| Metric | 11395612:btcusd:triple_med_gx:lsma220_115 | 11395612:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 37.31% | 61.16% |
| Max Drawdown | -25.26% | -29.51% |
| Sharpe | 0.66 | 0.59 |
| Sortino | 1.02 | 0.85 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | 1.96 | 1.07 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.54 | 0.98 |
| Outlier Win Ratio | 24.69 | 3.46 |
| Outlier Loss Ratio | 3.6 | 3.34 |
| Volatility (ann.) | 12.93% | 25.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.43 | 2.0 |
| Skew | 0.92 | 0.21 |
| Kurtosis | 60.53 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.47% | 3.74% |
| Expected Yearly % | 17.18% | 26.95% |
| Kelly Criterion | 9.24% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.13% |
| Expected Shortfall (cVaR) | -1.09% | -2.13% |
| Year | 11395612:BTCUSD | 11395612:btcusd:triple_med_gx:lsma220_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.56 | 0.41 | - |
| 2025 | 16.76 | 18.83 | 1.12 | + |
| Metric | 11395612:btcusd:triple_med_gx:lsma220_115 | 11395612:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 14.61% | 31.46% |
| 6M | 18.83% | 12.77% |
| YTD | 18.83% | 16.76% |
| 1Y | 41.81% | 56.84% |
| 3Y (ann.) | 36.16% | 59.12% |
| 5Y (ann.) | 36.16% | 59.12% |
| Metric | 11395612:btcusd:triple_med_gx:lsma220_115 | 11395612:BTCUSD |
|---|---|---|
| Max Drawdown | -25.26% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.87% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-07 | -25.26 | 155 |
| 2025-02-06 | 2025-04-15 | -10.68 | 67 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-29 | 2024-12-04 | -3.12 | 5 |
| 2025-04-15 | 2025-05-06 | -2.59 | 21 |
| 2025-05-09 | 2025-05-18 | -2.06 | 9 |
| 2025-02-05 | 2025-02-06 | -1.74 | 1 |
| 2025-01-28 | 2025-01-29 | -1.62 | 1 |
| 2024-12-05 | 2025-01-27 | -1.59 | 53 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| Metric | 11395612:btcusd:triple_med_gx:lsma220_115 | 11395612:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 21.26% | 37.42% |
| Worst Month | -11.47% | -17.69% |
| Best Year | 18.83% | 38.02% |
| Worst Year | 15.56% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.84% | -0.9% |
| Avg. Up Week | 5.94% | 7.25% |
| Avg. Down Week | -3.09% | -4.57% |
| Avg. Up Month | 9.5% | 15.1% |
| Avg. Down Month | -6.38% | -8.96% |
| Win Days % | 52.77% | 51.86% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 48.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |