| Metric | 11402199:btcusd:triple_med_gx:lsma20_135 | 11402199:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 29.8% | 61.16% |
| Max Drawdown | -27.08% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.75 | 0.85 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.69 | 0.65 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 19.46 | 3.46 |
| Outlier Loss Ratio | 3.7 | 3.5 |
| Volatility (ann.) | 15.18% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.07 | 2.0 |
| Skew | 1.23 | 0.21 |
| Kurtosis | 48.56 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.03% | 3.74% |
| Expected Yearly % | 13.93% | 26.95% |
| Kelly Criterion | 6.27% | 9.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11402199:BTCUSD | 11402199:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.73 | 0.02 | - |
| 2025 | 16.76 | 28.86 | 1.72 | + |
| Metric | 11402199:btcusd:triple_med_gx:lsma20_135 | 11402199:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 11.78% | 31.46% |
| 6M | 33.92% | 12.77% |
| YTD | 28.86% | 16.76% |
| 1Y | 29.74% | 56.84% |
| 3Y (ann.) | 28.9% | 59.12% |
| 5Y (ann.) | 28.9% | 59.12% |
| Metric | 11402199:btcusd:triple_med_gx:lsma20_135 | 11402199:BTCUSD |
|---|---|---|
| Max Drawdown | -27.08% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -4.42% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.1 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-05 | -27.08 | 177 |
| 2024-12-26 | 2025-01-10 | -6.93 | 15 |
| 2024-12-05 | 2024-12-11 | -6.54 | 6 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-05-21 | 2025-06-09 | -5.31 | 19 |
| 2025-03-13 | 2025-04-09 | -4.79 | 27 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-01-10 | 2025-03-02 | -3.76 | 50 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-03 | 2025-03-10 | -2.00 | 7 |
| Metric | 11402199:btcusd:triple_med_gx:lsma20_135 | 11402199:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.16% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 10.96% | 37.42% |
| Worst Month | -13.33% | -17.69% |
| Best Year | 28.86% | 38.02% |
| Worst Year | 0.73% | 16.76% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.9% | 3.87% |
| Avg. Down Week | -2.59% | -4.18% |
| Avg. Up Month | 4.6% | 12.93% |
| Avg. Down Month | -5.54% | -11.25% |
| Win Days % | 48.9% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |