| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 48.81% | 41.17% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.69 | 0.37 |
| Sortino | 1.12 | 0.53 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 2.17 | 0.96 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.67 | 0.9 |
| Outlier Win Ratio | 28.45 | 3.47 |
| Outlier Loss Ratio | 3.36 | 3.11 |
| Volatility (ann.) | 10.6% | 23.17% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.23 | 0.9 |
| Skew | 2.09 | 0.15 |
| Kurtosis | 42.43 | 7.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.23% | 1.93% |
| Expected Yearly % | 21.99% | 18.81% |
| Kelly Criterion | 9.19% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -1.97% |
| Expected Shortfall (cVaR) | -0.89% | -1.97% |
| Year | 11438827:BTCUSD | 11438827:btcusd:triple_med_gx:lsma215_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 62.41 | 1.64 | + |
| 2025 | 2.28 | -8.37 | -3.68 | - |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | -1.19% | -18.73% |
| 6M | -0.43% | -7.45% |
| YTD | -8.37% | 2.28% |
| 1Y | -5.67% | 5.34% |
| 3Y (ann.) | 31.22% | 26.57% |
| 5Y (ann.) | 31.22% | 26.57% |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 346.0 | 144.0 |
| Avg. Drawdown | -2.23% | -5.67% |
| Avg. Drawdown Days | 21.0 | 17.0 |
| Recovery Factor | 3.49 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -14.00 | 346 |
| 2024-06-05 | 2024-08-08 | -8.87 | 64 |
| 2024-09-20 | 2024-10-14 | -5.86 | 23 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-13 | 2024-12-05 | -3.38 | 21 |
| 2024-08-09 | 2024-09-08 | -2.43 | 30 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11438827:btcusd:triple_med_gx:lsma215_135 | 11438827:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 17.83% | 37.42% |
| Worst Month | -4.49% | -17.69% |
| Best Year | 62.41% | 38.02% |
| Worst Year | -8.37% | 2.28% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.47% | 7.25% |
| Avg. Down Week | -3.2% | -3.94% |
| Avg. Up Month | 9.56% | 14.43% |
| Avg. Down Month | -2.61% | -8.87% |
| Win Days % | 50.77% | 52.13% |
| Win Month % | 53.85% | 55.56% |
| Win Week % | 56.67% | 53.85% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 100.0% |