| Metric | 11402519:btcusd:triple_med_gx:lsma220_135 | 11402519:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 64.84% | 54.3% |
| Max Drawdown | -10.4% | -29.51% |
| Sharpe | 1.09 | 0.54 |
| Sortino | 1.89 | 0.78 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.47 | 1.09 |
| Common Sense Ratio | 2.14 | 1.06 |
| CPC Index | 0.94 | 0.66 |
| Tail Ratio | 1.46 | 0.97 |
| Outlier Win Ratio | 27.5 | 3.75 |
| Outlier Loss Ratio | 3.41 | 2.99 |
| Volatility (ann.) | 11.52% | 25.08% |
| R^2 | 0.21 | 0.21 |
| Calmar | 5.89 | 1.74 |
| Skew | 2.49 | 0.21 |
| Kurtosis | 37.26 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.92% | 3.39% |
| Expected Yearly % | 28.39% | 24.22% |
| Kelly Criterion | 14.49% | 10.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.12% |
| Expected Shortfall (cVaR) | -0.96% | -2.12% |
| Year | 11402519:BTCUSD | 11402519:btcusd:triple_med_gx:lsma220_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 65.06 | 1.71 | + |
| 2025 | 11.80 | -0.14 | -0.01 | - |
| Metric | 11402519:btcusd:triple_med_gx:lsma220_135 | 11402519:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 3.17% | 26.2% |
| 6M | -0.14% | -1.67% |
| YTD | -0.14% | 11.8% |
| 1Y | 68.66% | 56.98% |
| 3Y (ann.) | 61.21% | 51.35% |
| 5Y (ann.) | 61.21% | 51.35% |
| Metric | 11402519:btcusd:triple_med_gx:lsma220_135 | 11402519:BTCUSD |
|---|---|---|
| Max Drawdown | -10.4% | -29.51% |
| Longest DD Days | 167.0 | 144.0 |
| Avg. Drawdown | -1.84% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 6.24 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-22 | -10.40 | 167 |
| 2024-06-05 | 2024-08-08 | -6.98 | 63 |
| 2024-09-20 | 2024-10-11 | -5.32 | 21 |
| 2025-05-23 | 2025-06-18 | -4.00 | 26 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-13 | 2024-12-04 | -2.67 | 21 |
| 2024-08-09 | 2024-09-08 | -2.43 | 30 |
| 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 |
| Metric | 11402519:btcusd:triple_med_gx:lsma220_135 | 11402519:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.09% | 18.93% |
| Worst Week | -5.39% | -12.33% |
| Best Month | 16.87% | 37.42% |
| Worst Month | -3.21% | -17.69% |
| Best Year | 65.06% | 38.02% |
| Worst Year | -0.14% | 11.8% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.38% | 6.4% |
| Avg. Down Week | -1.63% | -3.84% |
| Avg. Up Month | 11.42% | 17.44% |
| Avg. Down Month | -2.74% | -12.52% |
| Win Days % | 53.14% | 51.76% |
| Win Month % | 66.67% | 53.85% |
| Win Week % | 60.87% | 55.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |