| Metric | 11402457:btcusd:triple_med_gx:lsma190_135 | 11402457:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 50.81% | 61.16% |
| Max Drawdown | -14.31% | -29.51% |
| Sharpe | 1.0 | 0.59 |
| Sortino | 1.72 | 0.85 |
| Payoff Ratio | 1.32 | 1.28 |
| Profit Factor | 1.55 | 1.1 |
| Common Sense Ratio | 3.89 | 1.07 |
| CPC Index | 1.05 | 0.73 |
| Tail Ratio | 2.5 | 0.98 |
| Outlier Win Ratio | 34.84 | 3.43 |
| Outlier Loss Ratio | 3.33 | 2.95 |
| Volatility (ann.) | 10.5% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 3.44 | 2.0 |
| Skew | 2.87 | 0.21 |
| Kurtosis | 54.59 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.21% | 3.74% |
| Expected Yearly % | 22.8% | 26.95% |
| Kelly Criterion | 14.92% | 14.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11402457:BTCUSD | 11402457:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 46.23 | 1.22 | + |
| 2025 | 16.76 | 3.13 | 0.19 | - |
| Metric | 11402457:btcusd:triple_med_gx:lsma190_135 | 11402457:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.27% | 31.46% |
| 6M | 3.13% | 12.77% |
| YTD | 3.13% | 16.76% |
| 1Y | 46.07% | 56.84% |
| 3Y (ann.) | 49.16% | 59.12% |
| 5Y (ann.) | 49.16% | 59.12% |
| Metric | 11402457:btcusd:triple_med_gx:lsma190_135 | 11402457:BTCUSD |
|---|---|---|
| Max Drawdown | -14.31% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -1.81% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 3.55 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -14.31 | 188 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 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 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-06-02 | 2024-06-03 | -0.86 | 0 |
| Metric | 11402457:btcusd:triple_med_gx:lsma190_135 | 11402457: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 | 46.23% | 38.02% |
| Worst Year | 3.13% | 16.76% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 5.22% | 6.82% |
| Avg. Down Week | -3.41% | -5.42% |
| Avg. Up Month | 8.67% | 16.18% |
| Avg. Down Month | -1.87% | -12.52% |
| Win Days % | 51.66% | 51.86% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |