| Metric | 11402182:btcusd:triple_med_gx:lsma210_135 | 11402182:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 11.69% | 61.16% |
| Max Drawdown | -20.28% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.43 | 0.85 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 2.02 | 1.07 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.76 | 0.98 |
| Outlier Win Ratio | 35.4 | 3.06 |
| Outlier Loss Ratio | 2.89 | 2.86 |
| Volatility (ann.) | 11.38% | 25.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.56 | 2.0 |
| Skew | 0.77 | 0.21 |
| Kurtosis | 98.39 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.85% | 3.74% |
| Expected Yearly % | 5.68% | 26.95% |
| Kelly Criterion | 3.79% | 2.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.13% |
| Expected Shortfall (cVaR) | -0.97% | -2.13% |
| Year | 11402182:BTCUSD | 11402182:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.75 | 0.10 | - |
| 2025 | 16.76 | 7.65 | 0.46 | - |
| Metric | 11402182:btcusd:triple_med_gx:lsma210_135 | 11402182:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.84% | 31.46% |
| 6M | 7.65% | 12.77% |
| YTD | 7.65% | 16.76% |
| 1Y | 14.53% | 56.84% |
| 3Y (ann.) | 11.36% | 59.12% |
| 5Y (ann.) | 11.36% | 59.12% |
| Metric | 11402182:btcusd:triple_med_gx:lsma210_135 | 11402182:BTCUSD |
|---|---|---|
| Max Drawdown | -20.28% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -4.3% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -20.28 | 156 |
| 2024-12-01 | 2025-04-11 | -8.18 | 130 |
| 2025-04-15 | 2025-05-18 | -3.42 | 33 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-23 | 2025-06-11 | -2.55 | 19 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2024-11-30 | 2024-12-01 | -1.05 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| Metric | 11402182:btcusd:triple_med_gx:lsma210_135 | 11402182:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -7.31% | -12.33% |
| Best Month | 21.76% | 37.42% |
| Worst Month | -7.31% | -17.69% |
| Best Year | 7.65% | 38.02% |
| Worst Year | 3.75% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.92% | -0.93% |
| Avg. Up Week | 5.05% | 8.99% |
| Avg. Down Week | -3.7% | -5.18% |
| Avg. Up Month | 7.91% | 17.5% |
| Avg. Down Month | -3.75% | -9.25% |
| Win Days % | 52.21% | 51.86% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |