| Metric | 11397170:btcusd:triple_med_gx:lsma195_120 | 11397170:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 11.76% | 61.16% |
| Max Drawdown | -19.31% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.43 | 0.85 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.92 | 1.07 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.69 | 0.98 |
| Outlier Win Ratio | 33.88 | 3.12 |
| Outlier Loss Ratio | 3.23 | 3.12 |
| Volatility (ann.) | 11.62% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.59 | 2.0 |
| Skew | 0.73 | 0.21 |
| Kurtosis | 90.86 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.86% | 3.74% |
| Expected Yearly % | 5.72% | 26.95% |
| Kelly Criterion | 2.57% | 3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11397170:BTCUSD | 11397170:btcusd:triple_med_gx:lsma195_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.49 | 0.09 | - |
| 2025 | 16.76 | 7.99 | 0.48 | - |
| Metric | 11397170:btcusd:triple_med_gx:lsma195_120 | 11397170:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.63% | 31.46% |
| 6M | 7.99% | 12.77% |
| YTD | 7.99% | 16.76% |
| 1Y | 14.87% | 56.84% |
| 3Y (ann.) | 11.43% | 59.12% |
| 5Y (ann.) | 11.43% | 59.12% |
| Metric | 11397170:btcusd:triple_med_gx:lsma195_120 | 11397170:BTCUSD |
|---|---|---|
| Max Drawdown | -19.31% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -5.39% | -4.82% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -19.31 | 156 |
| 2024-11-29 | 2025-05-06 | -10.71 | 158 |
| 2025-05-19 | 2025-06-11 | -3.47 | 23 |
| 2025-05-09 | 2025-05-18 | -2.31 | 9 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| 2025-05-07 | 2025-05-07 | -0.47 | 0 |
| Metric | 11397170:btcusd:triple_med_gx:lsma195_120 | 11397170:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -8.15% | -12.33% |
| Best Month | 22.99% | 37.42% |
| Worst Month | -8.31% | -17.69% |
| Best Year | 7.99% | 38.02% |
| Worst Year | 3.49% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.91% | -0.95% |
| Avg. Up Week | 7.52% | 9.78% |
| Avg. Down Week | -2.78% | -4.08% |
| Avg. Up Month | 12.52% | 20.88% |
| Avg. Down Month | -4.34% | -5.35% |
| Win Days % | 50.42% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |