| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 36.92% | 39.08% |
| Max Drawdown | -7.4% | -28.17% |
| Sharpe | 1.61 | 0.72 |
| Sortino | 3.37 | 1.1 |
| Payoff Ratio | 1.84 | 1.4 |
| Profit Factor | 1.91 | 1.11 |
| Common Sense Ratio | 6.34 | 1.21 |
| CPC Index | 1.55 | 0.79 |
| Tail Ratio | 3.33 | 1.09 |
| Outlier Win Ratio | 37.12 | 3.0 |
| Outlier Loss Ratio | 5.31 | 2.39 |
| Volatility (ann.) | 13.94% | 45.46% |
| R^2 | 0.1 | 0.1 |
| Calmar | 3.24 | 0.9 |
| Skew | 3.48 | 0.45 |
| Kurtosis | 28.69 | 2.83 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.76% | 1.85% |
| Expected Yearly % | 17.01% | 17.93% |
| Kelly Criterion | 14.04% | 15.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.82% |
| Expected Shortfall (cVaR) | -1.14% | -3.82% |
| Year | 12390205:BTCUSD | 12390205:btcusd:triple_med_gx:lsma20_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 21.15 | 0.56 | - |
| 2025 | 0.89 | 13.02 | 14.65 | + |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 10.27% | -19.8% |
| 6M | 4.79% | -9.0% |
| YTD | 13.02% | 0.89% |
| 1Y | 24.69% | 3.43% |
| 3Y (ann.) | 24.01% | 25.35% |
| 5Y (ann.) | 24.01% | 25.35% |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Max Drawdown | -7.4% | -28.17% |
| Longest DD Days | 128.0 | 145.0 |
| Avg. Drawdown | -2.22% | -8.11% |
| Avg. Drawdown Days | 28.0 | 27.0 |
| Recovery Factor | 4.99 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-04-21 | -7.40 | 85 |
| 2025-05-26 | 2025-10-01 | -6.89 | 128 |
| 2024-10-21 | 2024-11-21 | -2.75 | 31 |
| 2025-10-20 | 2025-10-24 | -2.49 | 4 |
| 2024-08-17 | 2024-08-21 | -1.91 | 4 |
| 2024-11-23 | 2024-12-15 | -1.61 | 22 |
| 2024-12-22 | 2024-12-24 | -0.52 | 2 |
| 2024-07-17 | 2024-07-19 | -0.34 | 2 |
| 2024-09-21 | 2024-10-20 | -0.20 | 29 |
| 2024-06-02 | 2024-06-03 | -0.18 | 1 |
| Metric | 12390205:btcusd:triple_med_gx:lsma20_30 | 12390205:BTCUSD |
|---|---|---|
| Best Day | 6.8% | 11.89% |
| Worst Day | -3.79% | -8.6% |
| Best Week | 11.1% | 18.93% |
| Worst Week | -4.68% | -12.33% |
| Best Month | 10.9% | 37.42% |
| Worst Month | -4.68% | -17.69% |
| Best Year | 21.15% | 37.85% |
| Worst Year | 13.02% | 0.89% |
| Avg. Up Day | 1.77% | 1.84% |
| Avg. Down Day | -0.96% | -1.32% |
| Avg. Up Week | 2.86% | 5.41% |
| Avg. Down Week | -2.42% | -3.19% |
| Avg. Up Month | 5.15% | 12.48% |
| Avg. Down Month | -3.05% | -12.09% |
| Win Days % | 44.32% | 50.84% |
| Win Month % | 58.82% | 55.56% |
| Win Week % | 64.29% | 52.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |