| Metric | 11401204:btcusd:triple_med_gx:lsma45_135 | 11401204:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 7.59% | 61.16% |
| Max Drawdown | -20.94% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.36 | 0.85 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.59 | 0.68 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 29.12 | 3.28 |
| Outlier Loss Ratio | 4.13 | 3.03 |
| Volatility (ann.) | 10.44% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.35 | 2.0 |
| Skew | 3.5 | 0.21 |
| Kurtosis | 69.55 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.56% | 3.74% |
| Expected Yearly % | 3.73% | 26.95% |
| Kelly Criterion | -0.76% | 11.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11401204:BTCUSD | 11401204:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.35 | -0.19 | - |
| 2025 | 16.76 | 16.12 | 0.96 | - |
| Metric | 11401204:btcusd:triple_med_gx:lsma45_135 | 11401204:BTCUSD |
|---|---|---|
| MTD | 5.6% | 4.16% |
| 3M | 8.44% | 31.46% |
| 6M | 10.98% | 12.77% |
| YTD | 16.12% | 16.76% |
| 1Y | 4.98% | 56.84% |
| 3Y (ann.) | 7.38% | 59.12% |
| 5Y (ann.) | 7.38% | 59.12% |
| Metric | 11401204:btcusd:triple_med_gx:lsma45_135 | 11401204:BTCUSD |
|---|---|---|
| Max Drawdown | -20.94% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -4.42% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.36 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -20.94 | 306 |
| 2024-06-05 | 2024-08-08 | -8.92 | 64 |
| 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 | 11401204:btcusd:triple_med_gx:lsma45_135 | 11401204:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.09% | 18.93% |
| Worst Week | -5.65% | -12.33% |
| Best Month | 13.42% | 37.42% |
| Worst Month | -10.38% | -17.69% |
| Best Year | 16.12% | 38.02% |
| Worst Year | -7.35% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 3.53% | 5.3% |
| Avg. Down Week | -2.95% | -3.6% |
| Avg. Up Month | 3.99% | 7.79% |
| Avg. Down Month | -6.29% | -9.42% |
| Win Days % | 44.28% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 48.48% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |