| Metric | 11404213:btcusd:triple_med_gx:lsma195_140 | 11404213:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 44.18% | 61.16% |
| Max Drawdown | -11.93% | -29.51% |
| Sharpe | 0.88 | 0.59 |
| Sortino | 1.5 | 0.85 |
| Payoff Ratio | 1.25 | 1.26 |
| Profit Factor | 1.45 | 1.1 |
| Common Sense Ratio | 3.89 | 1.07 |
| CPC Index | 0.93 | 0.71 |
| Tail Ratio | 2.69 | 0.98 |
| Outlier Win Ratio | 33.95 | 3.48 |
| Outlier Loss Ratio | 3.18 | 2.95 |
| Volatility (ann.) | 10.8% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.59 | 2.0 |
| Skew | 2.8 | 0.21 |
| Kurtosis | 50.33 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.85% | 3.74% |
| Expected Yearly % | 20.08% | 26.95% |
| Kelly Criterion | 12.75% | 13.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11404213:BTCUSD | 11404213:btcusd:triple_med_gx:lsma195_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 37.16 | 0.98 | - |
| 2025 | 16.76 | 5.12 | 0.31 | - |
| Metric | 11404213:btcusd:triple_med_gx:lsma195_140 | 11404213:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.52% | 31.46% |
| 6M | 5.12% | 12.77% |
| YTD | 5.12% | 16.76% |
| 1Y | 40.29% | 56.84% |
| 3Y (ann.) | 42.78% | 59.12% |
| 5Y (ann.) | 42.78% | 59.12% |
| Metric | 11404213:btcusd:triple_med_gx:lsma195_140 | 11404213:BTCUSD |
|---|---|---|
| Max Drawdown | -11.93% | -29.51% |
| Longest DD Days | 164.0 | 144.0 |
| Avg. Drawdown | -2.33% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.7 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-18 | -11.93 | 164 |
| 2024-09-14 | 2024-11-06 | -6.08 | 53 |
| 2024-06-05 | 2024-08-08 | -5.52 | 63 |
| 2024-09-06 | 2024-09-09 | -3.94 | 3 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-11-07 | 2024-11-11 | -1.51 | 4 |
| 2025-05-21 | 2025-06-11 | -1.16 | 21 |
| Metric | 11404213:btcusd:triple_med_gx:lsma195_140 | 11404213:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -4.02% | -12.33% |
| Best Month | 18.84% | 37.42% |
| Worst Month | -4.02% | -17.69% |
| Best Year | 37.16% | 38.02% |
| Worst Year | 5.12% | 16.76% |
| Avg. Up Day | 1.1% | 1.11% |
| Avg. Down Day | -0.88% | -0.88% |
| Avg. Up Week | 5.75% | 8.96% |
| Avg. Down Week | -2.96% | -4.99% |
| Avg. Up Month | 7.06% | 16.18% |
| Avg. Down Month | -2.1% | -9.89% |
| Win Days % | 51.57% | 51.86% |
| Win Month % | 80.0% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |