| Metric | 11405950:btcusd:triple_med_gx:lsma230_145 | 11405950:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 83.21% | 54.3% |
| Max Drawdown | -9.01% | -29.51% |
| Sharpe | 1.46 | 0.54 |
| Sortino | 2.6 | 0.78 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.69 | 1.09 |
| Common Sense Ratio | 3.42 | 1.06 |
| CPC Index | 1.19 | 0.67 |
| Tail Ratio | 2.02 | 0.97 |
| Outlier Win Ratio | 30.45 | 3.75 |
| Outlier Loss Ratio | 3.26 | 2.85 |
| Volatility (ann.) | 10.26% | 25.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 8.69 | 1.74 |
| Skew | 2.06 | 0.21 |
| Kurtosis | 25.86 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.77% | 3.39% |
| Expected Yearly % | 35.36% | 24.22% |
| Kelly Criterion | 22.59% | 10.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.12% |
| Expected Shortfall (cVaR) | -0.84% | -2.12% |
| Year | 11405950:BTCUSD | 11405950:btcusd:triple_med_gx:lsma230_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 56.85 | 1.50 | + |
| 2025 | 11.80 | 16.81 | 1.43 | + |
| Metric | 11405950:btcusd:triple_med_gx:lsma230_145 | 11405950:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 19.16% | 26.2% |
| 6M | 16.81% | -1.67% |
| YTD | 16.81% | 11.8% |
| 1Y | 88.44% | 56.98% |
| 3Y (ann.) | 78.34% | 51.35% |
| 5Y (ann.) | 78.34% | 51.35% |
| Metric | 11405950:btcusd:triple_med_gx:lsma230_145 | 11405950:BTCUSD |
|---|---|---|
| Max Drawdown | -9.01% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -1.96% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 9.23 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-21 | -9.01 | 136 |
| 2024-09-20 | 2024-10-14 | -5.99 | 23 |
| 2024-06-05 | 2024-08-08 | -5.43 | 63 |
| 2025-05-23 | 2025-06-18 | -3.97 | 26 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-08-09 | 2024-09-09 | -2.68 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2025-05-12 | 2025-05-13 | -1.37 | 1 |
| Metric | 11405950:btcusd:triple_med_gx:lsma230_145 | 11405950:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 13.89% | 18.93% |
| Worst Week | -4.06% | -12.33% |
| Best Month | 15.48% | 37.42% |
| Worst Month | -2.78% | -17.69% |
| Best Year | 56.85% | 38.02% |
| Worst Year | 16.81% | 11.8% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 5.02% | 5.78% |
| Avg. Down Week | -2.59% | -6.45% |
| Avg. Up Month | 11.18% | 16.18% |
| Avg. Down Month | -2.37% | -12.52% |
| Win Days % | 57.35% | 51.76% |
| Win Month % | 77.78% | 53.85% |
| Win Week % | 75.0% | 55.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |