| Metric | 11395465:btcusd:triple_med_gx:lsma45_115 | 11395465:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 15.9% | 61.16% |
| Max Drawdown | -27.1% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.45 | 0.85 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.14 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 16.68 | 3.75 |
| Outlier Loss Ratio | 3.63 | 3.65 |
| Volatility (ann.) | 16.28% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.57 | 2.0 |
| Skew | 1.04 | 0.21 |
| Kurtosis | 35.6 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.14% | 3.74% |
| Expected Yearly % | 7.66% | 26.95% |
| Kelly Criterion | 2.27% | 5.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.13% |
| Expected Shortfall (cVaR) | -1.39% | -2.13% |
| Year | 11395465:BTCUSD | 11395465:btcusd:triple_med_gx:lsma45_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.14 | -0.06 | - |
| 2025 | 16.76 | 18.44 | 1.10 | + |
| Metric | 11395465:btcusd:triple_med_gx:lsma45_115 | 11395465:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 10.52% | 31.46% |
| 6M | 19.73% | 12.77% |
| YTD | 18.44% | 16.76% |
| 1Y | 18.31% | 56.84% |
| 3Y (ann.) | 15.45% | 59.12% |
| 5Y (ann.) | 15.45% | 59.12% |
| Metric | 11395465:btcusd:triple_med_gx:lsma45_115 | 11395465:BTCUSD |
|---|---|---|
| Max Drawdown | -27.1% | -29.51% |
| Longest DD Days | 194.0 | 144.0 |
| Avg. Drawdown | -5.55% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.59 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-24 | -27.10 | 194 |
| 2025-03-03 | 2025-05-08 | -13.85 | 66 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-19 | 2025-06-09 | -5.95 | 21 |
| 2024-06-07 | 2024-06-12 | -3.55 | 5 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2025-05-18 | 2025-05-18 | -0.18 | 0 |
| Metric | 11395465:btcusd:triple_med_gx:lsma45_115 | 11395465:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.36% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 9.07% | 37.42% |
| Worst Month | -8.83% | -17.69% |
| Best Year | 18.44% | 38.02% |
| Worst Year | -2.14% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.91% | -0.92% |
| Avg. Up Week | 3.04% | 4.26% |
| Avg. Down Week | -3.14% | -4.5% |
| Avg. Up Month | 4.01% | 12.93% |
| Avg. Down Month | -6.01% | -11.25% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |