| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 59.33% | 40.54% |
| Max Drawdown | -11.43% | -28.21% |
| Sharpe | 1.64 | 0.74 |
| Sortino | 2.85 | 1.07 |
| Payoff Ratio | 1.23 | 1.26 |
| Profit Factor | 1.69 | 1.12 |
| Common Sense Ratio | 3.19 | 1.2 |
| CPC Index | 1.17 | 0.73 |
| Tail Ratio | 1.88 | 1.07 |
| Outlier Win Ratio | 21.84 | 3.27 |
| Outlier Loss Ratio | 3.53 | 2.82 |
| Volatility (ann.) | 20.62% | 45.32% |
| R^2 | 0.23 | 0.23 |
| Calmar | 3.28 | 0.93 |
| Skew | 1.46 | -0.17 |
| Kurtosis | 21.87 | 3.58 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.62% | 1.91% |
| Expected Yearly % | 26.22% | 18.55% |
| Kelly Criterion | 20.22% | 13.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -3.81% |
| Expected Shortfall (cVaR) | -1.68% | -3.81% |
| Year | 11402520:BTCUSD | 11402520:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 66.56 | 1.81 | + |
| 2025 | 2.81 | -4.34 | -1.55 | - |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| MTD | 0.0% | -13.5% |
| 3M | -3.59% | -19.24% |
| 6M | 1.14% | -8.05% |
| YTD | -4.34% | 2.81% |
| 1Y | -0.88% | 4.01% |
| 3Y (ann.) | 37.49% | 26.19% |
| 5Y (ann.) | 37.49% | 26.19% |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Max Drawdown | -11.43% | -28.21% |
| Longest DD Days | 233.0 | 154.0 |
| Avg. Drawdown | -3.32% | -9.35% |
| Avg. Drawdown Days | 35.0 | 39.0 |
| Recovery Factor | 5.19 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-11-17 | -11.43 | 42 |
| 2024-12-06 | 2025-07-27 | -10.83 | 233 |
| 2024-06-06 | 2024-08-09 | -5.31 | 64 |
| 2025-07-28 | 2025-10-03 | -4.12 | 67 |
| 2024-09-21 | 2024-10-14 | -3.64 | 23 |
| 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 | 2024-08-11 | -1.01 | 1 |
| 2024-10-20 | 2024-11-06 | -0.73 | 17 |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 12.27% | 15.41% |
| Worst Week | -8.55% | -18.81% |
| Best Month | 16.93% | 34.43% |
| Worst Month | -5.32% | -23.44% |
| Best Year | 66.56% | 36.7% |
| Worst Year | -4.34% | 2.81% |
| Avg. Up Day | 1.77% | 1.92% |
| Avg. Down Day | -1.44% | -1.53% |
| Avg. Up Week | 5.07% | 7.13% |
| Avg. Down Week | -2.71% | -4.29% |
| Avg. Up Month | 7.32% | 13.44% |
| Avg. Down Month | -3.65% | -11.34% |
| Win Days % | 56.0% | 51.87% |
| Win Month % | 69.23% | 61.11% |
| Win Week % | 56.25% | 53.85% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |