| Metric | 11397174:btcusd:triple_med_gx:lsma215_120 | 11397174:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 16.58% | 61.16% |
| Max Drawdown | -22.44% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.54 | 0.85 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.77 | 1.07 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.53 | 0.98 |
| Outlier Win Ratio | 29.16 | 3.34 |
| Outlier Loss Ratio | 3.46 | 3.25 |
| Volatility (ann.) | 12.2% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.72 | 2.0 |
| Skew | 0.67 | 0.21 |
| Kurtosis | 75.18 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.19% | 3.74% |
| Expected Yearly % | 7.97% | 26.95% |
| Kelly Criterion | 3.91% | 4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.13% |
| Expected Shortfall (cVaR) | -1.04% | -2.13% |
| Year | 11397174:BTCUSD | 11397174:btcusd:triple_med_gx:lsma215_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.54 | 0.17 | - |
| 2025 | 16.76 | 9.43 | 0.56 | - |
| Metric | 11397174:btcusd:triple_med_gx:lsma215_120 | 11397174:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.8% | 31.46% |
| 6M | 9.43% | 12.77% |
| YTD | 9.43% | 16.76% |
| 1Y | 19.52% | 56.84% |
| 3Y (ann.) | 16.11% | 59.12% |
| 5Y (ann.) | 16.11% | 59.12% |
| Metric | 11397174:btcusd:triple_med_gx:lsma215_120 | 11397174:BTCUSD |
|---|---|---|
| Max Drawdown | -22.44% | -29.51% |
| Longest DD Days | 159.0 | 144.0 |
| Avg. Drawdown | -6.14% | -4.82% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | 0.74 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -22.44 | 155 |
| 2024-11-29 | 2025-05-08 | -13.18 | 159 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-18 | -2.31 | 9 |
| 2025-05-21 | 2025-06-11 | -1.10 | 21 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11397174:btcusd:triple_med_gx:lsma215_120 | 11397174:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -7.37% | -12.33% |
| Best Month | 22.99% | 37.42% |
| Worst Month | -7.54% | -17.69% |
| Best Year | 9.43% | 38.02% |
| Worst Year | 6.54% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 5.51% | 8.18% |
| Avg. Down Week | -3.09% | -4.29% |
| Avg. Up Month | 10.85% | 18.38% |
| Avg. Down Month | -4.57% | -7.82% |
| Win Days % | 50.84% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |