| Metric | 11404216:btcusd:triple_med_gx:lsma210_140 | 11404216:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 55.5% | 61.16% |
| Max Drawdown | -10.89% | -29.51% |
| Sharpe | 0.97 | 0.59 |
| Sortino | 1.68 | 0.85 |
| Payoff Ratio | 1.27 | 1.27 |
| Profit Factor | 1.44 | 1.1 |
| Common Sense Ratio | 2.52 | 1.07 |
| CPC Index | 0.94 | 0.72 |
| Tail Ratio | 1.75 | 0.98 |
| Outlier Win Ratio | 29.73 | 3.76 |
| Outlier Loss Ratio | 3.16 | 3.02 |
| Volatility (ann.) | 11.73% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 4.93 | 2.0 |
| Skew | 2.54 | 0.21 |
| Kurtosis | 38.08 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.45% | 3.74% |
| Expected Yearly % | 24.7% | 26.95% |
| Kelly Criterion | 13.0% | 14.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.13% |
| Expected Shortfall (cVaR) | -0.98% | -2.13% |
| Year | 11404216:BTCUSD | 11404216:btcusd:triple_med_gx:lsma210_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 43.70 | 1.15 | + |
| 2025 | 16.76 | 8.21 | 0.49 | - |
| Metric | 11404216:btcusd:triple_med_gx:lsma210_140 | 11404216:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.74% | 31.46% |
| 6M | 8.21% | 12.77% |
| YTD | 8.21% | 16.76% |
| 1Y | 51.3% | 56.84% |
| 3Y (ann.) | 53.68% | 59.12% |
| 5Y (ann.) | 53.68% | 59.12% |
| Metric | 11404216:btcusd:triple_med_gx:lsma210_140 | 11404216:BTCUSD |
|---|---|---|
| Max Drawdown | -10.89% | -29.51% |
| Longest DD Days | 138.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 5.1 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-22 | -10.89 | 138 |
| 2024-09-17 | 2024-10-14 | -6.99 | 26 |
| 2024-06-05 | 2024-08-08 | -6.75 | 63 |
| 2024-08-09 | 2024-09-10 | -6.44 | 32 |
| 2025-05-23 | 2025-06-11 | -4.10 | 19 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-05-10 | 2025-05-18 | -2.42 | 8 |
| Metric | 11404216:btcusd:triple_med_gx:lsma210_140 | 11404216:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -4.03% | -12.33% |
| Best Month | 18.84% | 37.42% |
| Worst Month | -4.02% | -17.69% |
| Best Year | 43.7% | 38.02% |
| Worst Year | 8.21% | 16.76% |
| Avg. Up Day | 1.14% | 1.14% |
| Avg. Down Day | -0.9% | -0.89% |
| Avg. Up Week | 6.11% | 8.11% |
| Avg. Down Week | -3.28% | -4.99% |
| Avg. Up Month | 8.42% | 16.18% |
| Avg. Down Month | -1.82% | -9.04% |
| Win Days % | 51.33% | 51.86% |
| Win Month % | 70.0% | 61.54% |
| Win Week % | 57.89% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |