| Metric | 11398902:btcusd:triple_med_gx:lsma45_125 | 11398902:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 29.44% | 61.16% |
| Max Drawdown | -24.54% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.73 | 0.85 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 16.96 | 3.46 |
| Outlier Loss Ratio | 3.82 | 3.52 |
| Volatility (ann.) | 14.4% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.16 | 2.0 |
| Skew | -0.27 | 0.21 |
| Kurtosis | 34.07 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.0% | 3.74% |
| Expected Yearly % | 13.77% | 26.95% |
| Kelly Criterion | 5.37% | 5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.13% |
| Expected Shortfall (cVaR) | -1.22% | -2.13% |
| Year | 11398902:BTCUSD | 11398902:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.34 | -0.17 | - |
| 2025 | 16.76 | 38.20 | 2.28 | + |
| Metric | 11398902:btcusd:triple_med_gx:lsma45_125 | 11398902:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 31.17% | 31.46% |
| 6M | 42.72% | 12.77% |
| YTD | 38.2% | 16.76% |
| 1Y | 33.8% | 56.84% |
| 3Y (ann.) | 28.55% | 59.12% |
| 5Y (ann.) | 28.55% | 59.12% |
| Metric | 11398902:btcusd:triple_med_gx:lsma45_125 | 11398902:BTCUSD |
|---|---|---|
| Max Drawdown | -24.54% | -29.51% |
| Longest DD Days | 276.0 | 144.0 |
| Avg. Drawdown | -3.13% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.2 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2025-03-06 | -24.54 | 276 |
| 2025-03-06 | 2025-04-09 | -5.68 | 34 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-13 | 2025-05-08 | -2.15 | 25 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2025-05-11 | 2025-05-18 | -1.28 | 7 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| Metric | 11398902:btcusd:triple_med_gx:lsma45_125 | 11398902:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.93% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 14.72% | 37.42% |
| Worst Month | -11.11% | -17.69% |
| Best Year | 38.2% | 38.02% |
| Worst Year | -6.34% | 16.76% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 3.33% | 4.37% |
| Avg. Down Week | -3.03% | -4.88% |
| Avg. Up Month | 5.55% | 12.93% |
| Avg. Down Month | -5.59% | -11.25% |
| Win Days % | 50.8% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 59.38% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |