| Metric | 11402461:btcusd:triple_med_gx:lsma210_135 | 11402461:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 78.82% | 54.3% |
| Max Drawdown | -11.49% | -29.51% |
| Sharpe | 1.26 | 0.54 |
| Sortino | 2.23 | 0.78 |
| Payoff Ratio | 1.33 | 1.28 |
| Profit Factor | 1.61 | 1.09 |
| Common Sense Ratio | 3.2 | 1.06 |
| CPC Index | 1.13 | 0.72 |
| Tail Ratio | 1.99 | 0.97 |
| Outlier Win Ratio | 28.71 | 3.75 |
| Outlier Loss Ratio | 3.31 | 2.97 |
| Volatility (ann.) | 11.56% | 25.08% |
| R^2 | 0.22 | 0.22 |
| Calmar | 6.46 | 1.74 |
| Skew | 2.6 | 0.21 |
| Kurtosis | 38.82 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.57% | 3.39% |
| Expected Yearly % | 33.72% | 24.22% |
| Kelly Criterion | 17.6% | 14.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.12% |
| Expected Shortfall (cVaR) | -0.96% | -2.12% |
| Year | 11402461:BTCUSD | 11402461:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 62.63 | 1.65 | + |
| 2025 | 11.80 | 9.95 | 0.84 | - |
| Metric | 11402461:btcusd:triple_med_gx:lsma210_135 | 11402461:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 14.4% | 26.2% |
| 6M | 9.95% | -1.67% |
| YTD | 9.95% | 11.8% |
| 1Y | 78.86% | 56.98% |
| 3Y (ann.) | 74.25% | 51.35% |
| 5Y (ann.) | 74.25% | 51.35% |
| Metric | 11402461:btcusd:triple_med_gx:lsma210_135 | 11402461:BTCUSD |
|---|---|---|
| Max Drawdown | -11.49% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -2.37% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 6.86 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-15 | -11.49 | 130 |
| 2024-08-09 | 2024-09-12 | -6.74 | 34 |
| 2024-09-17 | 2024-10-14 | -6.61 | 26 |
| 2024-06-10 | 2024-08-08 | -4.78 | 58 |
| 2025-05-23 | 2025-06-18 | -4.08 | 26 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-15 | 2025-04-20 | -2.59 | 5 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2025-05-11 | 2025-05-18 | -2.24 | 7 |
| Metric | 11402461:btcusd:triple_med_gx:lsma210_135 | 11402461:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 15.37% | 18.93% |
| Worst Week | -4.15% | -12.33% |
| Best Month | 28.98% | 37.42% |
| Worst Month | -3.41% | -17.69% |
| Best Year | 62.63% | 38.02% |
| Worst Year | 9.95% | 11.8% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 5.52% | 6.75% |
| Avg. Down Week | -3.01% | -5.42% |
| Avg. Up Month | 10.65% | 16.18% |
| Avg. Down Month | -1.72% | -12.52% |
| Win Days % | 52.92% | 51.76% |
| Win Month % | 72.73% | 53.85% |
| Win Week % | 70.0% | 55.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |