| Metric | 11395559:btcusd:triple_med_gx:lsma230_115 | 11395559:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 9.27% | 61.16% |
| Max Drawdown | -26.51% | -29.51% |
| Sharpe | 0.23 | 0.59 |
| Sortino | 0.34 | 0.85 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 27.18 | 3.4 |
| Outlier Loss Ratio | 3.62 | 3.42 |
| Volatility (ann.) | 12.64% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.34 | 2.0 |
| Skew | 0.66 | 0.21 |
| Kurtosis | 65.67 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.68% | 3.74% |
| Expected Yearly % | 4.53% | 26.95% |
| Kelly Criterion | 1.78% | 4.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.13% |
| Expected Shortfall (cVaR) | -1.08% | -2.13% |
| Year | 11395559:BTCUSD | 11395559:btcusd:triple_med_gx:lsma230_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.35 | 0.01 | - |
| 2025 | 16.76 | 8.90 | 0.53 | - |
| Metric | 11395559:btcusd:triple_med_gx:lsma230_115 | 11395559:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.75% | 31.46% |
| 6M | 8.9% | 12.77% |
| YTD | 8.9% | 16.76% |
| 1Y | 11.12% | 56.84% |
| 3Y (ann.) | 9.02% | 59.12% |
| 5Y (ann.) | 9.02% | 59.12% |
| Metric | 11395559:btcusd:triple_med_gx:lsma230_115 | 11395559:BTCUSD |
|---|---|---|
| Max Drawdown | -26.51% | -29.51% |
| Longest DD Days | 234.0 | 144.0 |
| Avg. Drawdown | -6.34% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.35 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-01-27 | -26.51 | 234 |
| 2025-02-06 | 2025-05-08 | -15.28 | 91 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2025-01-28 | 2025-02-06 | -2.24 | 9 |
| 2025-05-09 | 2025-05-18 | -1.94 | 9 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395559:btcusd:triple_med_gx:lsma230_115 | 11395559:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -10.37% | -12.33% |
| Best Month | 19.59% | 37.42% |
| Worst Month | -15.84% | -17.69% |
| Best Year | 8.9% | 38.02% |
| Worst Year | 0.35% | 16.76% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 3.98% | 7.73% |
| Avg. Down Week | -4.3% | -5.08% |
| Avg. Up Month | 7.8% | 16.65% |
| Avg. Down Month | -6.96% | -8.96% |
| Win Days % | 50.15% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 56.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |