| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 70.68% | 28.49% |
| Max Drawdown | -12.48% | -26.06% |
| Sharpe | 2.66 | 0.85 |
| Sortino | 5.95 | 1.24 |
| Payoff Ratio | 1.42 | 1.37 |
| Profit Factor | 2.56 | 1.13 |
| Common Sense Ratio | 11.87 | 1.15 |
| CPC Index | 2.3 | 0.81 |
| Tail Ratio | 4.63 | 1.01 |
| Outlier Win Ratio | 20.13 | 3.46 |
| Outlier Loss Ratio | 3.18 | 2.49 |
| Volatility (ann.) | 25.94% | 51.82% |
| R^2 | 0.25 | 0.25 |
| Calmar | 7.48 | 1.39 |
| Skew | 2.93 | -0.21 |
| Kurtosis | 19.38 | 2.89 |
| Expected Daily % | 0.18% | 0.08% |
| Expected Monthly % | 5.49% | 2.54% |
| Expected Yearly % | 30.65% | 13.36% |
| Kelly Criterion | 37.16% | 17.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -4.34% |
| Expected Shortfall (cVaR) | -2.04% | -4.34% |
| Year | 11402464:BTCUSD | 11402464:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 79.36 | 2.16 | + |
| 2025 | -6.00 | -4.84 | 0.81 | + |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| MTD | 0.0% | 8.82% |
| 3M | -4.84% | -11.89% |
| 6M | 36.7% | 38.13% |
| YTD | -4.84% | -6.0% |
| 1Y | 70.68% | 28.49% |
| 3Y (ann.) | 93.33% | 36.23% |
| 5Y (ann.) | 93.33% | 36.23% |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Max Drawdown | -12.48% | -26.06% |
| Longest DD Days | 108.0 | 144.0 |
| Avg. Drawdown | -3.28% | -8.25% |
| Avg. Drawdown Days | 24.0 | 30.0 |
| Recovery Factor | 5.66 | 1.09 |
| Ulcer Index | 0.99 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-24 | -12.48 | 108 |
| 2024-09-21 | 2024-10-14 | -4.59 | 23 |
| 2024-06-06 | 2024-08-07 | -4.40 | 62 |
| 2024-09-07 | 2024-09-10 | -3.80 | 3 |
| 2024-09-16 | 2024-09-18 | -2.55 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-11 | 2024-09-12 | -1.23 | 1 |
| 2024-08-10 | 2024-09-06 | -1.01 | 27 |
| 2024-10-19 | 2024-11-05 | -0.63 | 17 |
| 2024-09-13 | 2024-09-14 | -0.09 | 1 |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -5.94% | -13.23% |
| Best Week | 15.24% | 15.41% |
| Worst Week | -5.62% | -18.81% |
| Best Month | 28.12% | 34.43% |
| Worst Month | -4.84% | -23.44% |
| Best Year | 79.36% | 36.7% |
| Worst Year | -4.84% | -6.0% |
| Avg. Up Day | 2.38% | 2.44% |
| Avg. Down Day | -1.67% | -1.78% |
| Avg. Up Week | 7.36% | 7.38% |
| Avg. Down Week | -2.33% | -3.72% |
| Avg. Up Month | 15.97% | 18.47% |
| Avg. Down Month | -2.75% | -16.85% |
| Win Days % | 63.08% | 52.36% |
| Win Month % | 71.43% | 60.0% |
| Win Week % | 61.11% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |