| Metric | 11438823:btcusd:triple_med_gx:lsma195_135 | 11438823:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 23.72% | 40.54% |
| Max Drawdown | -19.55% | -29.51% |
| Sharpe | 0.42 | 0.37 |
| Sortino | 0.66 | 0.53 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.69 | 0.96 |
| CPC Index | 0.68 | 0.64 |
| Tail Ratio | 1.41 | 0.9 |
| Outlier Win Ratio | 34.39 | 3.22 |
| Outlier Loss Ratio | 3.27 | 3.05 |
| Volatility (ann.) | 9.88% | 23.17% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.8 | 0.89 |
| Skew | 2.35 | 0.15 |
| Kurtosis | 54.96 | 7.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.19% | 1.91% |
| Expected Yearly % | 11.23% | 18.55% |
| Kelly Criterion | 4.46% | 10.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -1.97% |
| Expected Shortfall (cVaR) | -0.84% | -1.97% |
| Year | 11438823:BTCUSD | 11438823:btcusd:triple_med_gx:lsma195_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 47.79 | 1.26 | + |
| 2025 | 1.83 | -16.29 | -8.92 | - |
| Metric | 11438823:btcusd:triple_med_gx:lsma195_135 | 11438823:BTCUSD |
|---|---|---|
| MTD | -2.66% | -13.23% |
| 3M | -5.98% | -19.07% |
| 6M | -8.05% | -7.85% |
| YTD | -16.29% | 1.83% |
| 1Y | -13.84% | 4.88% |
| 3Y (ann.) | 15.66% | 26.19% |
| 5Y (ann.) | 15.66% | 26.19% |
| Metric | 11438823:btcusd:triple_med_gx:lsma195_135 | 11438823:BTCUSD |
|---|---|---|
| Max Drawdown | -19.55% | -29.51% |
| Longest DD Days | 346.0 | 144.0 |
| Avg. Drawdown | -2.37% | -5.67% |
| Avg. Drawdown Days | 26.0 | 17.0 |
| Recovery Factor | 1.21 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -19.55 | 346 |
| 2024-06-05 | 2024-08-08 | -5.77 | 63 |
| 2024-09-14 | 2024-10-11 | -5.12 | 27 |
| 2024-11-13 | 2024-12-05 | -3.38 | 21 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-09 | 2024-09-09 | -2.03 | 31 |
| 2024-10-13 | 2024-11-05 | -1.44 | 23 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| Metric | 11438823:btcusd:triple_med_gx:lsma195_135 | 11438823: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 | -5.5% | -17.69% |
| Best Year | 47.79% | 38.02% |
| Worst Year | -16.29% | 1.83% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.83% | 7.25% |
| Avg. Down Week | -2.83% | -4.65% |
| Avg. Up Month | 6.42% | 14.43% |
| Avg. Down Month | -3.36% | -10.34% |
| Win Days % | 48.23% | 52.11% |
| Win Month % | 57.14% | 55.56% |
| Win Week % | 39.29% | 53.85% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |