| Metric | 11398792:btcusd:triple_med_gx:lsma45_125 | 11398792:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 34.29% | 61.16% |
| Max Drawdown | -24.56% | -29.51% |
| Sharpe | 0.53 | 0.59 |
| Sortino | 0.82 | 0.85 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 17.79 | 3.76 |
| Outlier Loss Ratio | 3.76 | 3.6 |
| Volatility (ann.) | 15.86% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.35 | 2.0 |
| Skew | 1.26 | 0.21 |
| Kurtosis | 39.43 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.29% | 3.74% |
| Expected Yearly % | 15.88% | 26.95% |
| Kelly Criterion | 4.72% | 8.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11398792:BTCUSD | 11398792:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.82 | -0.05 | - |
| 2025 | 16.76 | 36.77 | 2.19 | + |
| Metric | 11398792:btcusd:triple_med_gx:lsma45_125 | 11398792:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 28.09% | 31.46% |
| 6M | 38.93% | 12.77% |
| YTD | 36.77% | 16.76% |
| 1Y | 38.34% | 56.84% |
| 3Y (ann.) | 33.23% | 59.12% |
| 5Y (ann.) | 33.23% | 59.12% |
| Metric | 11398792:btcusd:triple_med_gx:lsma45_125 | 11398792:BTCUSD |
|---|---|---|
| Max Drawdown | -24.56% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -4.59% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -24.56 | 180 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-22 | 2025-06-09 | -4.47 | 18 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-13 | 2025-05-08 | -1.77 | 25 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11398792:btcusd:triple_med_gx:lsma45_125 | 11398792:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.12% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 11.77% | 37.42% |
| Worst Month | -9.96% | -17.69% |
| Best Year | 36.77% | 38.02% |
| Worst Year | -1.82% | 16.76% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 3.71% | 3.81% |
| Avg. Down Week | -2.67% | -4.14% |
| Avg. Up Month | 5.96% | 12.93% |
| Avg. Down Month | -5.07% | -11.25% |
| Win Days % | 49.79% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.84% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |