| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 62.96% | 41.17% |
| Max Drawdown | -11.94% | -29.51% |
| Sharpe | 0.82 | 0.37 |
| Sortino | 1.33 | 0.53 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 2.03 | 0.96 |
| CPC Index | 0.8 | 0.62 |
| Tail Ratio | 1.52 | 0.9 |
| Outlier Win Ratio | 25.73 | 3.52 |
| Outlier Loss Ratio | 3.46 | 3.12 |
| Volatility (ann.) | 10.87% | 23.17% |
| R^2 | 0.22 | 0.22 |
| Calmar | 3.32 | 0.9 |
| Skew | 1.97 | 0.15 |
| Kurtosis | 38.55 | 7.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.75% | 1.93% |
| Expected Yearly % | 27.65% | 18.81% |
| Kelly Criterion | 10.77% | 9.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -1.97% |
| Expected Shortfall (cVaR) | -0.91% | -1.97% |
| Year | 11438830:BTCUSD | 11438830:btcusd:triple_med_gx:lsma230_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 70.73 | 1.86 | + |
| 2025 | 2.28 | -4.56 | -2.00 | - |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | -2.78% | -18.73% |
| 6M | -0.17% | -7.45% |
| YTD | -4.56% | 2.28% |
| 1Y | -0.34% | 5.34% |
| 3Y (ann.) | 39.62% | 26.57% |
| 5Y (ann.) | 39.62% | 26.57% |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830:BTCUSD |
|---|---|---|
| Max Drawdown | -11.94% | -29.51% |
| Longest DD Days | 118.0 | 144.0 |
| Avg. Drawdown | -2.41% | -5.67% |
| Avg. Drawdown Days | 15.0 | 17.0 |
| Recovery Factor | 5.27 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-05 | 2025-11-17 | -11.94 | 43 |
| 2025-04-02 | 2025-07-09 | -10.40 | 98 |
| 2024-12-05 | 2025-04-02 | -9.63 | 118 |
| 2024-06-05 | 2024-08-08 | -7.69 | 64 |
| 2024-09-20 | 2024-10-11 | -5.27 | 21 |
| 2025-07-10 | 2025-10-02 | -5.12 | 84 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-13 | 2024-12-05 | -3.38 | 21 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| Metric | 11438830:btcusd:triple_med_gx:lsma230_135 | 11438830: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 | -4.28% | -17.69% |
| Best Year | 70.73% | 38.02% |
| Worst Year | -4.56% | 2.28% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.35% | 6.5% |
| Avg. Down Week | -2.84% | -4.13% |
| Avg. Up Month | 8.55% | 13.36% |
| Avg. Down Month | -2.22% | -8.87% |
| Win Days % | 52.24% | 52.13% |
| Win Month % | 61.54% | 55.56% |
| Win Week % | 60.61% | 53.85% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |