| Metric | 11402294:btcusd:triple_med_gx:lsma220_135 | 11402294:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 55.93% | 61.16% |
| Max Drawdown | -15.5% | -29.51% |
| Sharpe | 0.95 | 0.59 |
| Sortino | 1.59 | 0.85 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.49 | 1.1 |
| Common Sense Ratio | 2.55 | 1.07 |
| CPC Index | 0.99 | 0.7 |
| Tail Ratio | 1.71 | 0.98 |
| Outlier Win Ratio | 29.12 | 3.46 |
| Outlier Loss Ratio | 3.25 | 2.87 |
| Volatility (ann.) | 12.13% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | 3.49 | 2.0 |
| Skew | 1.78 | 0.21 |
| Kurtosis | 77.15 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.48% | 3.74% |
| Expected Yearly % | 24.87% | 26.95% |
| Kelly Criterion | 15.45% | 12.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.13% |
| Expected Shortfall (cVaR) | -1.01% | -2.13% |
| Year | 11402294:BTCUSD | 11402294:btcusd:triple_med_gx:lsma220_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 32.43 | 0.85 | - |
| 2025 | 16.76 | 17.74 | 1.06 | + |
| Metric | 11402294:btcusd:triple_med_gx:lsma220_135 | 11402294:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 18.61% | 31.46% |
| 6M | 17.74% | 12.77% |
| YTD | 17.74% | 16.76% |
| 1Y | 55.68% | 56.84% |
| 3Y (ann.) | 54.09% | 59.12% |
| 5Y (ann.) | 54.09% | 59.12% |
| Metric | 11402294:btcusd:triple_med_gx:lsma220_135 | 11402294:BTCUSD |
|---|---|---|
| Max Drawdown | -15.5% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 3.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-13 | -15.50 | 95 |
| 2024-10-07 | 2024-11-05 | -6.71 | 28 |
| 2024-11-12 | 2024-12-05 | -5.02 | 23 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-23 | 2025-06-11 | -3.93 | 19 |
| 2024-09-14 | 2024-10-07 | -3.50 | 23 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-05 | 2025-04-09 | -2.91 | 125 |
| 2025-04-15 | 2025-04-21 | -2.59 | 5 |
| 2025-05-11 | 2025-05-18 | -1.95 | 7 |
| Metric | 11402294:btcusd:triple_med_gx:lsma220_135 | 11402294:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -4.6% | -12.33% |
| Best Month | 26.15% | 37.42% |
| Worst Month | -3.27% | -17.69% |
| Best Year | 32.43% | 38.02% |
| Worst Year | 17.74% | 16.76% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 5.1% | 7.16% |
| Avg. Down Week | -2.65% | -5.07% |
| Avg. Up Month | 10.24% | 16.18% |
| Avg. Down Month | -2.11% | -11.25% |
| Win Days % | 52.81% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 63.16% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |