| Metric | 11405947:btcusd:triple_med_gx:lsma215_145 | 11405947:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 78.18% | 75.42% |
| Max Drawdown | -8.17% | -29.51% |
| Sharpe | 1.33 | 0.63 |
| Sortino | 2.33 | 0.92 |
| Payoff Ratio | 1.27 | 1.25 |
| Profit Factor | 1.67 | 1.11 |
| Common Sense Ratio | 4.94 | 1.06 |
| CPC Index | 1.18 | 0.72 |
| Tail Ratio | 2.95 | 0.96 |
| Outlier Win Ratio | 33.14 | 3.77 |
| Outlier Loss Ratio | 3.39 | 2.94 |
| Volatility (ann.) | 10.01% | 24.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | 8.21 | 2.19 |
| Skew | 1.95 | 0.2 |
| Kurtosis | 28.78 | 7.24 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.21% | 4.1% |
| Expected Yearly % | 33.48% | 32.45% |
| Kelly Criterion | 20.31% | 13.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11405947:BTCUSD | 11405947:btcusd:triple_med_gx:lsma215_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 52.94 | 1.39 | + |
| 2025 | 27.10 | 16.51 | 0.61 | - |
| Metric | 11405947:btcusd:triple_med_gx:lsma215_145 | 11405947:BTCUSD |
|---|---|---|
| MTD | 2.51% | 10.71% |
| 3M | 17.84% | 41.88% |
| 6M | 16.51% | 22.91% |
| YTD | 16.51% | 27.1% |
| 1Y | 80.32% | 82.29% |
| 3Y (ann.) | 67.03% | 64.73% |
| 5Y (ann.) | 67.03% | 64.73% |
| Metric | 11405947:btcusd:triple_med_gx:lsma215_145 | 11405947:BTCUSD |
|---|---|---|
| Max Drawdown | -8.17% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -2.0% | -4.71% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 9.57 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-21 | -8.17 | 136 |
| 2024-09-20 | 2024-10-14 | -6.21 | 23 |
| 2024-08-09 | 2024-09-09 | -5.21 | 31 |
| 2024-06-05 | 2024-08-08 | -5.08 | 63 |
| 2025-05-23 | 2025-07-17 | -4.40 | 55 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2025-05-12 | 2025-05-13 | -1.61 | 1 |
| Metric | 11405947:btcusd:triple_med_gx:lsma215_145 | 11405947:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -3.81% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -2.79% | -17.69% |
| Best Year | 52.94% | 38.02% |
| Worst Year | 16.51% | 27.1% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.51% | 7.0% |
| Avg. Down Week | -2.56% | -5.61% |
| Avg. Up Month | 8.34% | 15.27% |
| Avg. Down Month | -1.98% | -12.52% |
| Win Days % | 55.47% | 51.89% |
| Win Month % | 80.0% | 64.29% |
| Win Week % | 65.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |