| Metric | 11397244:btcusd:triple_med_gx:lsma20_120 | 11397244:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -2.93% | 61.16% |
| Max Drawdown | -27.46% | -29.51% |
| Sharpe | 0.02 | 0.59 |
| Sortino | 0.03 | 0.85 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 19.42 | 3.45 |
| Outlier Loss Ratio | 3.78 | 3.57 |
| Volatility (ann.) | 14.31% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | -0.1 | 2.0 |
| Skew | -0.7 | 0.21 |
| Kurtosis | 37.84 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.23% | 3.74% |
| Expected Yearly % | -1.47% | 26.95% |
| Kelly Criterion | -1.16% | 4.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11397244:BTCUSD | 11397244:btcusd:triple_med_gx:lsma20_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -19.59 | -0.52 | - |
| 2025 | 16.76 | 20.72 | 1.24 | + |
| Metric | 11397244:btcusd:triple_med_gx:lsma20_120 | 11397244:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 15.05% | 31.46% |
| 6M | 18.19% | 12.77% |
| YTD | 20.72% | 16.76% |
| 1Y | -2.77% | 56.84% |
| 3Y (ann.) | -2.85% | 59.12% |
| 5Y (ann.) | -2.85% | 59.12% |
| Metric | 11397244:btcusd:triple_med_gx:lsma20_120 | 11397244:BTCUSD |
|---|---|---|
| Max Drawdown | -27.46% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -9.38% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.11 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-06-11 | -27.46 | 365 |
| 2024-06-02 | 2024-06-10 | -0.62 | 8 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11397244:btcusd:triple_med_gx:lsma20_120 | 11397244:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.35% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 7.37% | 37.42% |
| Worst Month | -11.45% | -17.69% |
| Best Year | 20.72% | 38.02% |
| Worst Year | -19.59% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 2.76% | 5.14% |
| Avg. Down Week | -3.34% | -4.65% |
| Avg. Up Month | 3.91% | 14.57% |
| Avg. Down Month | -5.01% | -9.25% |
| Win Days % | 48.61% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |