| Metric | 11403792:btcusd:triple_med_gx:lsma45_140 | 11403792:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 26.73% | 61.16% |
| Max Drawdown | -21.39% | -29.51% |
| Sharpe | 0.44 | 0.59 |
| Sortino | 0.68 | 0.85 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 18.79 | 3.76 |
| Outlier Loss Ratio | 3.64 | 3.57 |
| Volatility (ann.) | 15.72% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.21 | 2.0 |
| Skew | 1.38 | 0.21 |
| Kurtosis | 41.08 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.84% | 3.74% |
| Expected Yearly % | 12.58% | 26.95% |
| Kelly Criterion | 4.12% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11403792:BTCUSD | 11403792:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.97 | 0.05 | - |
| 2025 | 16.76 | 24.28 | 1.45 | + |
| Metric | 11403792:btcusd:triple_med_gx:lsma45_140 | 11403792:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 11.63% | 31.46% |
| 6M | 17.41% | 12.77% |
| YTD | 24.28% | 16.76% |
| 1Y | 23.5% | 56.84% |
| 3Y (ann.) | 25.93% | 59.12% |
| 5Y (ann.) | 25.93% | 59.12% |
| Metric | 11403792:btcusd:triple_med_gx:lsma45_140 | 11403792:BTCUSD |
|---|---|---|
| Max Drawdown | -21.39% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -4.11% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.25 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -21.39 | 153 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2024-12-05 | 2025-03-02 | -9.64 | 87 |
| 2025-05-23 | 2025-06-11 | -8.36 | 19 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2025-05-10 | 2025-05-18 | -1.46 | 8 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-11-06 | 2024-11-29 | -0.73 | 23 |
| Metric | 11403792:btcusd:triple_med_gx:lsma45_140 | 11403792:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.5% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.22% | 37.42% |
| Worst Month | -8.04% | -17.69% |
| Best Year | 24.28% | 38.02% |
| Worst Year | 1.97% | 16.76% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 3.53% | 4.44% |
| Avg. Down Week | -3.57% | -4.32% |
| Avg. Up Month | 3.68% | 12.23% |
| Avg. Down Month | -4.77% | -6.43% |
| Win Days % | 49.78% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 60.61% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |