| Metric | 11393933:btcusd:triple_med_gx:lsma20_110 | 11393933:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 18.51% | 61.16% |
| Max Drawdown | -28.29% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.51 | 0.85 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 18.27 | 3.84 |
| Outlier Loss Ratio | 3.65 | 3.55 |
| Volatility (ann.) | 16.11% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.64 | 2.0 |
| Skew | 1.1 | 0.21 |
| Kurtosis | 38.39 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.31% | 3.74% |
| Expected Yearly % | 8.86% | 26.95% |
| Kelly Criterion | 2.74% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.13% |
| Expected Shortfall (cVaR) | -1.37% | -2.13% |
| Year | 11393933:BTCUSD | 11393933:btcusd:triple_med_gx:lsma20_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.17 | 0.11 | - |
| 2025 | 16.76 | 13.76 | 0.82 | - |
| Metric | 11393933:btcusd:triple_med_gx:lsma20_110 | 11393933:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 2.81% | 31.46% |
| 6M | 16.6% | 12.77% |
| YTD | 13.76% | 16.76% |
| 1Y | 15.22% | 56.84% |
| 3Y (ann.) | 17.97% | 59.12% |
| 5Y (ann.) | 17.97% | 59.12% |
| Metric | 11393933:btcusd:triple_med_gx:lsma20_110 | 11393933:BTCUSD |
|---|---|---|
| Max Drawdown | -28.29% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -5.23% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.65 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -28.29 | 182 |
| 2025-03-13 | 2025-05-08 | -13.05 | 56 |
| 2024-12-26 | 2025-03-02 | -7.65 | 66 |
| 2024-12-05 | 2024-12-11 | -6.54 | 6 |
| 2025-05-19 | 2025-06-11 | -6.29 | 23 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-12-23 | 2024-12-24 | -2.67 | 1 |
| 2025-05-13 | 2025-05-18 | -2.01 | 5 |
| 2025-03-03 | 2025-03-10 | -2.00 | 7 |
| 2024-12-12 | 2024-12-23 | -1.73 | 10 |
| Metric | 11393933:btcusd:triple_med_gx:lsma20_110 | 11393933:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.78% | 18.93% |
| Worst Week | -6.06% | -12.33% |
| Best Month | 10.38% | 37.42% |
| Worst Month | -9.56% | -17.69% |
| Best Year | 13.76% | 38.02% |
| Worst Year | 4.17% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.96% | 4.21% |
| Avg. Down Week | -2.61% | -4.93% |
| Avg. Up Month | 3.26% | 12.23% |
| Avg. Down Month | -6.61% | -11.25% |
| Win Days % | 49.08% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |