| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 37.43% | 40.54% |
| Max Drawdown | -16.25% | -28.21% |
| Sharpe | 1.17 | 0.74 |
| Sortino | 1.9 | 1.07 |
| Payoff Ratio | 1.1 | 1.17 |
| Profit Factor | 1.5 | 1.12 |
| Common Sense Ratio | 3.05 | 1.2 |
| CPC Index | 0.88 | 0.68 |
| Tail Ratio | 2.04 | 1.07 |
| Outlier Win Ratio | 25.57 | 3.27 |
| Outlier Loss Ratio | 3.29 | 2.82 |
| Volatility (ann.) | 20.33% | 45.32% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.49 | 0.93 |
| Skew | 1.18 | -0.17 |
| Kurtosis | 24.61 | 3.58 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.78% | 1.91% |
| Expected Yearly % | 17.23% | 18.55% |
| Kelly Criterion | 11.45% | 10.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -3.81% |
| Expected Shortfall (cVaR) | -1.69% | -3.81% |
| Year | 11438826:BTCUSD | 11438826:btcusd:triple_med_gx:lsma210_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 54.79 | 1.49 | + |
| 2025 | 2.81 | -11.22 | -3.99 | - |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| MTD | 0.0% | -13.5% |
| 3M | -0.85% | -19.24% |
| 6M | -3.04% | -8.05% |
| YTD | -11.22% | 2.81% |
| 1Y | -8.74% | 4.01% |
| 3Y (ann.) | 24.27% | 26.19% |
| 5Y (ann.) | 24.27% | 26.19% |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Max Drawdown | -16.25% | -28.21% |
| Longest DD Days | 346.0 | 154.0 |
| Avg. Drawdown | -3.16% | -9.35% |
| Avg. Drawdown Days | 47.0 | 39.0 |
| Recovery Factor | 2.3 | 1.44 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-11-17 | -16.25 | 346 |
| 2024-06-06 | 2024-08-09 | -4.35 | 64 |
| 2024-09-19 | 2024-10-12 | -3.51 | 23 |
| 2024-09-16 | 2024-09-18 | -2.55 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-11 | 2024-09-12 | -1.23 | 1 |
| 2024-08-10 | 2024-09-09 | -1.19 | 30 |
| 2024-11-08 | 2024-11-12 | -0.20 | 4 |
| 2024-12-04 | 2024-12-05 | -0.18 | 1 |
| 2024-09-13 | 2024-09-14 | -0.09 | 1 |
| Metric | 11438826:btcusd:triple_med_gx:lsma210_135 | 11438826:BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 10.73% | 15.41% |
| Worst Week | -5.69% | -18.81% |
| Best Month | 17.83% | 34.43% |
| Worst Month | -5.09% | -23.44% |
| Best Year | 54.79% | 36.7% |
| Worst Year | -11.22% | 2.81% |
| Avg. Up Day | 1.87% | 2.03% |
| Avg. Down Day | -1.71% | -1.74% |
| Avg. Up Week | 4.1% | 7.13% |
| Avg. Down Week | -2.85% | -4.75% |
| Avg. Up Month | 6.68% | 13.09% |
| Avg. Down Month | -3.66% | -11.7% |
| Win Days % | 53.7% | 51.87% |
| Win Month % | 69.23% | 61.11% |
| Win Week % | 55.17% | 53.85% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |