| Metric | 11400570:btcusd:triple_med_gx:lsma220_130 | 11400570:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 42.21% | 61.16% |
| Max Drawdown | -19.75% | -29.51% |
| Sharpe | 0.74 | 0.59 |
| Sortino | 1.17 | 0.85 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | 2.25 | 1.07 |
| CPC Index | 0.82 | 0.64 |
| Tail Ratio | 1.68 | 0.98 |
| Outlier Win Ratio | 27.55 | 3.45 |
| Outlier Loss Ratio | 3.4 | 3.09 |
| Volatility (ann.) | 12.63% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.07 | 2.0 |
| Skew | 1.19 | 0.21 |
| Kurtosis | 68.01 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.75% | 3.74% |
| Expected Yearly % | 19.25% | 26.95% |
| Kelly Criterion | 11.22% | 9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.13% |
| Expected Shortfall (cVaR) | -1.06% | -2.13% |
| Year | 11400570:BTCUSD | 11400570:btcusd:triple_med_gx:lsma220_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.25 | 0.53 | - |
| 2025 | 16.76 | 18.26 | 1.09 | + |
| Metric | 11400570:btcusd:triple_med_gx:lsma220_130 | 11400570:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 18.91% | 31.46% |
| 6M | 18.26% | 12.77% |
| YTD | 18.26% | 16.76% |
| 1Y | 42.9% | 56.84% |
| 3Y (ann.) | 40.88% | 59.12% |
| 5Y (ann.) | 40.88% | 59.12% |
| Metric | 11400570:btcusd:triple_med_gx:lsma220_130 | 11400570:BTCUSD |
|---|---|---|
| Max Drawdown | -19.75% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 2.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2024-11-07 | -19.75 | 158 |
| 2025-01-30 | 2025-04-11 | -8.12 | 71 |
| 2024-11-12 | 2024-12-05 | -4.65 | 23 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-15 | 2025-05-08 | -2.59 | 22 |
| 2025-05-23 | 2025-06-11 | -2.55 | 19 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2024-12-05 | 2025-01-30 | -1.59 | 55 |
| 2025-05-11 | 2025-05-18 | -1.44 | 7 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11400570:btcusd:triple_med_gx:lsma220_130 | 11400570:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.74% | 18.93% |
| Worst Week | -6.74% | -12.33% |
| Best Month | 24.26% | 37.42% |
| Worst Month | -6.74% | -17.69% |
| Best Year | 20.25% | 38.02% |
| Worst Year | 18.26% | 16.76% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.96% | 7.08% |
| Avg. Down Week | -3.9% | -4.18% |
| Avg. Up Month | 8.17% | 15.1% |
| Avg. Down Month | -3.45% | -8.96% |
| Win Days % | 52.03% | 51.86% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 61.9% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |