| Metric | 11402372:btcusd:triple_med_gx:lsma45_135 | 11402372:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 54.84% | 61.16% |
| Max Drawdown | -14.18% | -29.51% |
| Sharpe | 0.83 | 0.59 |
| Sortino | 1.31 | 0.85 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 17.85 | 3.72 |
| Outlier Loss Ratio | 3.96 | 3.47 |
| Volatility (ann.) | 13.9% | 25.19% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.74 | 2.0 |
| Skew | 1.29 | 0.21 |
| Kurtosis | 23.57 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.42% | 3.74% |
| Expected Yearly % | 24.44% | 26.95% |
| Kelly Criterion | 8.43% | 10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.13% |
| Expected Shortfall (cVaR) | -1.17% | -2.13% |
| Year | 11402372:BTCUSD | 11402372:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.86 | 0.79 | - |
| 2025 | 16.76 | 19.23 | 1.15 | + |
| Metric | 11402372:btcusd:triple_med_gx:lsma45_135 | 11402372:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 15.03% | 31.46% |
| 6M | 21.46% | 12.77% |
| YTD | 19.23% | 16.76% |
| 1Y | 49.17% | 56.84% |
| 3Y (ann.) | 53.05% | 59.12% |
| 5Y (ann.) | 53.05% | 59.12% |
| Metric | 11402372:btcusd:triple_med_gx:lsma45_135 | 11402372:BTCUSD |
|---|---|---|
| Max Drawdown | -14.18% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -2.91% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 3.87 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.18 | 59 |
| 2025-01-14 | 2025-05-21 | -10.31 | 126 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-13 | -6.95 | 23 |
| 2024-08-09 | 2024-09-12 | -6.90 | 34 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-11-06 | 2024-12-04 | -1.62 | 28 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11402372:btcusd:triple_med_gx:lsma45_135 | 11402372:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 18.77% | 37.42% |
| Worst Month | -6.4% | -17.69% |
| Best Year | 29.86% | 38.02% |
| Worst Year | 19.23% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.2% | 4.63% |
| Avg. Down Week | -2.58% | -4.3% |
| Avg. Up Month | 5.41% | 13.54% |
| Avg. Down Month | -4.49% | -12.52% |
| Win Days % | 50.51% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |