| Metric | 11402181:btcusd:triple_med_gx:lsma205_135 | 11402181:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 12.21% | 75.42% |
| Max Drawdown | -18.36% | -29.51% |
| Sharpe | 0.29 | 0.63 |
| Sortino | 0.43 | 0.92 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.03 | 0.96 |
| Outlier Win Ratio | 39.54 | 3.08 |
| Outlier Loss Ratio | 2.92 | 2.92 |
| Volatility (ann.) | 10.77% | 24.55% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.59 | 2.19 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 112.24 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.83% | 4.1% |
| Expected Yearly % | 5.93% | 32.45% |
| Kelly Criterion | 3.81% | 3.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.07% |
| Expected Shortfall (cVaR) | -0.92% | -2.07% |
| Year | 11402181:BTCUSD | 11402181:btcusd:triple_med_gx:lsma205_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.61 | 0.12 | - |
| 2025 | 27.10 | 7.27 | 0.27 | - |
| Metric | 11402181:btcusd:triple_med_gx:lsma205_135 | 11402181:BTCUSD |
|---|---|---|
| MTD | -1.62% | 10.71% |
| 3M | 2.32% | 41.88% |
| 6M | 7.27% | 22.91% |
| YTD | 7.27% | 27.1% |
| 1Y | 15.28% | 82.29% |
| 3Y (ann.) | 10.77% | 64.73% |
| 5Y (ann.) | 10.77% | 64.73% |
| Metric | 11402181:btcusd:triple_med_gx:lsma205_135 | 11402181:BTCUSD |
|---|---|---|
| Max Drawdown | -18.36% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -3.78% | -4.71% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.67 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -18.36 | 156 |
| 2024-12-01 | 2025-04-11 | -8.06 | 130 |
| 2025-05-23 | 2025-07-17 | -4.22 | 55 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-15 | 2025-05-18 | -2.34 | 33 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2024-11-30 | 2024-12-01 | -1.05 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| Metric | 11402181:btcusd:triple_med_gx:lsma205_135 | 11402181:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -7.31% | -12.33% |
| Best Month | 21.76% | 37.42% |
| Worst Month | -7.31% | -17.69% |
| Best Year | 7.27% | 38.02% |
| Worst Year | 4.61% | 27.1% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 7.01% | 9.28% |
| Avg. Down Week | -3.19% | -5.18% |
| Avg. Up Month | 10.85% | 20.88% |
| Avg. Down Month | -3.14% | -9.25% |
| Win Days % | 52.04% | 51.89% |
| Win Month % | 30.0% | 64.29% |
| Win Week % | 31.58% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |