| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 25.44% | 41.17% |
| Max Drawdown | -22.36% | -29.51% |
| Sharpe | 0.44 | 0.37 |
| Sortino | 0.69 | 0.53 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.64 | 0.96 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 1.35 | 0.9 |
| Outlier Win Ratio | 34.84 | 3.22 |
| Outlier Loss Ratio | 3.24 | 3.07 |
| Volatility (ann.) | 9.92% | 23.17% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.75 | 0.9 |
| Skew | 2.2 | 0.15 |
| Kurtosis | 54.48 | 7.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.27% | 1.93% |
| Expected Yearly % | 12.0% | 18.81% |
| Kelly Criterion | 4.28% | 11.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -1.97% |
| Expected Shortfall (cVaR) | -0.84% | -1.97% |
| Year | 11438822:BTCUSD | 11438822:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 54.84 | 1.44 | + |
| 2025 | 2.28 | -18.99 | -8.34 | - |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| MTD | -7.84% | -12.85% |
| 3M | -10.67% | -18.73% |
| 6M | -11.58% | -7.45% |
| YTD | -18.99% | 2.28% |
| 1Y | -16.48% | 5.34% |
| 3Y (ann.) | 16.76% | 26.57% |
| 5Y (ann.) | 16.76% | 26.57% |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Max Drawdown | -22.36% | -29.51% |
| Longest DD Days | 346.0 | 144.0 |
| Avg. Drawdown | -2.44% | -5.67% |
| Avg. Drawdown Days | 25.0 | 17.0 |
| Recovery Factor | 1.14 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -22.36 | 346 |
| 2024-09-14 | 2024-10-12 | -5.45 | 28 |
| 2024-06-05 | 2024-08-07 | -5.22 | 62 |
| 2024-11-13 | 2024-12-05 | -3.38 | 21 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-09 | 2024-09-08 | -1.50 | 30 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| Metric | 11438822:btcusd:triple_med_gx:lsma190_135 | 11438822:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 17.83% | 37.42% |
| Worst Month | -7.84% | -17.69% |
| Best Year | 54.84% | 38.02% |
| Worst Year | -18.99% | 2.28% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.15% | 7.84% |
| Avg. Down Week | -3.29% | -4.63% |
| Avg. Up Month | 6.6% | 14.43% |
| Avg. Down Month | -4.33% | -10.25% |
| Win Days % | 47.81% | 52.13% |
| Win Month % | 57.14% | 55.56% |
| Win Week % | 51.85% | 53.85% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |