| Metric | 11400647:btcusd:triple_med_gx:lsma45_130 | 11400647:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 38.4% | 61.16% |
| Max Drawdown | -21.05% | -29.51% |
| Sharpe | 0.62 | 0.59 |
| Sortino | 0.9 | 0.85 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 17.98 | 3.72 |
| Outlier Loss Ratio | 3.83 | 3.49 |
| Volatility (ann.) | 14.5% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.77 | 2.0 |
| Skew | -0.17 | 0.21 |
| Kurtosis | 33.41 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.53% | 3.74% |
| Expected Yearly % | 17.65% | 26.95% |
| Kelly Criterion | 6.08% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.13% |
| Expected Shortfall (cVaR) | -1.22% | -2.13% |
| Year | 11400647:BTCUSD | 11400647:btcusd:triple_med_gx:lsma45_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.82 | 0.49 | - |
| 2025 | 16.76 | 16.48 | 0.98 | - |
| Metric | 11400647:btcusd:triple_med_gx:lsma45_130 | 11400647:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 16.53% | 31.46% |
| 6M | 21.19% | 12.77% |
| YTD | 16.48% | 16.76% |
| 1Y | 36.34% | 56.84% |
| 3Y (ann.) | 37.21% | 59.12% |
| 5Y (ann.) | 37.21% | 59.12% |
| Metric | 11400647:btcusd:triple_med_gx:lsma45_130 | 11400647:BTCUSD |
|---|---|---|
| Max Drawdown | -21.05% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -3.26% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 1.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -21.05 | 125 |
| 2025-01-30 | 2025-05-21 | -14.44 | 111 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-03 | -4.96 | 13 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2024-11-04 | 2024-11-05 | -1.58 | 1 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-06-03 | 2024-06-10 | -1.03 | 6 |
| Metric | 11400647:btcusd:triple_med_gx:lsma45_130 | 11400647:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 10.99% | 37.42% |
| Worst Month | -8.57% | -17.69% |
| Best Year | 18.82% | 38.02% |
| Worst Year | 16.48% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.52% | 4.48% |
| Avg. Down Week | -2.94% | -4.3% |
| Avg. Up Month | 5.32% | 11.96% |
| Avg. Down Month | -7.78% | -12.52% |
| Win Days % | 51.0% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 60.53% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |