| Metric | 11395613:btcusd:triple_med_gx:lsma225_115 | 11395613:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 41.16% | 61.16% |
| Max Drawdown | -25.26% | -29.51% |
| Sharpe | 0.71 | 0.59 |
| Sortino | 1.1 | 0.85 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | 1.83 | 1.07 |
| CPC Index | 0.74 | 0.58 |
| Tail Ratio | 1.42 | 0.98 |
| Outlier Win Ratio | 23.93 | 3.48 |
| Outlier Loss Ratio | 3.61 | 3.34 |
| Volatility (ann.) | 13.07% | 25.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.58 | 2.0 |
| Skew | 0.95 | 0.21 |
| Kurtosis | 58.26 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.69% | 3.74% |
| Expected Yearly % | 18.81% | 26.95% |
| Kelly Criterion | 10.12% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.13% |
| Expected Shortfall (cVaR) | -1.1% | -2.13% |
| Year | 11395613:BTCUSD | 11395613:btcusd:triple_med_gx:lsma225_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.44 | 0.54 | - |
| 2025 | 16.76 | 17.21 | 1.03 | + |
| Metric | 11395613:btcusd:triple_med_gx:lsma225_115 | 11395613:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.94% | 31.46% |
| 6M | 17.21% | 12.77% |
| YTD | 17.21% | 16.76% |
| 1Y | 45.78% | 56.84% |
| 3Y (ann.) | 39.87% | 59.12% |
| 5Y (ann.) | 39.87% | 59.12% |
| Metric | 11395613:btcusd:triple_med_gx:lsma225_115 | 11395613:BTCUSD |
|---|---|---|
| Max Drawdown | -25.26% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.29% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.63 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -25.26 | 153 |
| 2025-02-06 | 2025-04-12 | -10.59 | 65 |
| 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 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 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 |
| Metric | 11395613:btcusd:triple_med_gx:lsma225_115 | 11395613:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.83% | -12.33% |
| Best Month | 21.26% | 37.42% |
| Worst Month | -10.92% | -17.69% |
| Best Year | 20.44% | 38.02% |
| Worst Year | 17.21% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 5.5% | 6.96% |
| Avg. Down Week | -2.82% | -4.38% |
| Avg. Up Month | 9.87% | 15.1% |
| Avg. Down Month | -6.21% | -8.96% |
| Win Days % | 53.24% | 51.86% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |