| Metric | 11402316:btcusd:triple_med_gx:lsma45_135 | 11402316:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 46.81% | 61.16% |
| Max Drawdown | -15.93% | -29.51% |
| Sharpe | 0.76 | 0.59 |
| Sortino | 1.25 | 0.85 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.74 | 0.66 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 17.97 | 3.48 |
| Outlier Loss Ratio | 4.18 | 3.47 |
| Volatility (ann.) | 13.49% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.84 | 2.0 |
| Skew | 2.34 | 0.21 |
| Kurtosis | 32.08 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.0% | 3.74% |
| Expected Yearly % | 21.17% | 26.95% |
| Kelly Criterion | 7.56% | 10.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.13% |
| Expected Shortfall (cVaR) | -1.13% | -2.13% |
| Year | 11402316:BTCUSD | 11402316:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.07 | 0.29 | - |
| 2025 | 16.76 | 32.18 | 1.92 | + |
| Metric | 11402316:btcusd:triple_med_gx:lsma45_135 | 11402316:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 25.03% | 31.46% |
| 6M | 30.48% | 12.77% |
| YTD | 32.18% | 16.76% |
| 1Y | 44.6% | 56.84% |
| 3Y (ann.) | 45.31% | 59.12% |
| 5Y (ann.) | 45.31% | 59.12% |
| Metric | 11402316:btcusd:triple_med_gx:lsma45_135 | 11402316:BTCUSD |
|---|---|---|
| Max Drawdown | -15.93% | -29.51% |
| Longest DD Days | 109.0 | 144.0 |
| Avg. Drawdown | -3.76% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 2.94 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -15.93 | 59 |
| 2024-08-09 | 2024-11-05 | -10.93 | 88 |
| 2024-12-21 | 2025-04-09 | -9.83 | 109 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-05-22 | 2025-06-08 | -4.28 | 16 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-13 | 2025-05-18 | -2.15 | 35 |
| 2024-11-06 | 2024-12-04 | -1.72 | 27 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| Metric | 11402316:btcusd:triple_med_gx:lsma45_135 | 11402316:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -8.16% | -12.33% |
| Best Month | 11.99% | 37.42% |
| Worst Month | -8.45% | -17.69% |
| Best Year | 32.18% | 38.02% |
| Worst Year | 11.07% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.6% | 4.77% |
| Avg. Down Week | -3.86% | -4.13% |
| Avg. Up Month | 6.33% | 14.57% |
| Avg. Down Month | -5.16% | -12.52% |
| Win Days % | 49.26% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 58.82% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |