| Metric | 11397115:btcusd:triple_med_gx:lsma200_120 | 11397115:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 2.63% | 61.16% |
| Max Drawdown | -23.92% | -29.51% |
| Sharpe | 0.11 | 0.59 |
| Sortino | 0.16 | 0.85 |
| Payoff Ratio | 0.92 | 0.92 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.5 | 0.52 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 33.85 | 3.06 |
| Outlier Loss Ratio | 3.2 | 3.32 |
| Volatility (ann.) | 11.72% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.11 | 2.0 |
| Skew | 0.52 | 0.21 |
| Kurtosis | 88.22 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.2% | 3.74% |
| Expected Yearly % | 1.31% | 26.95% |
| Kelly Criterion | -0.75% | -0.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.13% |
| Expected Shortfall (cVaR) | -1.01% | -2.13% |
| Year | 11397115:BTCUSD | 11397115:btcusd:triple_med_gx:lsma200_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.38 | -0.19 | - |
| 2025 | 16.76 | 10.81 | 0.65 | - |
| Metric | 11397115:btcusd:triple_med_gx:lsma200_120 | 11397115:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.76% | 31.46% |
| 6M | 10.81% | 12.77% |
| YTD | 10.81% | 16.76% |
| 1Y | 5.31% | 56.84% |
| 3Y (ann.) | 2.56% | 59.12% |
| 5Y (ann.) | 2.56% | 59.12% |
| Metric | 11397115:btcusd:triple_med_gx:lsma200_120 | 11397115:BTCUSD |
|---|---|---|
| Max Drawdown | -23.92% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -7.17% | -4.82% |
| Avg. Drawdown Days | 87.0 | 14.0 |
| Recovery Factor | 0.11 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-18 | -23.92 | 345 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11397115:btcusd:triple_med_gx:lsma200_120 | 11397115:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.15% | 18.93% |
| Worst Week | -10.24% | -12.33% |
| Best Month | 15.37% | 37.42% |
| Worst Month | -14.82% | -17.69% |
| Best Year | 10.81% | 38.02% |
| Worst Year | -7.38% | 16.76% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.96% | -0.97% |
| Avg. Up Week | 5.86% | 8.77% |
| Avg. Down Week | -4.94% | -5.97% |
| Avg. Up Month | 9.66% | 20.88% |
| Avg. Down Month | -4.16% | -7.82% |
| Win Days % | 51.65% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |