| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 83.16% | 36.61% |
| Max Drawdown | -12.72% | -34.42% |
| Sharpe | 0.98 | 0.33 |
| Sortino | 1.65 | 0.48 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.44 | 1.05 |
| Common Sense Ratio | 2.49 | 0.94 |
| CPC Index | 0.94 | 0.67 |
| Tail Ratio | 1.72 | 0.89 |
| Outlier Win Ratio | 27.82 | 3.55 |
| Outlier Loss Ratio | 3.45 | 3.08 |
| Volatility (ann.) | 10.64% | 23.45% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.83 | 0.66 |
| Skew | 2.23 | 0.11 |
| Kurtosis | 41.0 | 7.09 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.24% | 1.66% |
| Expected Yearly % | 35.34% | 16.88% |
| Kelly Criterion | 14.15% | 12.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.0% |
| Expected Shortfall (cVaR) | -0.89% | -2.0% |
| Year | 11402462:BTCUSD | 11402462:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 79.43 | 2.09 | + |
| 2025 | -1.03 | 2.08 | -2.03 | + |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 0.72% | -17.17% |
| 6M | -4.1% | -16.23% |
| YTD | 2.08% | -1.03% |
| 1Y | 2.08% | -5.06% |
| 3Y (ann.) | 48.67% | 22.68% |
| 5Y (ann.) | 48.67% | 22.68% |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Max Drawdown | -12.72% | -34.42% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -2.57% | -5.99% |
| Avg. Drawdown Days | 15.0 | 18.0 |
| Recovery Factor | 6.54 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-21 | -12.72 | 136 |
| 2025-10-06 | 2025-12-10 | -11.64 | 64 |
| 2025-05-23 | 2025-10-05 | -8.90 | 135 |
| 2024-09-20 | 2024-10-14 | -6.21 | 23 |
| 2024-08-09 | 2024-09-10 | -5.71 | 32 |
| 2024-06-10 | 2024-08-07 | -4.69 | 57 |
| 2024-09-14 | 2024-09-17 | -3.95 | 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 |
| Metric | 11402462:btcusd:triple_med_gx:lsma215_135 | 11402462:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -7.65% | -12.33% |
| Best Month | 28.12% | 37.42% |
| Worst Month | -4.15% | -17.69% |
| Best Year | 79.43% | 38.02% |
| Worst Year | 2.08% | -1.03% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.88% | 7.56% |
| Avg. Down Week | -3.2% | -4.56% |
| Avg. Up Month | 10.33% | 14.38% |
| Avg. Down Month | -2.57% | -10.51% |
| Win Days % | 52.54% | 51.97% |
| Win Month % | 66.67% | 57.89% |
| Win Week % | 54.84% | 53.09% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |