| Metric | 11398881:btcusd:triple_med_gx:lsma220_125 | 11398881:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 40.25% | 61.16% |
| Max Drawdown | -20.72% | -29.51% |
| Sharpe | 0.71 | 0.59 |
| Sortino | 1.1 | 0.85 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | 2.1 | 1.07 |
| CPC Index | 0.77 | 0.62 |
| Tail Ratio | 1.6 | 0.98 |
| Outlier Win Ratio | 26.78 | 3.45 |
| Outlier Loss Ratio | 3.54 | 3.24 |
| Volatility (ann.) | 12.77% | 25.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.88 | 2.0 |
| Skew | 1.08 | 0.21 |
| Kurtosis | 65.26 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.64% | 3.74% |
| Expected Yearly % | 18.43% | 26.95% |
| Kelly Criterion | 10.44% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.13% |
| Expected Shortfall (cVaR) | -1.07% | -2.13% |
| Year | 11398881:BTCUSD | 11398881:btcusd:triple_med_gx:lsma220_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.90 | 0.50 | - |
| 2025 | 16.76 | 17.95 | 1.07 | + |
| Metric | 11398881:btcusd:triple_med_gx:lsma220_125 | 11398881:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 19.03% | 31.46% |
| 6M | 17.95% | 12.77% |
| YTD | 17.95% | 16.76% |
| 1Y | 44.33% | 56.84% |
| 3Y (ann.) | 38.99% | 59.12% |
| 5Y (ann.) | 38.99% | 59.12% |
| Metric | 11398881:btcusd:triple_med_gx:lsma220_125 | 11398881:BTCUSD |
|---|---|---|
| Max Drawdown | -20.72% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.28% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.94 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -20.72 | 155 |
| 2025-01-30 | 2025-04-15 | -10.87 | 74 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-04-15 | 2025-05-08 | -2.59 | 22 |
| 2024-12-05 | 2025-01-30 | -1.59 | 55 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2024-11-12 | 2024-12-01 | -0.79 | 19 |
| 2025-05-10 | 2025-05-15 | -0.61 | 5 |
| Metric | 11398881:btcusd:triple_med_gx:lsma220_125 | 11398881:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 25.8% | 37.42% |
| Worst Month | -6.21% | -17.69% |
| Best Year | 18.9% | 38.02% |
| Worst Year | 17.95% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 5.41% | 7.08% |
| Avg. Down Week | -4.72% | -4.18% |
| Avg. Up Month | 8.79% | 15.1% |
| Avg. Down Month | -4.75% | -8.96% |
| Win Days % | 53.04% | 51.86% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 59.09% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |