| Metric | 11402456:btcusd:triple_med_gx:lsma185_135 | 11402456:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 42.65% | 61.16% |
| Max Drawdown | -15.07% | -29.51% |
| Sharpe | 0.88 | 0.59 |
| Sortino | 1.49 | 0.85 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.49 | 1.1 |
| Common Sense Ratio | 2.57 | 1.07 |
| CPC Index | 0.96 | 0.7 |
| Tail Ratio | 1.73 | 0.98 |
| Outlier Win Ratio | 36.7 | 3.4 |
| Outlier Loss Ratio | 3.11 | 2.95 |
| Volatility (ann.) | 10.41% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.74 | 2.0 |
| Skew | 2.83 | 0.21 |
| Kurtosis | 56.77 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.77% | 3.74% |
| Expected Yearly % | 19.44% | 26.95% |
| Kelly Criterion | 13.32% | 12.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11402456:BTCUSD | 11402456:btcusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 40.24 | 1.06 | + |
| 2025 | 16.76 | 1.72 | 0.10 | - |
| Metric | 11402456:btcusd:triple_med_gx:lsma185_135 | 11402456:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.78% | 31.46% |
| 6M | 1.72% | 12.77% |
| YTD | 1.72% | 16.76% |
| 1Y | 38.18% | 56.84% |
| 3Y (ann.) | 41.31% | 59.12% |
| 5Y (ann.) | 41.31% | 59.12% |
| Metric | 11402456:btcusd:triple_med_gx:lsma185_135 | 11402456:BTCUSD |
|---|---|---|
| Max Drawdown | -15.07% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.04% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.83 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -15.07 | 188 |
| 2024-09-12 | 2024-11-05 | -5.50 | 53 |
| 2024-06-10 | 2024-08-06 | -4.69 | 56 |
| 2024-09-06 | 2024-09-09 | -4.61 | 3 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-06-02 | 2024-06-03 | -0.86 | 0 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| Metric | 11402456:btcusd:triple_med_gx:lsma185_135 | 11402456:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -4.1% | -12.33% |
| Best Month | 28.12% | 37.42% |
| Worst Month | -3.44% | -17.69% |
| Best Year | 40.24% | 38.02% |
| Worst Year | 1.72% | 16.76% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -0.91% | -0.93% |
| Avg. Up Week | 5.87% | 7.23% |
| Avg. Down Week | -3.38% | -5.42% |
| Avg. Up Month | 9.67% | 17.5% |
| Avg. Down Month | -1.81% | -12.52% |
| Win Days % | 51.79% | 51.86% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |