| Metric | 11404015:btcusd:triple_med_gx:lsma45_140 | 11404015:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 48.03% | 61.16% |
| Max Drawdown | -14.8% | -29.51% |
| Sharpe | 0.75 | 0.59 |
| Sortino | 1.24 | 0.85 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 19.49 | 3.75 |
| Outlier Loss Ratio | 4.02 | 3.52 |
| Volatility (ann.) | 14.1% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 3.14 | 2.0 |
| Skew | 2.6 | 0.21 |
| Kurtosis | 37.16 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.06% | 3.74% |
| Expected Yearly % | 21.67% | 26.95% |
| Kelly Criterion | 8.06% | 9.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.13% |
| Expected Shortfall (cVaR) | -1.19% | -2.13% |
| Year | 11404015:BTCUSD | 11404015:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.89 | 0.37 | - |
| 2025 | 16.76 | 29.97 | 1.79 | + |
| Metric | 11404015:btcusd:triple_med_gx:lsma45_140 | 11404015:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 16.37% | 31.46% |
| 6M | 32.66% | 12.77% |
| YTD | 29.97% | 16.76% |
| 1Y | 47.96% | 56.84% |
| 3Y (ann.) | 46.48% | 59.12% |
| 5Y (ann.) | 46.48% | 59.12% |
| Metric | 11404015:btcusd:triple_med_gx:lsma45_140 | 11404015:BTCUSD |
|---|---|---|
| Max Drawdown | -14.8% | -29.51% |
| Longest DD Days | 89.0 | 144.0 |
| Avg. Drawdown | -3.58% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 3.24 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-08-08 | -14.80 | 57 |
| 2024-08-09 | 2024-11-06 | -10.77 | 89 |
| 2025-03-03 | 2025-03-06 | -9.29 | 3 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-02-07 | -6.93 | 43 |
| 2025-03-06 | 2025-04-12 | -6.85 | 37 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-06-10 | 2024-06-12 | -3.55 | 1 |
| 2024-11-07 | 2024-12-04 | -3.47 | 27 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11404015:btcusd:triple_med_gx:lsma45_140 | 11404015:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 12.2% | 37.42% |
| Worst Month | -8.71% | -17.69% |
| Best Year | 29.97% | 38.02% |
| Worst Year | 13.89% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 3.79% | 4.95% |
| Avg. Down Week | -2.86% | -4.33% |
| Avg. Up Month | 5.48% | 14.57% |
| Avg. Down Month | -4.57% | -12.52% |
| Win Days % | 48.99% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 60.71% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |