| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 26.87% | 40.54% |
| Max Drawdown | -19.93% | -28.21% |
| Sharpe | 0.91 | 0.74 |
| Sortino | 1.47 | 1.07 |
| Payoff Ratio | 1.22 | 1.21 |
| Profit Factor | 1.4 | 1.12 |
| Common Sense Ratio | 2.95 | 1.2 |
| CPC Index | 0.85 | 0.7 |
| Tail Ratio | 2.11 | 1.07 |
| Outlier Win Ratio | 28.61 | 3.27 |
| Outlier Loss Ratio | 3.45 | 2.96 |
| Volatility (ann.) | 19.99% | 45.32% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.89 | 0.93 |
| Skew | 1.25 | -0.17 |
| Kurtosis | 26.1 | 3.58 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.33% | 1.91% |
| Expected Yearly % | 12.64% | 18.55% |
| Kelly Criterion | 8.19% | 11.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.81% |
| Expected Shortfall (cVaR) | -1.67% | -3.81% |
| Year | 11402513:BTCUSD | 11402513:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 54.05 | 1.47 | + |
| 2025 | 2.81 | -17.65 | -6.28 | - |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| MTD | -9.19% | -13.5% |
| 3M | -11.88% | -19.24% |
| 6M | -9.18% | -8.05% |
| YTD | -17.65% | 2.81% |
| 1Y | -14.55% | 4.01% |
| 3Y (ann.) | 17.67% | 26.19% |
| 5Y (ann.) | 17.67% | 26.19% |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Max Drawdown | -19.93% | -28.21% |
| Longest DD Days | 346.0 | 154.0 |
| Avg. Drawdown | -3.37% | -9.35% |
| Avg. Drawdown Days | 43.0 | 39.0 |
| Recovery Factor | 1.35 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-11-17 | -19.93 | 346 |
| 2024-06-06 | 2024-06-13 | -3.37 | 7 |
| 2024-09-15 | 2024-10-12 | -3.24 | 27 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-11 | 2024-09-12 | -1.23 | 1 |
| 2024-06-03 | 2024-06-04 | -0.18 | 1 |
| 2024-11-05 | 2024-11-06 | -0.18 | 1 |
| 2024-09-13 | 2024-09-14 | -0.09 | 1 |
| 2024-09-08 | 2024-09-09 | -0.05 | 1 |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 10.04% | 15.41% |
| Worst Week | -7.96% | -18.81% |
| Best Month | 16.75% | 34.43% |
| Worst Month | -9.19% | -23.44% |
| Best Year | 54.05% | 36.7% |
| Worst Year | -17.65% | 2.81% |
| Avg. Up Day | 2.03% | 2.15% |
| Avg. Down Day | -1.66% | -1.79% |
| Avg. Up Week | 3.5% | 7.13% |
| Avg. Down Week | -3.2% | -4.04% |
| Avg. Up Month | 7.15% | 13.89% |
| Avg. Down Month | -5.59% | -12.15% |
| Win Days % | 49.47% | 51.87% |
| Win Month % | 57.14% | 61.11% |
| Win Week % | 57.14% | 53.85% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |