| Metric | 11403018:btcusd:triple_med_gx:lsma45_140 | 11403018:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 3.25% | 61.16% |
| Max Drawdown | -18.49% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.19 | 0.85 |
| Payoff Ratio | 1.08 | 1.12 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.53 | 0.64 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 28.01 | 3.12 |
| Outlier Loss Ratio | 3.81 | 3.09 |
| Volatility (ann.) | 10.68% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.17 | 2.0 |
| Skew | 2.83 | 0.21 |
| Kurtosis | 65.94 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.25% | 3.74% |
| Expected Yearly % | 1.61% | 26.95% |
| Kelly Criterion | -2.56% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.13% |
| Expected Shortfall (cVaR) | -0.92% | -2.13% |
| Year | 11403018:BTCUSD | 11403018:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.89 | -0.31 | - |
| 2025 | 16.76 | 17.19 | 1.03 | + |
| Metric | 11403018:btcusd:triple_med_gx:lsma45_140 | 11403018:BTCUSD |
|---|---|---|
| MTD | 3.26% | 4.16% |
| 3M | 11.17% | 31.46% |
| 6M | 11.54% | 12.77% |
| YTD | 17.19% | 16.76% |
| 1Y | 0.86% | 56.84% |
| 3Y (ann.) | 3.16% | 59.12% |
| 5Y (ann.) | 3.16% | 59.12% |
| Metric | 11403018:btcusd:triple_med_gx:lsma45_140 | 11403018:BTCUSD |
|---|---|---|
| Max Drawdown | -18.49% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -5.11% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | 0.18 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -18.49 | 306 |
| 2024-06-05 | 2024-08-08 | -10.53 | 64 |
| 2024-06-02 | 2024-06-04 | -1.04 | 2 |
| 2024-06-01 | 2024-06-02 | -0.48 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403018:btcusd:triple_med_gx:lsma45_140 | 11403018:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.55% | 18.93% |
| Worst Week | -8.25% | -12.33% |
| Best Month | 8.04% | 37.42% |
| Worst Month | -9.42% | -17.69% |
| Best Year | 17.19% | 38.02% |
| Worst Year | -11.89% | 16.76% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.78% | -0.76% |
| Avg. Up Week | 3.01% | 5.84% |
| Avg. Down Week | -3.03% | -3.9% |
| Avg. Up Month | 2.55% | 12.73% |
| Avg. Down Month | -5.66% | -9.42% |
| Win Days % | 46.85% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |