08% |
| 6M | 4.83% | 28.47% |
| YTD | 4.83% | 30.14% |
| 1Y | 0.09% | 105.13% |
| 3Y (ann.) | 4.77% | 68.87% |
| 5Y (ann.) | 4.77% | 68.87% |
| Metric | 11371821:btcusd:triple_med_gx:lsma45_20 | 11371821:BTCUSD |
|---|---|---|
| Max Drawdown | -13.62% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -3.01% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-14 | -13.62 | 279 |
| 2024-08-20 | 2024-08-23 | -3.50 | 3 |
| 2024-07-10 | 2024-08-20 | -3.31 | 40 |
| 2024-06-28 | 2024-06-30 | -2.29 | 2 |
| 2024-08-24 | 2024-10-07 | -0.91 | 44 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371821:btcusd:triple_med_gx:lsma45_20 | 11371821:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.43% | 18.93% |
| Worst Week | -6.03% | -12.33% |
| Best Month | 5.16% | 37.42% |
| Worst Month | -6.93% | -17.69% |
| Best Year | 4.83% | 38.02% |
| Worst Year | 0.48% | 30.14% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 2.04% | 6.95% |
| Avg. Down Week | -1.16% | -4.52% |
| Avg. Up Month | 2.88% | 13.35% |
| Avg. Down Month | -4.24% | -2.66% |
| Win Days % | 45.26% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 48.28% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |