| Metric | 11397117:btcusd:triple_med_gx:lsma210_120 | 11397117:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 1.49% | 61.16% |
| Max Drawdown | -25.03% | -29.51% |
| Sharpe | 0.09 | 0.59 |
| Sortino | 0.13 | 0.85 |
| Payoff Ratio | 0.92 | 0.92 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.49 | 0.52 |
| Tail Ratio | 1.41 | 0.98 |
| Outlier Win Ratio | 31.33 | 3.11 |
| Outlier Loss Ratio | 3.33 | 3.41 |
| Volatility (ann.) | 12.0% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.06 | 2.0 |
| Skew | 0.44 | 0.21 |
| Kurtosis | 80.44 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.11% | 3.74% |
| Expected Yearly % | 0.74% | 26.95% |
| Kelly Criterion | -1.42% | -0.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.13% |
| Expected Shortfall (cVaR) | -1.03% | -2.13% |
| Year | 11397117:BTCUSD | 11397117:btcusd:triple_med_gx:lsma210_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.66 | -0.18 | - |
| 2025 | 16.76 | 8.73 | 0.52 | - |
| Metric | 11397117:btcusd:triple_med_gx:lsma210_120 | 11397117:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.13% | 31.46% |
| 6M | 8.73% | 12.77% |
| YTD | 8.73% | 16.76% |
| 1Y | 3.88% | 56.84% |
| 3Y (ann.) | 1.45% | 59.12% |
| 5Y (ann.) | 1.45% | 59.12% |
| Metric | 11397117:btcusd:triple_med_gx:lsma210_120 | 11397117:BTCUSD |
|---|---|---|
| Max Drawdown | -25.03% | -29.51% |
| Longest DD Days | 347.0 | 144.0 |
| Avg. Drawdown | -8.83% | -4.82% |
| Avg. Drawdown Days | 116.0 | 14.0 |
| Recovery Factor | 0.06 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-20 | -25.03 | 347 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11397117:btcusd:triple_med_gx:lsma210_120 | 11397117:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.15% | 18.93% |
| Worst Week | -8.15% | -12.33% |
| Best Month | 15.37% | 37.42% |
| Worst Month | -12.83% | -17.69% |
| Best Year | 8.73% | 38.02% |
| Worst Year | -6.66% | 16.76% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.95% | -0.96% |
| Avg. Up Week | 5.89% | 8.77% |
| Avg. Down Week | -5.23% | -5.97% |
| Avg. Up Month | 9.47% | 20.88% |
| Avg. Down Month | -4.46% | -7.82% |
| Win Days % | 51.31% | 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% |