| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 59.33% | 41.17% |
| Max Drawdown | -11.77% | -29.51% |
| Sharpe | 0.79 | 0.37 |
| Sortino | 1.3 | 0.53 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 2.13 | 0.96 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.6 | 0.9 |
| Outlier Win Ratio | 27.01 | 3.54 |
| Outlier Loss Ratio | 3.5 | 3.1 |
| Volatility (ann.) | 10.74% | 23.17% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.19 | 0.9 |
| Skew | 2.11 | 0.15 |
| Kurtosis | 40.33 | 7.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.62% | 1.93% |
| Expected Yearly % | 26.22% | 18.81% |
| Kelly Criterion | 9.72% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -1.97% |
| Expected Shortfall (cVaR) | -0.9% | -1.97% |
| Year | 11402520:BTCUSD | 11402520:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 66.56 | 1.75 | + |
| 2025 | 2.28 | -4.34 | -1.91 | - |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | -3.59% | -18.73% |
| 6M | 1.14% | -7.45% |
| YTD | -4.34% | 2.28% |
| 1Y | -0.88% | 5.34% |
| 3Y (ann.) | 37.49% | 26.57% |
| 5Y (ann.) | 37.49% | 26.57% |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Max Drawdown | -11.77% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.15% | -5.67% |
| Avg. Drawdown Days | 16.0 | 17.0 |
| Recovery Factor | 5.04 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-05 | 2025-11-17 | -11.77 | 43 |
| 2024-12-05 | 2025-07-27 | -10.90 | 233 |
| 2024-06-05 | 2024-08-08 | -6.90 | 63 |
| 2024-09-20 | 2024-10-11 | -5.27 | 21 |
| 2025-07-27 | 2025-10-02 | -5.03 | 67 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-08-09 | 2024-09-08 | -2.43 | 30 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 11402520:btcusd:triple_med_gx:lsma225_135 | 11402520:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.95% | -12.33% |
| Best Month | 16.93% | 37.42% |
| Worst Month | -5.32% | -17.69% |
| Best Year | 66.56% | 38.02% |
| Worst Year | -4.34% | 2.28% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.68% | 6.83% |
| Avg. Down Week | -3.18% | -4.49% |
| Avg. Up Month | 6.99% | 13.47% |
| Avg. Down Month | -3.11% | -8.87% |
| Win Days % | 50.94% | 52.13% |
| Win Month % | 69.23% | 55.56% |
| Win Week % | 59.38% | 53.85% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |