| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 27.43% | 41.17% |
| Max Drawdown | -20.73% | -29.51% |
| Sharpe | 0.47 | 0.37 |
| Sortino | 0.74 | 0.53 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.88 | 0.96 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 1.53 | 0.9 |
| Outlier Win Ratio | 34.99 | 3.29 |
| Outlier Loss Ratio | 3.3 | 3.05 |
| Volatility (ann.) | 9.89% | 23.17% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.87 | 0.9 |
| Skew | 2.31 | 0.15 |
| Kurtosis | 54.92 | 7.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.36% | 1.93% |
| Expected Yearly % | 12.89% | 18.81% |
| Kelly Criterion | 5.23% | 11.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -1.97% |
| Expected Shortfall (cVaR) | -0.84% | -1.97% |
| Year | 11402513:BTCUSD | 11402513:btcusd:triple_med_gx:lsma190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 54.05 | 1.42 | + |
| 2025 | 2.28 | -17.28 | -7.59 | - |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| MTD | -8.79% | -12.85% |
| 3M | -11.49% | -18.73% |
| 6M | -8.77% | -7.45% |
| YTD | -17.28% | 2.28% |
| 1Y | -14.17% | 5.34% |
| 3Y (ann.) | 18.02% | 26.57% |
| 5Y (ann.) | 18.02% | 26.57% |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Max Drawdown | -20.73% | -29.51% |
| Longest DD Days | 346.0 | 144.0 |
| Avg. Drawdown | -2.35% | -5.67% |
| Avg. Drawdown Days | 24.0 | 17.0 |
| Recovery Factor | 1.32 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -20.73 | 346 |
| 2024-09-14 | 2024-11-05 | -5.81 | 52 |
| 2024-06-05 | 2024-08-06 | -4.93 | 61 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-09 | 2024-09-08 | -1.50 | 30 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| Metric | 11402513:btcusd:triple_med_gx:lsma190_135 | 11402513:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.54% | -12.33% |
| Best Month | 16.75% | 37.42% |
| Worst Month | -8.79% | -17.69% |
| Best Year | 54.05% | 38.02% |
| Worst Year | -17.28% | 2.28% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.26% | 7.84% |
| Avg. Down Week | -3.73% | -5.16% |
| Avg. Up Month | 6.69% | 13.81% |
| Avg. Down Month | -4.95% | -10.25% |
| Win Days % | 48.05% | 52.13% |
| Win Month % | 57.14% | 55.56% |
| Win Week % | 55.56% | 53.85% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |