| Metric | 11395523:btcusd:triple_med_gx:lsma45_115 | 11395523:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 29.42% | 61.16% |
| Max Drawdown | -28.37% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.71 | 0.85 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 16.39 | 3.79 |
| Outlier Loss Ratio | 3.69 | 3.61 |
| Volatility (ann.) | 16.3% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.01 | 2.0 |
| Skew | 1.13 | 0.21 |
| Kurtosis | 35.27 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.0% | 3.74% |
| Expected Yearly % | 13.76% | 26.95% |
| Kelly Criterion | 4.04% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11395523:BTCUSD | 11395523:btcusd:triple_med_gx:lsma45_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.33 | -0.01 | - |
| 2025 | 16.76 | 29.85 | 1.78 | + |
| Metric | 11395523:btcusd:triple_med_gx:lsma45_115 | 11395523:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 15.7% | 31.46% |
| 6M | 30.85% | 12.77% |
| YTD | 29.85% | 16.76% |
| 1Y | 32.21% | 56.84% |
| 3Y (ann.) | 28.54% | 59.12% |
| 5Y (ann.) | 28.54% | 59.12% |
| Metric | 11395523:btcusd:triple_med_gx:lsma45_115 | 11395523:BTCUSD |
|---|---|---|
| Max Drawdown | -28.37% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -5.0% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -28.37 | 180 |
| 2025-03-03 | 2025-05-08 | -12.53 | 66 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-28 | -6.93 | 33 |
| 2025-05-19 | 2025-06-09 | -4.65 | 21 |
| 2025-02-06 | 2025-03-01 | -3.19 | 23 |
| 2025-01-28 | 2025-02-06 | -2.24 | 9 |
| 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 |
| Metric | 11395523:btcusd:triple_med_gx:lsma45_115 | 11395523:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.56% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 10.43% | 37.42% |
| Worst Month | -9.48% | -17.69% |
| Best Year | 29.85% | 38.02% |
| Worst Year | -0.33% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 3.87% | 4.07% |
| Avg. Down Week | -2.68% | -4.5% |
| Avg. Up Month | 4.87% | 12.23% |
| Avg. Down Month | -5.94% | -11.25% |
| Win Days % | 49.9% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |