| Metric | 11404072:btcusd:triple_med_gx:lsma45_140 | 11404072:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 53.41% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.89 | 0.59 |
| Sortino | 1.41 | 0.85 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | 1.81 | 1.07 |
| CPC Index | 0.79 | 0.69 |
| Tail Ratio | 1.41 | 0.98 |
| Outlier Win Ratio | 18.89 | 3.48 |
| Outlier Loss Ratio | 4.15 | 3.45 |
| Volatility (ann.) | 12.55% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.69 | 2.0 |
| Skew | 1.29 | 0.21 |
| Kurtosis | 23.61 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.35% | 3.74% |
| Expected Yearly % | 23.86% | 26.95% |
| Kelly Criterion | 9.5% | 12.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.13% |
| Expected Shortfall (cVaR) | -1.05% | -2.13% |
| Year | 11404072:BTCUSD | 11404072:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.98 | 0.37 | - |
| 2025 | 16.76 | 34.59 | 2.06 | + |
| Metric | 11404072:btcusd:triple_med_gx:lsma45_140 | 11404072:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 16.61% | 31.46% |
| 6M | 33.51% | 12.77% |
| YTD | 34.59% | 16.76% |
| 1Y | 50.3% | 56.84% |
| 3Y (ann.) | 51.67% | 59.12% |
| 5Y (ann.) | 51.67% | 59.12% |
| Metric | 11404072:btcusd:triple_med_gx:lsma45_140 | 11404072:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.58% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 3.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-01-14 | -9.39 | 24 |
| 2024-08-09 | 2024-10-14 | -9.05 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-03-06 | 2025-04-11 | -5.68 | 36 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-02-11 | 2025-03-04 | -2.78 | 21 |
| 2025-04-13 | 2025-05-18 | -2.39 | 35 |
| 2025-02-07 | 2025-02-11 | -1.87 | 3 |
| Metric | 11404072:btcusd:triple_med_gx:lsma45_140 | 11404072:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.96% | 18.93% |
| Worst Week | -7.71% | -12.33% |
| Best Month | 9.75% | 37.42% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 34.59% | 38.02% |
| Worst Year | 13.98% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 4.14% | 4.77% |
| Avg. Down Week | -3.52% | -4.33% |
| Avg. Up Month | 5.25% | 13.54% |
| Avg. Down Month | -4.75% | -12.52% |
| Win Days % | 50.11% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 61.29% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |