| Metric | 11402465:btcusd:triple_med_gx:lsma230_135 | 11402465:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 87.42% | 36.85% |
| Max Drawdown | -12.48% | -32.7% |
| Sharpe | 1.98 | 0.68 |
| Sortino | 3.72 | 0.98 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.97 | 1.11 |
| Common Sense Ratio | 4.62 | 1.16 |
| CPC Index | 1.4 | 0.67 |
| Tail Ratio | 2.35 | 1.05 |
| Outlier Win Ratio | 21.86 | 3.4 |
| Outlier Loss Ratio | 3.38 | 2.84 |
| Volatility (ann.) | 21.96% | 46.0% |
| R^2 | 0.22 | 0.22 |
| Calmar | 4.08 | 0.7 |
| Skew | 2.26 | -0.16 |
| Kurtosis | 24.84 | 3.36 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.36% | 1.66% |
| Expected Yearly % | 36.9% | 16.98% |
| Kelly Criterion | 27.26% | 10.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -3.88% |
| Expected Shortfall (cVaR) | -1.77% | -3.88% |
| Year | 11402465:BTCUSD | 11402465:btcusd:triple_med_gx:lsma230_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 76.30 | 2.08 | + |
| 2025 | 0.11 | 6.31 | 57.52 | + |
| Metric | 11402465:btcusd:triple_med_gx:lsma230_135 | 11402465:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | 0.72% | -16.59% |
| 6M | -1.41% | -12.21% |
| YTD | 6.31% | 0.11% |
| 1Y | 6.31% | -6.96% |
| 3Y (ann.) | 50.93% | 22.82% |
| 5Y (ann.) | 50.93% | 22.82% |
| Metric | 11402465:btcusd:triple_med_gx:lsma230_135 | 11402465:BTCUSD |
|---|---|---|
| Max Drawdown | -12.48% | -32.7% |
| Longest DD Days | 136.0 | 154.0 |
| Avg. Drawdown | -4.34% | -10.02% |
| Avg. Drawdown Days | 42.0 | 40.0 |
| Recovery Factor | 7.0 | 1.13 |
| Ulcer Index | 0.99 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-21 | -12.48 | 136 |
| 2025-10-06 | 2025-12-10 | -10.66 | 65 |
| 2024-06-06 | 2024-08-09 | -6.73 | 64 |
| 2025-05-24 | 2025-10-03 | -5.69 | 132 |
| 2024-09-21 | 2024-10-14 | -4.59 | 23 |
| 2024-08-10 | 2024-09-10 | -3.94 | 31 |
| 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 | 11402465:btcusd:triple_med_gx:lsma230_135 | 11402465: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 | -5.1% | -23.44% |
| Best Year | 76.3% | 36.7% |
| Worst Year | 6.31% | 0.11% |
| Avg. Up Day | 1.83% | 1.89% |
| Avg. Down Day | -1.57% | -1.62% |
| Avg. Up Week | 5.46% | 6.72% |
| Avg. Down Week | -3.44% | -5.16% |
| Avg. Up Month | 10.66% | 14.89% |
| Avg. Down Month | -3.97% | -13.93% |
| Win Days % | 60.8% | 51.89% |
| Win Month % | 75.0% | 63.16% |
| Win Week % | 68.75% | 55.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |