| Metric | 11398847:btcusd:triple_med_gx:lsma45_125 | 11398847:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 29.77% | 61.16% |
| Max Drawdown | -23.17% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.73 | 0.85 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 16.7 | 3.48 |
| Outlier Loss Ratio | 3.85 | 3.6 |
| Volatility (ann.) | 15.2% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.25 | 2.0 |
| Skew | 0.35 | 0.21 |
| Kurtosis | 34.71 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.02% | 3.74% |
| Expected Yearly % | 13.92% | 26.95% |
| Kelly Criterion | 4.75% | 7.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11398847:BTCUSD | 11398847:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.70 | 0.04 | - |
| 2025 | 16.76 | 27.60 | 1.65 | + |
| Metric | 11398847:btcusd:triple_med_gx:lsma45_125 | 11398847:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 28.94% | 31.46% |
| 6M | 32.61% | 12.77% |
| YTD | 27.6% | 16.76% |
| 1Y | 33.54% | 56.84% |
| 3Y (ann.) | 28.87% | 59.12% |
| 5Y (ann.) | 28.87% | 59.12% |
| Metric | 11398847:btcusd:triple_med_gx:lsma45_125 | 11398847:BTCUSD |
|---|---|---|
| Max Drawdown | -23.17% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -3.77% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -23.17 | 180 |
| 2025-01-30 | 2025-05-08 | -14.20 | 97 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-06-10 | 2025-06-11 | -0.86 | 1 |
| Metric | 11398847:btcusd:triple_med_gx:lsma45_125 | 11398847:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 14.68% | 37.42% |
| Worst Month | -11.33% | -17.69% |
| Best Year | 27.6% | 38.02% |
| Worst Year | 1.7% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 3.68% | 4.32% |
| Avg. Down Week | -3.13% | -4.33% |
| Avg. Up Month | 6.8% | 12.93% |
| Avg. Down Month | -5.1% | -8.96% |
| Win Days % | 50.3% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 61.29% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |