| Metric | 11397798:btcusd:triple_med_gx:lsma45_125 | 11397798:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 5.25% | 61.16% |
| Max Drawdown | -19.87% | -29.51% |
| Sharpe | 0.17 | 0.59 |
| Sortino | 0.28 | 0.85 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.58 | 0.69 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 29.91 | 3.12 |
| Outlier Loss Ratio | 4.26 | 2.99 |
| Volatility (ann.) | 10.09% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.26 | 2.0 |
| Skew | 3.86 | 0.21 |
| Kurtosis | 79.07 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.39% | 3.74% |
| Expected Yearly % | 2.59% | 26.95% |
| Kelly Criterion | -1.83% | 12.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11397798:BTCUSD | 11397798:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.75 | -0.18 | - |
| 2025 | 16.76 | 12.86 | 0.77 | - |
| Metric | 11397798:btcusd:triple_med_gx:lsma45_125 | 11397798:BTCUSD |
|---|---|---|
| MTD | 3.15% | 4.16% |
| 3M | 4.28% | 31.46% |
| 6M | 6.25% | 12.77% |
| YTD | 12.86% | 16.76% |
| 1Y | 2.7% | 56.84% |
| 3Y (ann.) | 5.1% | 59.12% |
| 5Y (ann.) | 5.1% | 59.12% |
| Metric | 11397798:btcusd:triple_med_gx:lsma45_125 | 11397798:BTCUSD |
|---|---|---|
| Max Drawdown | -19.87% | -29.51% |
| Longest DD Days | 303.0 | 144.0 |
| Avg. Drawdown | -4.03% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.26 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-12 | 2025-06-11 | -19.87 | 303 |
| 2024-06-05 | 2024-08-08 | -8.92 | 64 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11397798:btcusd:triple_med_gx:lsma45_125 | 11397798:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.75% | 18.93% |
| Worst Week | -5.04% | -12.33% |
| Best Month | 12.09% | 37.42% |
| Worst Month | -11.73% | -17.69% |
| Best Year | 12.86% | 38.02% |
| Worst Year | -6.75% | 16.76% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 3.35% | 4.92% |
| Avg. Down Week | -2.9% | -4.12% |
| Avg. Up Month | 3.08% | 7.79% |
| Avg. Down Month | -6.83% | -9.42% |
| Win Days % | 42.81% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |