| Metric | 11402459:btcusd:triple_med_gx:lsma200_135 | 11402459:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 78.19% | 54.3% |
| Max Drawdown | -10.02% | -29.51% |
| Sharpe | 1.29 | 0.54 |
| Sortino | 2.31 | 0.78 |
| Payoff Ratio | 1.36 | 1.31 |
| Profit Factor | 1.69 | 1.09 |
| Common Sense Ratio | 5.26 | 1.06 |
| CPC Index | 1.23 | 0.74 |
| Tail Ratio | 3.11 | 0.97 |
| Outlier Win Ratio | 30.6 | 3.63 |
| Outlier Loss Ratio | 3.31 | 2.92 |
| Volatility (ann.) | 11.18% | 25.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 7.35 | 1.74 |
| Skew | 2.79 | 0.21 |
| Kurtosis | 44.02 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.54% | 3.39% |
| Expected Yearly % | 33.49% | 24.22% |
| Kelly Criterion | 19.55% | 14.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.12% |
| Expected Shortfall (cVaR) | -0.92% | -2.12% |
| Year | 11402459:BTCUSD | 11402459:btcusd:triple_med_gx:lsma200_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 60.33 | 1.59 | + |
| 2025 | 11.80 | 11.14 | 0.94 | - |
| Metric | 11402459:btcusd:triple_med_gx:lsma200_135 | 11402459:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 15.63% | 26.2% |
| 6M | 11.14% | -1.67% |
| YTD | 11.14% | 11.8% |
| 1Y | 74.68% | 56.98% |
| 3Y (ann.) | 73.67% | 51.35% |
| 5Y (ann.) | 73.67% | 51.35% |
| Metric | 11402459:btcusd:triple_med_gx:lsma200_135 | 11402459:BTCUSD |
|---|---|---|
| Max Drawdown | -10.02% | -29.51% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -1.97% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 7.8 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-12 | -10.02 | 128 |
| 2024-09-14 | 2024-11-05 | -7.78 | 52 |
| 2024-08-09 | 2024-09-09 | -5.52 | 31 |
| 2024-06-10 | 2024-08-06 | -4.69 | 56 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2025-04-15 | 2025-04-21 | -2.59 | 5 |
| 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 |
| Metric | 11402459:btcusd:triple_med_gx:lsma200_135 | 11402459: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 | 60.33% | 38.02% |
| Worst Year | 11.14% | 11.8% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 5.85% | 6.48% |
| Avg. Down Week | -2.53% | -5.42% |
| Avg. Up Month | 11.96% | 17.5% |
| Avg. Down Month | -3.41% | -17.69% |
| Win Days % | 53.66% | 51.76% |
| Win Month % | 72.73% | 53.85% |
| Win Week % | 68.42% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |