| Metric | 11402477:btcusd:triple_med_gx:lsma20_135 | 11402477:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 51.46% | 61.16% |
| Max Drawdown | -11.34% | -29.51% |
| Sharpe | 0.78 | 0.59 |
| Sortino | 1.25 | 0.85 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | 1.65 | 1.07 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 18.26 | 3.49 |
| Outlier Loss Ratio | 3.83 | 3.47 |
| Volatility (ann.) | 14.19% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.39 | 2.0 |
| Skew | 1.91 | 0.21 |
| Kurtosis | 36.08 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.25% | 3.74% |
| Expected Yearly % | 23.07% | 26.95% |
| Kelly Criterion | 8.14% | 10.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.13% |
| Expected Shortfall (cVaR) | -1.19% | -2.13% |
| Year | 11402477:BTCUSD | 11402477:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 30.83 | 0.81 | - |
| 2025 | 16.76 | 15.77 | 0.94 | - |
| Metric | 11402477:btcusd:triple_med_gx:lsma20_135 | 11402477:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 10.23% | 31.46% |
| 6M | 15.55% | 12.77% |
| YTD | 15.77% | 16.76% |
| 1Y | 45.85% | 56.84% |
| 3Y (ann.) | 49.79% | 59.12% |
| 5Y (ann.) | 49.79% | 59.12% |
| Metric | 11402477:btcusd:triple_med_gx:lsma20_135 | 11402477:BTCUSD |
|---|---|---|
| Max Drawdown | -11.34% | -29.51% |
| Longest DD Days | 80.0 | 144.0 |
| Avg. Drawdown | -2.25% | -4.82% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 4.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -11.34 | 59 |
| 2025-01-10 | 2025-04-01 | -10.72 | 80 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2025-04-06 | 2025-05-31 | -7.30 | 55 |
| 2024-12-21 | 2025-01-10 | -6.94 | 20 |
| 2024-09-11 | 2024-10-14 | -5.93 | 33 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-08-09 | 2024-08-13 | -2.43 | 4 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-04-02 | 2025-04-02 | -1.25 | 0 |
| Metric | 11402477:btcusd:triple_med_gx:lsma20_135 | 11402477:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.99% | 18.93% |
| Worst Week | -5.85% | -12.33% |
| Best Month | 13.62% | 37.42% |
| Worst Month | -9.93% | -17.69% |
| Best Year | 30.83% | 38.02% |
| Worst Year | 15.77% | 16.76% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 3.78% | 4.76% |
| Avg. Down Week | -3.18% | -4.7% |
| Avg. Up Month | 5.77% | 13.44% |
| Avg. Down Month | -6.7% | -12.52% |
| Win Days % | 49.42% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 64.71% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |