| Metric | 11402518:btcusd:triple_med_gx:lsma215_135 | 11402518:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 54.15% | 61.16% |
| Max Drawdown | -11.89% | -29.51% |
| Sharpe | 0.95 | 0.59 |
| Sortino | 1.62 | 0.85 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 1.4 | 1.1 |
| Common Sense Ratio | 1.89 | 1.07 |
| CPC Index | 0.88 | 0.68 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 27.71 | 3.75 |
| Outlier Loss Ratio | 3.27 | 3.02 |
| Volatility (ann.) | 11.83% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 4.41 | 2.0 |
| Skew | 2.45 | 0.21 |
| Kurtosis | 36.11 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.38% | 3.74% |
| Expected Yearly % | 24.16% | 26.95% |
| Kelly Criterion | 12.39% | 11.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11402518:BTCUSD | 11402518:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 61.80 | 1.63 | + |
| 2025 | 16.76 | -4.73 | -0.28 | - |
| Metric | 11402518:btcusd:triple_med_gx:lsma215_135 | 11402518:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.2% | 31.46% |
| 6M | -4.73% | 12.77% |
| YTD | -4.73% | 16.76% |
| 1Y | 49.52% | 56.84% |
| 3Y (ann.) | 52.38% | 59.12% |
| 5Y (ann.) | 52.38% | 59.12% |
| Metric | 11402518:btcusd:triple_med_gx:lsma215_135 | 11402518:BTCUSD |
|---|---|---|
| Max Drawdown | -11.89% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.04% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 4.56 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -11.89 | 188 |
| 2024-06-05 | 2024-08-08 | -7.37 | 64 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-10-16 | 2024-11-06 | -1.97 | 20 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11402518:btcusd:triple_med_gx:lsma215_135 | 11402518:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.22% | -12.33% |
| Best Month | 17.75% | 37.42% |
| Worst Month | -4.91% | -17.69% |
| Best Year | 61.8% | 38.02% |
| Worst Year | -4.73% | 16.76% |
| Avg. Up Day | 1.03% | 1.04% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 4.55% | 6.85% |
| Avg. Down Week | -2.65% | -3.96% |
| Avg. Up Month | 10.51% | 17.44% |
| Avg. Down Month | -4.06% | -12.52% |
| Win Days % | 51.99% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |