| Metric | 11404231:btcusd:triple_med_gx:lsma285_140 | 11404231:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 52.98% | 61.16% |
| Max Drawdown | -12.28% | -29.51% |
| Sharpe | 0.94 | 0.59 |
| Sortino | 1.6 | 0.85 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.37 | 1.1 |
| Common Sense Ratio | 1.73 | 1.07 |
| CPC Index | 0.86 | 0.69 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 26.34 | 3.71 |
| Outlier Loss Ratio | 3.51 | 3.03 |
| Volatility (ann.) | 11.75% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 4.17 | 2.0 |
| Skew | 2.49 | 0.21 |
| Kurtosis | 36.4 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.32% | 3.74% |
| Expected Yearly % | 23.68% | 26.95% |
| Kelly Criterion | 11.66% | 12.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.13% |
| Expected Shortfall (cVaR) | -0.98% | -2.13% |
| Year | 11404231:BTCUSD | 11404231:btcusd:triple_med_gx:lsma285_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.98 | 0.92 | - |
| 2025 | 16.76 | 13.33 | 0.80 | - |
| Metric | 11404231:btcusd:triple_med_gx:lsma285_140 | 11404231:BTCUSD |
|---|---|---|
| MTD | 1.02% | 4.16% |
| 3M | 16.56% | 31.46% |
| 6M | 13.33% | 12.77% |
| YTD | 13.33% | 16.76% |
| 1Y | 48.84% | 56.84% |
| 3Y (ann.) | 51.25% | 59.12% |
| 5Y (ann.) | 51.25% | 59.12% |
| Metric | 11404231:btcusd:triple_med_gx:lsma285_140 | 11404231:BTCUSD |
|---|---|---|
| Max Drawdown | -12.28% | -29.51% |
| Longest DD Days | 138.0 | 144.0 |
| Avg. Drawdown | -2.72% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 4.31 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-22 | -12.28 | 138 |
| 2024-08-09 | 2024-10-14 | -8.20 | 66 |
| 2024-06-05 | 2024-08-08 | -7.32 | 64 |
| 2025-05-23 | 2025-06-02 | -3.97 | 10 |
| 2024-10-21 | 2024-11-06 | -3.67 | 16 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2025-05-10 | 2025-05-18 | -2.42 | 8 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 11404231:btcusd:triple_med_gx:lsma285_140 | 11404231:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 18.84% | 37.42% |
| Worst Month | -2.77% | -17.69% |
| Best Year | 34.98% | 38.02% |
| Worst Year | 13.33% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 4.27% | 5.89% |
| Avg. Down Week | -3.01% | -3.44% |
| Avg. Up Month | 7.15% | 14.17% |
| Avg. Down Month | -1.6% | -9.04% |
| Win Days % | 51.64% | 51.86% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |