| Metric | 11402962:btcusd:triple_med_gx:lsma45_140 | 11402962:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 5.7% | 61.16% |
| Max Drawdown | -20.93% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.28 | 0.85 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.57 | 0.65 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 26.71 | 3.13 |
| Outlier Loss Ratio | 4.09 | 3.0 |
| Volatility (ann.) | 10.6% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.27 | 2.0 |
| Skew | 3.16 | 0.21 |
| Kurtosis | 66.63 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.43% | 3.74% |
| Expected Yearly % | 2.81% | 26.95% |
| Kelly Criterion | -1.43% | 9.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.13% |
| Expected Shortfall (cVaR) | -0.91% | -2.13% |
| Year | 11402962:BTCUSD | 11402962:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.38 | -0.17 | - |
| 2025 | 16.76 | 12.91 | 0.77 | - |
| Metric | 11402962:btcusd:triple_med_gx:lsma45_140 | 11402962:BTCUSD |
|---|---|---|
| MTD | 4.7% | 4.16% |
| 3M | 4.03% | 31.46% |
| 6M | 11.12% | 12.77% |
| YTD | 12.91% | 16.76% |
| 1Y | 2.16% | 56.84% |
| 3Y (ann.) | 5.55% | 59.12% |
| 5Y (ann.) | 5.55% | 59.12% |
| Metric | 11402962:btcusd:triple_med_gx:lsma45_140 | 11402962:BTCUSD |
|---|---|---|
| Max Drawdown | -20.93% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -3.84% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.27 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -20.93 | 306 |
| 2024-06-07 | 2024-08-08 | -8.70 | 61 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11402962:btcusd:triple_med_gx:lsma45_140 | 11402962:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.65% | 18.93% |
| Worst Week | -4.66% | -12.33% |
| Best Month | 9.92% | 37.42% |
| Worst Month | -7.9% | -17.69% |
| Best Year | 12.91% | 38.02% |
| Worst Year | -6.38% | 16.76% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 3.73% | 4.67% |
| Avg. Down Week | -3.06% | -3.6% |
| Avg. Up Month | 4.0% | 7.79% |
| Avg. Down Month | -5.64% | -9.42% |
| Win Days % | 44.41% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |