| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 48.81% | 40.54% |
| Max Drawdown | -13.14% | -28.21% |
| Sharpe | 1.41 | 0.74 |
| Sortino | 2.34 | 1.07 |
| Payoff Ratio | 1.09 | 1.18 |
| Profit Factor | 1.61 | 1.12 |
| Common Sense Ratio | 3.31 | 1.2 |
| CPC Index | 0.99 | 0.69 |
| Tail Ratio | 2.06 | 1.07 |
| Outlier Win Ratio | 23.55 | 3.27 |
| Outlier Loss Ratio | 3.25 | 2.82 |
| Volatility (ann.) | 20.67% | 45.32% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.38 | 0.93 |
| Skew | 1.17 | -0.17 |
| Kurtosis | 22.92 | 3.58 |
| Expected Daily % | 0.07% | 0.06% |
| Expected Monthly % | 2.23% | 1.91% |
| Expected Yearly % | 21.99% | 18.55% |
| Kelly Criterion | 16.68% | 11.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.81% |
| Expected Shortfall (cVaR) | -1.7% | -3.81% |
| Year | 11438827:BTCUSD | 11438827:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 62.41 | 1.70 | + |
| 2025 | 2.81 | -8.37 | -2.98 | - |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| MTD | 0.0% | -13.5% |
| 3M | -1.19% | -19.24% |
| 6M | -0.43% | -8.05% |
| YTD | -8.37% | 2.81% |
| 1Y | -5.67% | 4.01% |
| 3Y (ann.) | 31.22% | 26.19% |
| 5Y (ann.) | 31.22% | 26.19% |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Max Drawdown | -13.14% | -28.21% |
| Longest DD Days | 346.0 | 154.0 |
| Avg. Drawdown | -2.85% | -9.35% |
| Avg. Drawdown Days | 43.0 | 39.0 |
| Recovery Factor | 3.72 | 1.44 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-11-17 | -13.14 | 346 |
| 2024-06-06 | 2024-08-09 | -6.68 | 64 |
| 2024-09-21 | 2024-10-14 | -4.24 | 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 | 2024-09-07 | -1.01 | 28 |
| 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 | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -7.47% | -13.23% |
| Best Week | 11.45% | 15.41% |
| Worst Week | -5.84% | -18.81% |
| Best Month | 17.83% | 34.43% |
| Worst Month | -4.49% | -23.44% |
| Best Year | 62.41% | 36.7% |
| Worst Year | -8.37% | 2.81% |
| Avg. Up Day | 1.82% | 2.0% |
| Avg. Down Day | -1.67% | -1.69% |
| Avg. Up Week | 4.74% | 7.13% |
| Avg. Down Week | -2.87% | -4.75% |
| Avg. Up Month | 8.19% | 13.09% |
| Avg. Down Month | -3.15% | -11.34% |
| Win Days % | 56.52% | 51.87% |
| Win Month % | 61.54% | 61.11% |
| Win Week % | 53.33% | 53.85% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 100.0% |