| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 76.77% | 36.85% |
| Max Drawdown | -19.66% | -32.7% |
| Sharpe | 1.65 | 0.68 |
| Sortino | 2.72 | 0.98 |
| Payoff Ratio | 1.18 | 1.05 |
| Profit Factor | 1.53 | 1.11 |
| Common Sense Ratio | 2.41 | 1.16 |
| CPC Index | 0.99 | 0.61 |
| Tail Ratio | 1.57 | 1.05 |
| Outlier Win Ratio | 15.02 | 3.34 |
| Outlier Loss Ratio | 4.33 | 3.26 |
| Volatility (ann.) | 24.41% | 46.0% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.3 | 0.7 |
| Skew | 1.07 | -0.16 |
| Kurtosis | 14.4 | 3.36 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.04% | 1.66% |
| Expected Yearly % | 32.95% | 16.98% |
| Kelly Criterion | 16.22% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -3.88% |
| Expected Shortfall (cVaR) | -1.99% | -3.88% |
| Year | 11402484:BTCUSD | 11402484:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 34.32 | 0.94 | - |
| 2025 | 0.11 | 31.60 | 288.07 | + |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | -4.25% | -16.59% |
| 6M | 4.93% | -12.21% |
| YTD | 31.6% | 0.11% |
| 1Y | 31.39% | -6.96% |
| 3Y (ann.) | 45.25% | 22.82% |
| 5Y (ann.) | 45.25% | 22.82% |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Max Drawdown | -19.66% | -32.7% |
| Longest DD Days | 96.0 | 154.0 |
| Avg. Drawdown | -3.82% | -10.02% |
| Avg. Drawdown Days | 17.0 | 40.0 |
| Recovery Factor | 3.91 | 1.13 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-05 | 2025-12-10 | -19.66 | 35 |
| 2024-06-06 | 2024-09-10 | -12.76 | 96 |
| 2025-02-01 | 2025-03-03 | -8.16 | 30 |
| 2024-12-21 | 2025-01-14 | -7.11 | 24 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2025-04-03 | 2025-05-22 | -5.44 | 49 |
| 2025-07-28 | 2025-08-28 | -4.12 | 31 |
| 2025-03-04 | 2025-03-15 | -3.64 | 11 |
| 2025-06-19 | 2025-07-26 | -3.45 | 37 |
| 2025-10-14 | 2025-10-24 | -3.23 | 10 |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -6.98% | -13.23% |
| Best Week | 10.24% | 15.41% |
| Worst Week | -13.0% | -18.81% |
| Best Month | 13.35% | 34.43% |
| Worst Month | -13.36% | -23.44% |
| Best Year | 34.32% | 36.7% |
| Worst Year | 31.6% | 0.11% |
| Avg. Up Day | 1.65% | 1.8% |
| Avg. Down Day | -1.4% | -1.7% |
| Avg. Up Week | 3.9% | 4.71% |
| Avg. Down Week | -2.72% | -4.46% |
| Avg. Up Month | 8.04% | 10.98% |
| Avg. Down Month | -6.38% | -14.79% |
| Win Days % | 54.68% | 51.89% |
| Win Month % | 66.67% | 63.16% |
| Win Week % | 60.78% | 55.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |