| Metric | 11400703:btcusd:triple_med_gx:lsma45_130 | 11400703:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 53.88% | 61.16% |
| Max Drawdown | -14.11% | -29.51% |
| Sharpe | 0.78 | 0.59 |
| Sortino | 1.25 | 0.85 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 16.93 | 3.72 |
| Outlier Loss Ratio | 3.91 | 3.5 |
| Volatility (ann.) | 14.82% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.69 | 2.0 |
| Skew | 1.84 | 0.21 |
| Kurtosis | 30.37 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.37% | 3.74% |
| Expected Yearly % | 24.05% | 26.95% |
| Kelly Criterion | 6.85% | 9.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.13% |
| Expected Shortfall (cVaR) | -1.24% | -2.13% |
| Year | 11400703:BTCUSD | 11400703:btcusd:triple_med_gx:lsma45_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 26.60 | 0.70 | - |
| 2025 | 16.76 | 21.54 | 1.29 | + |
| Metric | 11400703:btcusd:triple_med_gx:lsma45_130 | 11400703:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 10.45% | 31.46% |
| 6M | 21.39% | 12.77% |
| YTD | 21.54% | 16.76% |
| 1Y | 48.0% | 56.84% |
| 3Y (ann.) | 52.12% | 59.12% |
| 5Y (ann.) | 52.12% | 59.12% |
| Metric | 11400703:btcusd:triple_med_gx:lsma45_130 | 11400703:BTCUSD |
|---|---|---|
| Max Drawdown | -14.11% | -29.51% |
| Longest DD Days | 76.0 | 144.0 |
| Avg. Drawdown | -3.39% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 3.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.11 | 58 |
| 2025-01-31 | 2025-03-02 | -13.78 | 30 |
| 2025-03-06 | 2025-05-21 | -11.40 | 76 |
| 2024-12-16 | 2025-01-14 | -8.93 | 29 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-10-07 | 2024-10-14 | -6.88 | 6 |
| 2024-08-09 | 2024-09-12 | -6.81 | 34 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-10-15 | 2024-11-05 | -2.85 | 21 |
| 2024-11-07 | 2024-12-04 | -2.37 | 27 |
| Metric | 11400703:btcusd:triple_med_gx:lsma45_130 | 11400703:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -7.25% | -12.33% |
| Best Month | 17.61% | 37.42% |
| Worst Month | -6.93% | -17.69% |
| Best Year | 26.6% | 38.02% |
| Worst Year | 21.54% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 4.41% | 4.52% |
| Avg. Down Week | -3.05% | -4.32% |
| Avg. Up Month | 6.02% | 13.44% |
| Avg. Down Month | -6.65% | -12.52% |
| Win Days % | 50.2% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.05% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |