| Metric | 11402205:btcusd:triple_med_gx:lsma45_135 | 11402205:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 32.62% | 61.16% |
| Max Drawdown | -23.8% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.8 | 0.85 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 18.83 | 3.75 |
| Outlier Loss Ratio | 3.68 | 3.57 |
| Volatility (ann.) | 15.57% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.33 | 2.0 |
| Skew | 1.35 | 0.21 |
| Kurtosis | 42.24 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.2% | 3.74% |
| Expected Yearly % | 15.16% | 26.95% |
| Kelly Criterion | 5.81% | 9.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11402205:BTCUSD | 11402205:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.24 | 0.03 | - |
| 2025 | 16.76 | 30.99 | 1.85 | + |
| Metric | 11402205:btcusd:triple_med_gx:lsma45_135 | 11402205:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 19.74% | 31.46% |
| 6M | 33.8% | 12.77% |
| YTD | 30.99% | 16.76% |
| 1Y | 37.68% | 56.84% |
| 3Y (ann.) | 31.63% | 59.12% |
| 5Y (ann.) | 31.63% | 59.12% |
| Metric | 11402205:btcusd:triple_med_gx:lsma45_135 | 11402205:BTCUSD |
|---|---|---|
| Max Drawdown | -23.8% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -5.38% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.37 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-04 | -23.80 | 180 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-23 | 2025-06-09 | -6.70 | 17 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-11 | 2025-05-18 | -1.28 | 7 |
| 2025-04-13 | 2025-05-10 | -1.25 | 27 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| Metric | 11402205:btcusd:triple_med_gx:lsma45_135 | 11402205:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.56% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 11.36% | 37.42% |
| Worst Month | -10.65% | -17.69% |
| Best Year | 30.99% | 38.02% |
| Worst Year | 1.24% | 16.76% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 3.59% | 3.63% |
| Avg. Down Week | -2.51% | -3.99% |
| Avg. Up Month | 4.48% | 12.23% |
| Avg. Down Month | -4.55% | -11.25% |
| Win Days % | 49.67% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |