| Metric | 11404183:btcusd:triple_med_gx:lsma45_140 | 11404183:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 66.16% | 75.42% |
| Max Drawdown | -14.78% | -29.51% |
| Sharpe | 0.88 | 0.63 |
| Sortino | 1.46 | 0.92 |
| Payoff Ratio | 1.22 | 1.22 |
| Profit Factor | 1.29 | 1.11 |
| Common Sense Ratio | 1.65 | 1.06 |
| CPC Index | 0.78 | 0.7 |
| Tail Ratio | 1.28 | 0.96 |
| Outlier Win Ratio | 18.61 | 3.81 |
| Outlier Loss Ratio | 3.95 | 3.56 |
| Volatility (ann.) | 13.89% | 24.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 3.85 | 2.19 |
| Skew | 2.31 | 0.2 |
| Kurtosis | 33.52 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.69% | 4.1% |
| Expected Yearly % | 28.9% | 32.45% |
| Kelly Criterion | 8.67% | 12.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.07% |
| Expected Shortfall (cVaR) | -1.16% | -2.07% |
| Year | 11404183:BTCUSD | 11404183:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.88 | 0.63 | - |
| 2025 | 27.10 | 34.13 | 1.26 | + |
| Metric | 11404183:btcusd:triple_med_gx:lsma45_140 | 11404183:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.08% | 41.88% |
| 6M | 22.11% | 22.91% |
| YTD | 34.13% | 27.1% |
| 1Y | 81.62% | 82.29% |
| 3Y (ann.) | 56.98% | 64.73% |
| 5Y (ann.) | 56.98% | 64.73% |
| Metric | 11404183:btcusd:triple_med_gx:lsma45_140 | 11404183:BTCUSD |
|---|---|---|
| Max Drawdown | -14.78% | -29.51% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -2.54% | -4.71% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 4.48 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-13 | -14.78 | 99 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-01 | 2025-02-28 | -7.79 | 26 |
| 2025-03-03 | 2025-05-22 | -7.34 | 80 |
| 2025-06-10 | 2025-07-17 | -6.76 | 37 |
| 2024-12-16 | 2025-01-02 | -6.55 | 17 |
| 2024-10-08 | 2024-10-11 | -5.08 | 3 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-10-15 | 2024-11-06 | -2.28 | 22 |
| 2024-11-07 | 2024-12-04 | -1.85 | 27 |
| Metric | 11404183:btcusd:triple_med_gx:lsma45_140 | 11404183:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.04% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 34.13% | 38.02% |
| Worst Year | 23.88% | 27.1% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 4.31% | 4.54% |
| Avg. Down Week | -2.46% | -3.67% |
| Avg. Up Month | 6.57% | 13.15% |
| Avg. Down Month | -7.32% | -7.35% |
| Win Days % | 49.9% | 51.89% |
| Win Month % | 76.92% | 64.29% |
| Win Week % | 56.76% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |