| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 70.68% | 30.09% |
| Max Drawdown | -12.55% | -28.38% |
| Sharpe | 1.4 | 0.44 |
| Sortino | 2.66 | 0.63 |
| Payoff Ratio | 1.41 | 1.37 |
| Profit Factor | 1.68 | 1.07 |
| Common Sense Ratio | 2.79 | 0.99 |
| CPC Index | 1.26 | 0.76 |
| Tail Ratio | 1.66 | 0.93 |
| Outlier Win Ratio | 27.54 | 3.79 |
| Outlier Loss Ratio | 3.38 | 2.9 |
| Volatility (ann.) | 12.2% | 26.18% |
| R^2 | 0.22 | 0.22 |
| Calmar | 7.37 | 1.34 |
| Skew | 3.21 | 0.13 |
| Kurtosis | 36.77 | 6.5 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.49% | 2.67% |
| Expected Yearly % | 30.65% | 14.06% |
| Kelly Criterion | 20.15% | 15.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.22% |
| Expected Shortfall (cVaR) | -1.0% | -2.22% |
| Year | 11402464:BTCUSD | 11402464:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 79.36 | 2.09 | + |
| 2025 | -5.74 | -4.84 | 0.84 | + |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.38% |
| 3M | -4.84% | -10.75% |
| 6M | 36.64% | 38.92% |
| YTD | -4.84% | -5.74% |
| 1Y | 70.68% | 30.09% |
| 3Y (ann.) | 92.48% | 38.02% |
| 5Y (ann.) | 92.48% | 38.02% |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Max Drawdown | -12.55% | -28.38% |
| Longest DD Days | 110.0 | 144.0 |
| Avg. Drawdown | -2.09% | -4.56% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 5.63 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-03-26 | -12.55 | 110 |
| 2024-09-20 | 2024-10-14 | -6.21 | 23 |
| 2024-08-09 | 2024-09-10 | -5.59 | 32 |
| 2024-06-10 | 2024-08-07 | -4.69 | 57 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 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 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 11402464:btcusd:triple_med_gx:lsma225_135 | 11402464:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -4.17% | -12.33% |
| Best Month | 28.12% | 37.42% |
| Worst Month | -2.64% | -17.69% |
| Best Year | 79.36% | 38.02% |
| Worst Year | -4.84% | -5.74% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 7.45% | 7.66% |
| Avg. Down Week | -2.8% | -4.98% |
| Avg. Up Month | 15.97% | 18.55% |
| Avg. Down Month | -1.65% | -12.52% |
| Win Days % | 53.33% | 51.38% |
| Win Month % | 62.5% | 60.0% |
| Win Week % | 52.94% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |