| Metric | 11402514:btcusd:triple_med_gx:lsma195_135 | 11402514:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 40.04% | 61.16% |
| Max Drawdown | -12.15% | -29.51% |
| Sharpe | 0.79 | 0.59 |
| Sortino | 1.37 | 0.85 |
| Payoff Ratio | 1.29 | 1.28 |
| Profit Factor | 1.38 | 1.1 |
| Common Sense Ratio | 2.72 | 1.07 |
| CPC Index | 0.89 | 0.73 |
| Tail Ratio | 1.96 | 0.98 |
| Outlier Win Ratio | 32.93 | 3.5 |
| Outlier Loss Ratio | 3.2 | 2.99 |
| Volatility (ann.) | 11.05% | 25.19% |
| R^2 | 0.19 | 0.19 |
| Calmar | 3.19 | 2.0 |
| Skew | 2.86 | 0.21 |
| Kurtosis | 46.57 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.62% | 3.74% |
| Expected Yearly % | 18.34% | 26.95% |
| Kelly Criterion | 10.9% | 14.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.13% |
| Expected Shortfall (cVaR) | -0.93% | -2.13% |
| Year | 11402514:BTCUSD | 11402514:btcusd:triple_med_gx:lsma195_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 44.44 | 1.17 | + |
| 2025 | 16.76 | -3.04 | -0.18 | - |
| Metric | 11402514:btcusd:triple_med_gx:lsma195_135 | 11402514:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.97% | 31.46% |
| 6M | -3.04% | 12.77% |
| YTD | -3.04% | 16.76% |
| 1Y | 35.84% | 56.84% |
| 3Y (ann.) | 38.79% | 59.12% |
| 5Y (ann.) | 38.79% | 59.12% |
| Metric | 11402514:btcusd:triple_med_gx:lsma195_135 | 11402514:BTCUSD |
|---|---|---|
| Max Drawdown | -12.15% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.17% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 3.3 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -12.15 | 188 |
| 2024-09-14 | 2024-11-06 | -6.75 | 53 |
| 2024-06-05 | 2024-08-08 | -4.93 | 63 |
| 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 | 2024-09-09 | -2.03 | 31 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| Metric | 11402514:btcusd:triple_med_gx:lsma195_135 | 11402514:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -4.91% | -12.33% |
| Best Month | 16.75% | 37.42% |
| Worst Month | -4.91% | -17.69% |
| Best Year | 44.44% | 38.02% |
| Worst Year | -3.04% | 16.76% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 4.99% | 7.14% |
| Avg. Down Week | -2.48% | -4.11% |
| Avg. Up Month | 5.63% | 16.18% |
| Avg. Down Month | -4.91% | -17.69% |
| Win Days % | 49.78% | 51.86% |
| Win Month % | 88.89% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |