| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 62.96% | 40.54% |
| Max Drawdown | -11.13% | -28.21% |
| Sharpe | 1.7 | 0.74 |
| Sortino | 2.84 | 1.07 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.72 | 1.12 |
| Common Sense Ratio | 2.93 | 1.2 |
| CPC Index | 1.11 | 0.61 |
| Tail Ratio | 1.71 | 1.07 |
| Outlier Win Ratio | 21.36 | 3.27 |
| Outlier Loss Ratio | 3.36 | 2.81 |
| Volatility (ann.) | 20.94% | 45.32% |
| R^2 | 0.23 | 0.23 |
| Calmar | 3.56 | 0.93 |
| Skew | 1.14 | -0.17 |
| Kurtosis | 21.6 | 3.58 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.75% | 1.91% |
| Expected Yearly % | 27.65% | 18.55% |
| Kelly Criterion | 21.53% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -3.81% |
| Expected Shortfall (cVaR) | -1.71% | -3.81% |
| Year | 11438830:BTCUSD | 11438830:btcusd:triple_med_gx:lsma230_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 70.73 | 1.93 | + |
| 2025 | 2.81 | -4.56 | -1.62 | - |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| MTD | 0.0% | -13.5% |
| 3M | -2.78% | -19.24% |
| 6M | -0.17% | -8.05% |
| YTD | -4.56% | 2.81% |
| 1Y | -0.34% | 4.01% |
| 3Y (ann.) | 39.62% | 26.19% |
| 5Y (ann.) | 39.62% | 26.19% |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Max Drawdown | -11.13% | -28.21% |
| Longest DD Days | 216.0 | 154.0 |
| Avg. Drawdown | -3.05% | -9.35% |
| Avg. Drawdown Days | 31.0 | 39.0 |
| Recovery Factor | 5.66 | 1.44 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-11-17 | -11.13 | 42 |
| 2024-12-06 | 2025-07-10 | -10.10 | 216 |
| 2024-06-06 | 2024-08-09 | -5.46 | 64 |
| 2025-07-31 | 2025-10-03 | -4.27 | 64 |
| 2024-09-21 | 2024-10-14 | -3.64 | 23 |
| 2025-07-11 | 2025-07-28 | -2.77 | 17 |
| 2024-09-16 | 2024-09-18 | -2.55 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-11 | 2024-09-12 | -1.23 | 1 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 12.27% | 15.41% |
| Worst Week | -7.36% | -18.81% |
| Best Month | 17.83% | 34.43% |
| Worst Month | -4.28% | -23.44% |
| Best Year | 70.73% | 36.7% |
| Worst Year | -4.56% | 2.81% |
| Avg. Up Day | 1.75% | 1.87% |
| Avg. Down Day | -1.59% | -1.77% |
| Avg. Up Week | 5.14% | 7.13% |
| Avg. Down Week | -2.89% | -4.75% |
| Avg. Up Month | 8.92% | 13.09% |
| Avg. Down Month | -2.76% | -11.34% |
| Win Days % | 58.91% | 51.87% |
| Win Month % | 61.54% | 61.11% |
| Win Week % | 58.06% | 53.85% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |