| Metric | 11402463:btcusd:triple_med_gx:lsma220_135 | 11402463:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 83.27% | 36.85% |
| Max Drawdown | -12.66% | -32.7% |
| Sharpe | 1.92 | 0.68 |
| Sortino | 3.63 | 0.98 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.94 | 1.11 |
| Common Sense Ratio | 4.24 | 1.16 |
| CPC Index | 1.41 | 0.68 |
| Tail Ratio | 2.18 | 1.05 |
| Outlier Win Ratio | 22.29 | 3.4 |
| Outlier Loss Ratio | 3.47 | 2.83 |
| Volatility (ann.) | 21.86% | 46.0% |
| R^2 | 0.22 | 0.22 |
| Calmar | 3.85 | 0.7 |
| Skew | 2.33 | -0.16 |
| Kurtosis | 25.29 | 3.36 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.24% | 1.66% |
| Expected Yearly % | 35.38% | 16.98% |
| Kelly Criterion | 25.66% | 11.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -3.88% |
| Expected Shortfall (cVaR) | -1.77% | -3.88% |
| Year | 11402463:BTCUSD | 11402463:btcusd:triple_med_gx:lsma220_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 76.30 | 2.08 | + |
| 2025 | 0.11 | 3.95 | 36.05 | + |
| Metric | 11402463:btcusd:triple_med_gx:lsma220_135 | 11402463:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | 0.72% | -16.59% |
| 6M | -3.17% | -12.21% |
| YTD | 3.95% | 0.11% |
| 1Y | 3.95% | -6.96% |
| 3Y (ann.) | 48.73% | 22.82% |
| 5Y (ann.) | 48.73% | 22.82% |
| Metric | 11402463:btcusd:triple_med_gx:lsma220_135 | 11402463:BTCUSD |
|---|---|---|
| Max Drawdown | -12.66% | -32.7% |
| Longest DD Days | 136.0 | 154.0 |
| Avg. Drawdown | -4.34% | -10.02% |
| Avg. Drawdown Days | 42.0 | 40.0 |
| Recovery Factor | 6.58 | 1.13 |
| Ulcer Index | 0.99 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-21 | -12.66 | 136 |
| 2025-10-06 | 2025-12-10 | -10.66 | 65 |
| 2025-05-24 | 2025-10-04 | -7.16 | 133 |
| 2024-09-21 | 2024-10-14 | -4.59 | 23 |
| 2024-08-10 | 2024-09-10 | -4.57 | 31 |
| 2024-06-06 | 2024-08-07 | -4.40 | 62 |
| 2024-09-16 | 2024-09-18 | -2.55 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2025-04-22 | 2025-05-20 | -1.93 | 28 |
| 2024-09-11 | 2024-09-12 | -1.23 | 1 |
| Metric | 11402463:btcusd:triple_med_gx:lsma220_135 | 11402463:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 15.24% | 15.41% |
| Worst Week | -6.16% | -18.81% |
| Best Month | 28.12% | 34.43% |
| Worst Month | -5.51% | -23.44% |
| Best Year | 76.3% | 36.7% |
| Worst Year | 3.95% | 0.11% |
| Avg. Up Day | 1.9% | 1.93% |
| Avg. Down Day | -1.55% | -1.62% |
| Avg. Up Week | 5.3% | 6.72% |
| Avg. Down Week | -3.22% | -5.16% |
| Avg. Up Month | 10.11% | 14.89% |
| Avg. Down Month | -3.38% | -13.93% |
| Win Days % | 59.02% | 51.89% |
| Win Month % | 75.0% | 63.16% |
| Win Week % | 65.62% | 55.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |