| Metric | 11402236:btcusd:triple_med_gx:lsma200_135 | 11402236:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 23.24% | 61.16% |
| Max Drawdown | -18.67% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.78 | 0.85 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.94 | 1.07 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | 1.49 | 0.98 |
| Outlier Win Ratio | 37.38 | 3.06 |
| Outlier Loss Ratio | 2.81 | 2.83 |
| Volatility (ann.) | 11.29% | 25.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.21 | 2.0 |
| Skew | 1.21 | 0.21 |
| Kurtosis | 103.65 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.62% | 3.74% |
| Expected Yearly % | 11.02% | 26.95% |
| Kelly Criterion | 9.76% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.13% |
| Expected Shortfall (cVaR) | -0.96% | -2.13% |
| Year | 11402236:BTCUSD | 11402236:btcusd:triple_med_gx:lsma200_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.46 | 0.28 | - |
| 2025 | 16.76 | 11.57 | 0.69 | - |
| Metric | 11402236:btcusd:triple_med_gx:lsma200_135 | 11402236:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.96% | 31.46% |
| 6M | 11.57% | 12.77% |
| YTD | 11.57% | 16.76% |
| 1Y | 27.58% | 56.84% |
| 3Y (ann.) | 22.56% | 59.12% |
| 5Y (ann.) | 22.56% | 59.12% |
| Metric | 11402236:btcusd:triple_med_gx:lsma200_135 | 11402236:BTCUSD |
|---|---|---|
| Max Drawdown | -18.67% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -3.97% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 1.24 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -18.67 | 156 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2024-12-01 | 2025-02-06 | -2.82 | 66 |
| 2025-04-13 | 2025-05-18 | -2.81 | 35 |
| 2025-02-06 | 2025-04-09 | -2.63 | 62 |
| 2024-11-12 | 2024-12-01 | -0.79 | 19 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11402236:btcusd:triple_med_gx:lsma200_135 | 11402236:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -8.26% | -12.33% |
| Best Month | 29.78% | 37.42% |
| Worst Month | -8.26% | -17.69% |
| Best Year | 11.57% | 38.02% |
| Worst Year | 10.46% | 16.76% |
| Avg. Up Day | 1.03% | 1.04% |
| Avg. Down Day | -0.92% | -0.96% |
| Avg. Up Week | 6.4% | 7.81% |
| Avg. Down Week | -4.04% | -5.07% |
| Avg. Up Month | 14.13% | 20.88% |
| Avg. Down Month | -3.25% | -9.25% |
| Win Days % | 52.38% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |