| Metric | 11376287:btcusd:triple_med_gx:lsma220_45 | 11376287:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 2.92% | 79.62% |
| Max Drawdown | -15.59% | -29.51% |
| Sharpe | 0.12 | 0.65 |
| Sortino | 0.16 | 0.96 |
| Payoff Ratio | 0.99 | 0.95 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.51 | 0.55 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 28.29 | 3.15 |
| Outlier Loss Ratio | 3.78 | 3.2 |
| Volatility (ann.) | 9.59% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.17 | 2.33 |
| Skew | -0.25 | 0.2 |
| Kurtosis | 21.29 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.21% | 4.27% |
| Expected Yearly % | 1.45% | 34.02% |
| Kelly Criterion | -0.89% | 1.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11376287:BTCUSD | 11376287:btcusd:triple_med_gx:lsma220_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.04 | -0.03 | - |
| 2025 | 30.14 | 4.01 | 0.13 | - |
| Metric | 11376287:btcusd:triple_med_gx:lsma220_45 | 11376287:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 17.77% | 45.08% |
| 6M | 5.52% | 28.47% |
| YTD | 4.01% | 30.14% |
| 1Y | 5.93% | 105.13% |
| 3Y (ann.) | 2.61% | 68.87% |
| 5Y (ann.) | 2.61% | 68.87% |
| Metric | 11376287:btcusd:triple_med_gx:lsma220_45 | 11376287:BTCUSD |
|---|---|---|
| Max Drawdown | -15.59% | -29.51% |
| Longest DD Days | 393.0 | 144.0 |
| Avg. Drawdown | -3.09% | -4.58% |
| Avg. Drawdown Days | 67.0 | 14.0 |
| Recovery Factor | 0.19 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-07-02 | -15.59 | 393 |
| 2025-07-04 | 2025-07-14 | -1.78 | 10 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11376287:btcusd:triple_med_gx:lsma220_45 | 11376287:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.85% | 18.93% |
| Worst Week | -7.9% | -12.33% |
| Best Month | 11.46% | 37.42% |
| Worst Month | -9.73% | -17.69% |
| Best Year | 4.01% | 38.02% |
| Worst Year | -1.04% | 30.14% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.39% | 4.68% |
| Avg. Down Week | -2.8% | -3.88% |
| Avg. Up Month | 8.82% | 17.31% |
| Avg. Down Month | -4.77% | -8.96% |
| Win Days % | 49.87% | 51.93% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 40.62% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |