| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 76.77% | 36.61% |
| Max Drawdown | -21.59% | -34.42% |
| Sharpe | 0.77 | 0.33 |
| Sortino | 1.21 | 0.48 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.62 | 0.94 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.3 | 0.89 |
| Outlier Win Ratio | 17.15 | 3.6 |
| Outlier Loss Ratio | 4.0 | 3.6 |
| Volatility (ann.) | 13.22% | 23.45% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.1 | 0.66 |
| Skew | 1.57 | 0.11 |
| Kurtosis | 32.36 | 7.09 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.04% | 1.66% |
| Expected Yearly % | 32.95% | 16.88% |
| Kelly Criterion | 7.14% | 9.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.0% |
| Expected Shortfall (cVaR) | -1.11% | -2.0% |
| Year | 11402484:BTCUSD | 11402484:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 35.62 | 0.94 | - |
| 2025 | -1.03 | 30.34 | -29.59 | + |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -4.25% | -17.17% |
| 6M | 0.48% | -16.23% |
| YTD | 30.34% | -1.03% |
| 1Y | 34.31% | -5.06% |
| 3Y (ann.) | 45.25% | 22.68% |
| 5Y (ann.) | 45.25% | 22.68% |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Max Drawdown | -21.59% | -34.42% |
| Longest DD Days | 96.0 | 144.0 |
| Avg. Drawdown | -2.41% | -5.99% |
| Avg. Drawdown Days | 8.0 | 18.0 |
| Recovery Factor | 3.56 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-26 | 2025-12-10 | -21.59 | 45 |
| 2024-06-05 | 2024-09-09 | -13.83 | 96 |
| 2025-02-01 | 2025-03-02 | -8.16 | 29 |
| 2025-04-02 | 2025-06-01 | -8.16 | 59 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-13 | -7.11 | 23 |
| 2025-06-20 | 2025-07-25 | -6.11 | 35 |
| 2025-03-03 | 2025-04-01 | -5.67 | 29 |
| 2025-07-27 | 2025-08-27 | -5.03 | 31 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| Metric | 11402484:btcusd:triple_med_gx:lsma45_135 | 11402484:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.11% | -9.32% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -11.15% | -12.33% |
| Best Month | 12.27% | 37.42% |
| Worst Month | -13.36% | -17.69% |
| Best Year | 35.62% | 38.02% |
| Worst Year | 30.34% | -1.03% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.2% | 4.25% |
| Avg. Down Week | -2.69% | -4.9% |
| Avg. Up Month | 8.47% | 12.04% |
| Avg. Down Month | -7.29% | -14.18% |
| Win Days % | 50.57% | 51.97% |
| Win Month % | 66.67% | 57.89% |
| Win Week % | 56.86% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |