| Metric | 11371833:btcusd:triple_med_gx:lsma45_20 | 11371833:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 17.09% | 79.62% |
| Max Drawdown | -12.5% | -29.51% |
| Sharpe | 0.52 | 0.65 |
| Sortino | 0.76 | 0.96 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.26 | 1.11 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.71 | 0.68 |
| Tail Ratio | 0.85 | 0.98 |
| Outlier Win Ratio | 49.87 | 3.12 |
| Outlier Loss Ratio | 3.63 | 2.91 |
| Volatility (ann.) | 7.33% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.21 | 2.33 |
| Skew | -0.42 | 0.2 |
| Kurtosis | 44.66 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.13% | 4.27% |
| Expected Yearly % | 8.21% | 34.02% |
| Kelly Criterion | 4.08% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.07% |
| Expected Shortfall (cVaR) | -0.62% | -2.07% |
| Year | 11371833:BTCUSD | 11371833:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.80 | 0.21 | - |
| 2025 | 30.14 | 8.62 | 0.29 | - |
| Metric | 11371833:btcusd:triple_med_gx:lsma45_20 | 11371833:BTCUSD |
|---|---|---|
| MTD | 3.64% | 13.36% |
| 3M | 3.18% | 45.08% |
| 6M | 8.62% | 28.47% |
| YTD | 8.62% | 30.14% |
| 1Y | 14.61% | 105.13% |
| 3Y (ann.) | 15.16% | 68.87% |
| 5Y (ann.) | 15.16% | 68.87% |
| Metric | 11371833:btcusd:triple_med_gx:lsma45_20 | 11371833:BTCUSD |
|---|---|---|
| Max Drawdown | -12.5% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -2.77% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.37 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-04-11 | -12.50 | 59 |
| 2024-09-10 | 2025-01-15 | -10.26 | 127 |
| 2025-05-23 | 2025-07-11 | -3.93 | 49 |
| 2024-06-05 | 2024-06-30 | -3.47 | 25 |
| 2024-07-10 | 2024-08-21 | -3.31 | 42 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-04-11 | 2025-05-22 | -1.08 | 40 |
| 2025-01-17 | 2025-02-11 | -0.70 | 24 |
| Metric | 11371833:btcusd:triple_med_gx:lsma45_20 | 11371833:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.74% | 18.93% |
| Worst Week | -4.26% | -12.33% |
| Best Month | 6.78% | 37.42% |
| Worst Month | -5.27% | -17.69% |
| Best Year | 8.62% | 38.02% |
| Worst Year | 7.8% | 30.14% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 1.9% | 6.57% |
| Avg. Down Week | -0.75% | -4.68% |
| Avg. Up Month | 2.65% | 8.54% |
| Avg. Down Month | -1.3% | -9.89% |
| Win Days % | 48.15% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 51.72% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |