| Metric | 11395553:btcusd:triple_med_gx:lsma200_115 | 11395553:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 9.11% | 75.42% |
| Max Drawdown | -24.03% | -29.51% |
| Sharpe | 0.23 | 0.63 |
| Sortino | 0.33 | 0.92 |
| Payoff Ratio | 0.95 | 0.93 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 1.77 | 1.06 |
| CPC Index | 0.54 | 0.53 |
| Tail Ratio | 1.61 | 0.96 |
| Outlier Win Ratio | 31.74 | 3.16 |
| Outlier Loss Ratio | 3.28 | 3.34 |
| Volatility (ann.) | 11.53% | 24.55% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.33 | 2.19 |
| Skew | 0.65 | 0.2 |
| Kurtosis | 85.92 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.62% | 4.1% |
| Expected Yearly % | 4.46% | 32.45% |
| Kelly Criterion | 1.73% | 0.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.07% |
| Expected Shortfall (cVaR) | -0.99% | -2.07% |
| Year | 11395553:BTCUSD | 11395553:btcusd:triple_med_gx:lsma200_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.77 | 0.05 | - |
| 2025 | 27.10 | 7.21 | 0.27 | - |
| Metric | 11395553:btcusd:triple_med_gx:lsma200_115 | 11395553:BTCUSD |
|---|---|---|
| MTD | -1.41% | 10.71% |
| 3M | 8.93% | 41.88% |
| 6M | 7.21% | 22.91% |
| YTD | 7.21% | 27.1% |
| 1Y | 11.15% | 82.29% |
| 3Y (ann.) | 8.05% | 64.73% |
| 5Y (ann.) | 8.05% | 64.73% |
| Metric | 11395553:btcusd:triple_med_gx:lsma200_115 | 11395553:BTCUSD |
|---|---|---|
| Max Drawdown | -24.03% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -5.11% | -4.71% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 0.38 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -24.03 | 156 |
| 2025-02-06 | 2025-05-08 | -14.73 | 91 |
| 2025-05-19 | 2025-07-17 | -3.29 | 59 |
| 2024-11-30 | 2025-01-27 | -2.94 | 58 |
| 2025-01-28 | 2025-02-06 | -2.24 | 9 |
| 2025-05-09 | 2025-05-18 | -1.94 | 9 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-29 | 2024-11-29 | -0.47 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395553:btcusd:triple_med_gx:lsma200_115 | 11395553:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -8.91% | -12.33% |
| Best Month | 19.59% | 37.42% |
| Worst Month | -14.46% | -17.69% |
| Best Year | 7.21% | 38.02% |
| Worst Year | 1.77% | 27.1% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 5.28% | 8.78% |
| Avg. Down Week | -3.51% | -5.08% |
| Avg. Up Month | 6.08% | 15.1% |
| Avg. Down Month | -4.55% | -7.82% |
| Win Days % | 52.1% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 47.83% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |