| Metric | 11404215:btcusd:triple_med_gx:lsma205_140 | 11404215:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 70.35% | 54.3% |
| Max Drawdown | -10.29% | -29.51% |
| Sharpe | 1.2 | 0.54 |
| Sortino | 2.16 | 0.78 |
| Payoff Ratio | 1.33 | 1.27 |
| Profit Factor | 1.62 | 1.09 |
| Common Sense Ratio | 4.1 | 1.06 |
| CPC Index | 1.15 | 0.71 |
| Tail Ratio | 2.53 | 0.97 |
| Outlier Win Ratio | 32.18 | 3.75 |
| Outlier Loss Ratio | 3.29 | 2.94 |
| Volatility (ann.) | 11.12% | 25.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 6.45 | 1.74 |
| Skew | 3.04 | 0.21 |
| Kurtosis | 44.78 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.18% | 3.39% |
| Expected Yearly % | 30.52% | 24.22% |
| Kelly Criterion | 18.11% | 13.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.12% |
| Expected Shortfall (cVaR) | -0.92% | -2.12% |
| Year | 11404215:BTCUSD | 11404215:btcusd:triple_med_gx:lsma205_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 51.87 | 1.36 | + |
| 2025 | 11.80 | 12.17 | 1.03 | + |
| Metric | 11404215:btcusd:triple_med_gx:lsma205_140 | 11404215:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 16.77% | 26.2% |
| 6M | 12.17% | -1.67% |
| YTD | 12.17% | 11.8% |
| 1Y | 70.35% | 56.98% |
| 3Y (ann.) | 66.36% | 51.35% |
| 5Y (ann.) | 66.36% | 51.35% |
| Metric | 11404215:btcusd:triple_med_gx:lsma205_140 | 11404215:BTCUSD |
|---|---|---|
| Max Drawdown | -10.29% | -29.51% |
| Longest DD Days | 138.0 | 144.0 |
| Avg. Drawdown | -2.05% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 6.84 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-22 | -10.29 | 138 |
| 2024-09-14 | 2024-10-14 | -7.44 | 30 |
| 2024-06-05 | 2024-08-08 | -5.31 | 63 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-08-09 | 2024-09-09 | -2.97 | 31 |
| 2024-11-13 | 2024-12-04 | -2.67 | 21 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2025-05-11 | 2025-05-18 | -2.10 | 7 |
| 2024-11-07 | 2024-11-11 | -1.45 | 4 |
| Metric | 11404215:btcusd:triple_med_gx:lsma205_140 | 11404215:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -3.94% | -12.33% |
| Best Month | 19.48% | 37.42% |
| Worst Month | -3.94% | -17.69% |
| Best Year | 51.87% | 38.02% |
| Worst Year | 12.17% | 11.8% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 5.84% | 7.37% |
| Avg. Down Week | -2.3% | -4.99% |
| Avg. Up Month | 9.47% | 16.18% |
| Avg. Down Month | -2.04% | -9.89% |
| Win Days % | 53.25% | 51.76% |
| Win Month % | 80.0% | 53.85% |
| Win Week % | 66.67% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |