| Metric | 11399487:btcusd:triple_med_gx:lsma45_130 | 11399487:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 5.27% | 75.42% |
| Max Drawdown | -20.44% | -29.51% |
| Sharpe | 0.16 | 0.63 |
| Sortino | 0.26 | 0.92 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.56 | 0.66 |
| Tail Ratio | 1.24 | 0.96 |
| Outlier Win Ratio | 31.25 | 3.19 |
| Outlier Loss Ratio | 4.18 | 3.1 |
| Volatility (ann.) | 9.9% | 24.55% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.23 | 2.19 |
| Skew | 3.73 | 0.2 |
| Kurtosis | 79.0 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.37% | 4.1% |
| Expected Yearly % | 2.6% | 32.45% |
| Kelly Criterion | -2.42% | 10.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11399487:BTCUSD | 11399487:btcusd:triple_med_gx:lsma45_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.31 | -0.17 | - |
| 2025 | 27.10 | 12.35 | 0.46 | - |
| Metric | 11399487:btcusd:triple_med_gx:lsma45_130 | 11399487:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.48% | 41.88% |
| 6M | 8.37% | 22.91% |
| YTD | 12.35% | 27.1% |
| 1Y | 6.41% | 82.29% |
| 3Y (ann.) | 4.66% | 64.73% |
| 5Y (ann.) | 4.66% | 64.73% |
| Metric | 11399487:btcusd:triple_med_gx:lsma45_130 | 11399487:BTCUSD |
|---|---|---|
| Max Drawdown | -20.44% | -29.51% |
| Longest DD Days | 338.0 | 144.0 |
| Avg. Drawdown | -4.1% | -4.71% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | 0.26 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-12 | 2025-07-17 | -20.44 | 338 |
| 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 | 11399487:btcusd:triple_med_gx:lsma45_130 | 11399487:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 13.91% | 18.93% |
| Worst Week | -5.65% | -12.33% |
| Best Month | 13.24% | 37.42% |
| Worst Month | -11.28% | -17.69% |
| Best Year | 12.35% | 38.02% |
| Worst Year | -6.31% | 27.1% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 3.26% | 5.07% |
| Avg. Down Week | -3.09% | -3.81% |
| Avg. Up Month | 2.69% | 7.44% |
| Avg. Down Month | -6.58% | -9.42% |
| Win Days % | 43.9% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 51.43% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |