| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 53.7% | 41.17% |
| Max Drawdown | -11.94% | -29.51% |
| Sharpe | 0.73 | 0.37 |
| Sortino | 1.18 | 0.53 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.95 | 0.96 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.5 | 0.9 |
| Outlier Win Ratio | 26.58 | 3.52 |
| Outlier Loss Ratio | 3.48 | 3.12 |
| Volatility (ann.) | 10.82% | 23.17% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.86 | 0.9 |
| Skew | 1.98 | 0.15 |
| Kurtosis | 39.32 | 7.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.42% | 1.93% |
| Expected Yearly % | 23.97% | 18.81% |
| Kelly Criterion | 9.05% | 10.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -1.97% |
| Expected Shortfall (cVaR) | -0.91% | -1.97% |
| Year | 11438829:BTCUSD | 11438829:btcusd:triple_med_gx:lsma225_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 67.19 | 1.77 | + |
| 2025 | 2.28 | -8.07 | -3.54 | - |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | -3.02% | -18.73% |
| 6M | -4.11% | -7.45% |
| YTD | -8.07% | 2.28% |
| 1Y | -5.13% | 5.34% |
| 3Y (ann.) | 34.15% | 26.57% |
| 5Y (ann.) | 34.15% | 26.57% |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829:BTCUSD |
|---|---|---|
| Max Drawdown | -11.94% | -29.51% |
| Longest DD Days | 303.0 | 144.0 |
| Avg. Drawdown | -2.24% | -5.67% |
| Avg. Drawdown Days | 18.0 | 17.0 |
| Recovery Factor | 4.5 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-05 | 2025-11-17 | -11.94 | 43 |
| 2024-12-05 | 2025-10-05 | -10.97 | 303 |
| 2024-06-05 | 2024-08-08 | -7.98 | 64 |
| 2024-09-20 | 2024-10-11 | -5.27 | 21 |
| 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 |
| Metric | 11438829:btcusd:triple_med_gx:lsma225_135 | 11438829: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 | -4.51% | -17.69% |
| Best Year | 67.19% | 38.02% |
| Worst Year | -8.07% | 2.28% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.58% | 6.83% |
| Avg. Down Week | -2.64% | -3.98% |
| Avg. Up Month | 9.53% | 14.43% |
| Avg. Down Month | -2.31% | -8.87% |
| Win Days % | 51.03% | 52.13% |
| Win Month % | 53.85% | 55.56% |
| Win Week % | 53.12% | 53.85% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 100.0% |