| Metric | 11403937:btcusd:triple_med_gx:lsma205_140 | 11403937:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 12.91% | 61.16% |
| Max Drawdown | -18.52% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.47 | 0.85 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 2.13 | 1.07 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.83 | 0.98 |
| Outlier Win Ratio | 36.68 | 3.0 |
| Outlier Loss Ratio | 2.91 | 2.85 |
| Volatility (ann.) | 11.14% | 25.19% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.68 | 2.0 |
| Skew | 0.75 | 0.21 |
| Kurtosis | 106.72 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.94% | 3.74% |
| Expected Yearly % | 6.26% | 26.95% |
| Kelly Criterion | 4.57% | 3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.13% |
| Expected Shortfall (cVaR) | -0.95% | -2.13% |
| Year | 11403937:BTCUSD | 11403937:btcusd:triple_med_gx:lsma205_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.91 | 0.10 | - |
| 2025 | 16.76 | 8.65 | 0.52 | - |
| Metric | 11403937:btcusd:triple_med_gx:lsma205_140 | 11403937:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 11.84% | 31.46% |
| 6M | 8.65% | 12.77% |
| YTD | 8.65% | 16.76% |
| 1Y | 15.08% | 56.84% |
| 3Y (ann.) | 12.54% | 59.12% |
| 5Y (ann.) | 12.54% | 59.12% |
| Metric | 11403937:btcusd:triple_med_gx:lsma205_140 | 11403937:BTCUSD |
|---|---|---|
| Max Drawdown | -18.52% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.7 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -18.52 | 155 |
| 2024-12-01 | 2025-04-11 | -9.17 | 130 |
| 2025-05-23 | 2025-06-11 | -3.93 | 19 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-13 | 2025-05-18 | -1.83 | 4 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| 2025-04-15 | 2025-05-13 | -0.69 | 28 |
| Metric | 11403937:btcusd:triple_med_gx:lsma205_140 | 11403937:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.74% | 18.93% |
| Worst Week | -7.49% | -12.33% |
| Best Month | 20.82% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 8.65% | 38.02% |
| Worst Year | 3.91% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.91% | -0.92% |
| Avg. Up Week | 5.44% | 7.81% |
| Avg. Down Week | -4.33% | -5.07% |
| Avg. Up Month | 10.78% | 20.88% |
| Avg. Down Month | -3.26% | -9.25% |
| Win Days % | 52.34% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |