| Metric | 11402458:btcusd:triple_med_gx:lsma195_135 | 11402458:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 66.25% | 54.3% |
| Max Drawdown | -12.53% | -29.51% |
| Sharpe | 1.19 | 0.54 |
| Sortino | 2.09 | 0.78 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.66 | 1.09 |
| Common Sense Ratio | 5.68 | 1.06 |
| CPC Index | 1.17 | 0.71 |
| Tail Ratio | 3.43 | 0.97 |
| Outlier Win Ratio | 32.49 | 3.48 |
| Outlier Loss Ratio | 3.33 | 2.88 |
| Volatility (ann.) | 10.64% | 25.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 4.99 | 1.74 |
| Skew | 2.88 | 0.21 |
| Kurtosis | 51.38 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.99% | 3.39% |
| Expected Yearly % | 28.94% | 24.22% |
| Kelly Criterion | 18.81% | 13.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.12% |
| Expected Shortfall (cVaR) | -0.88% | -2.12% |
| Year | 11402458:BTCUSD | 11402458:btcusd:triple_med_gx:lsma195_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 55.23 | 1.45 | + |
| 2025 | 11.80 | 7.10 | 0.60 | - |
| Metric | 11402458:btcusd:triple_med_gx:lsma195_135 | 11402458:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 11.43% | 26.2% |
| 6M | 7.1% | -1.67% |
| YTD | 7.1% | 11.8% |
| 1Y | 64.11% | 56.98% |
| 3Y (ann.) | 62.53% | 51.35% |
| 5Y (ann.) | 62.53% | 51.35% |
| Metric | 11402458:btcusd:triple_med_gx:lsma195_135 | 11402458:BTCUSD |
|---|---|---|
| Max Drawdown | -12.53% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -1.87% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 5.29 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-21 | -12.53 | 136 |
| 2024-09-14 | 2024-10-12 | -5.69 | 28 |
| 2024-06-10 | 2024-08-07 | -4.69 | 57 |
| 2024-09-06 | 2024-09-09 | -4.61 | 3 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 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 |
| 2025-05-11 | 2025-05-18 | -2.24 | 7 |
| 2025-04-21 | 2025-05-10 | -1.23 | 19 |
| Metric | 11402458:btcusd:triple_med_gx:lsma195_135 | 11402458:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 15.37% | 18.93% |
| Worst Week | -4.15% | -12.33% |
| Best Month | 28.98% | 37.42% |
| Worst Month | -3.41% | -17.69% |
| Best Year | 55.23% | 38.02% |
| Worst Year | 7.1% | 11.8% |
| Avg. Up Day | 1.08% | 1.1% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.74% | 6.75% |
| Avg. Down Week | -2.7% | -5.42% |
| Avg. Up Month | 9.35% | 16.18% |
| Avg. Down Month | -3.41% | -17.69% |
| Win Days % | 53.85% | 51.76% |
| Win Month % | 81.82% | 53.85% |
| Win Week % | 73.68% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |