| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 55.49% | 40.54% |
| Max Drawdown | -11.53% | -28.21% |
| Sharpe | 1.59 | 0.74 |
| Sortino | 2.76 | 1.07 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.72 | 1.12 |
| Common Sense Ratio | 3.77 | 1.2 |
| CPC Index | 1.18 | 0.71 |
| Tail Ratio | 2.19 | 1.07 |
| Outlier Win Ratio | 23.93 | 3.27 |
| Outlier Loss Ratio | 3.47 | 2.82 |
| Volatility (ann.) | 20.19% | 45.32% |
| R^2 | 0.22 | 0.22 |
| Calmar | 3.05 | 0.93 |
| Skew | 1.53 | -0.17 |
| Kurtosis | 23.86 | 3.58 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.48% | 1.91% |
| Expected Yearly % | 24.69% | 18.55% |
| Kelly Criterion | 19.49% | 12.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -3.81% |
| Expected Shortfall (cVaR) | -1.65% | -3.81% |
| Year | 11402517:BTCUSD | 11402517:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 62.82 | 1.71 | + |
| 2025 | 2.81 | -4.50 | -1.60 | - |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| MTD | 0.0% | -13.5% |
| 3M | -0.34% | -19.24% |
| 6M | 2.65% | -8.05% |
| YTD | -4.5% | 2.81% |
| 1Y | -0.88% | 4.01% |
| 3Y (ann.) | 35.22% | 26.19% |
| 5Y (ann.) | 35.22% | 26.19% |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Max Drawdown | -11.53% | -28.21% |
| Longest DD Days | 303.0 | 154.0 |
| Avg. Drawdown | -3.07% | -9.35% |
| Avg. Drawdown Days | 37.0 | 39.0 |
| Recovery Factor | 4.81 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-10-05 | -11.53 | 303 |
| 2025-10-06 | 2025-11-17 | -10.95 | 42 |
| 2024-06-06 | 2024-08-09 | -3.89 | 64 |
| 2024-10-10 | 2024-10-12 | -3.10 | 2 |
| 2024-09-16 | 2024-09-18 | -2.55 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-11 | 2024-09-12 | -1.23 | 1 |
| 2024-08-10 | 2024-09-07 | -1.01 | 28 |
| 2024-06-03 | 2024-06-04 | -0.18 | 1 |
| 2024-11-05 | 2024-11-06 | -0.18 | 1 |
| Metric | 11402517:btcusd:triple_med_gx:lsma210_135 | 11402517:BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 10.55% | 15.41% |
| Worst Week | -5.47% | -18.81% |
| Best Month | 16.75% | 34.43% |
| Worst Month | -5.09% | -23.44% |
| Best Year | 62.82% | 36.7% |
| Worst Year | -4.5% | 2.81% |
| Avg. Up Day | 1.89% | 2.05% |
| Avg. Down Day | -1.52% | -1.67% |
| Avg. Up Week | 4.73% | 7.13% |
| Avg. Down Week | -2.14% | -4.32% |
| Avg. Up Month | 6.69% | 13.44% |
| Avg. Down Month | -3.24% | -11.34% |
| Win Days % | 55.45% | 51.87% |
| Win Month % | 69.23% | 61.11% |
| Win Week % | 51.72% | 53.85% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |