| Metric | 11395460:btcusd:triple_med_gx:lsma20_115 | 11395460:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 11.94% | 61.16% |
| Max Drawdown | -30.5% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.38 | 0.85 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 18.01 | 3.52 |
| Outlier Loss Ratio | 3.68 | 3.57 |
| Volatility (ann.) | 15.73% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.38 | 2.0 |
| Skew | 1.04 | 0.21 |
| Kurtosis | 42.18 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.87% | 3.74% |
| Expected Yearly % | 5.8% | 26.95% |
| Kelly Criterion | 1.97% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11395460:BTCUSD | 11395460:btcusd:triple_med_gx:lsma20_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.53 | -0.20 | - |
| 2025 | 16.76 | 21.06 | 1.26 | + |
| Metric | 11395460:btcusd:triple_med_gx:lsma20_115 | 11395460:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | 3.67% | 31.46% |
| 6M | 22.42% | 12.77% |
| YTD | 21.06% | 16.76% |
| 1Y | 10.79% | 56.84% |
| 3Y (ann.) | 11.61% | 59.12% |
| 5Y (ann.) | 11.61% | 59.12% |
| Metric | 11395460:btcusd:triple_med_gx:lsma20_115 | 11395460:BTCUSD |
|---|---|---|
| Max Drawdown | -30.5% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -5.94% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-03-02 | -30.50 | 264 |
| 2025-03-13 | 2025-05-08 | -12.36 | 56 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-05-19 | 2025-06-11 | -5.95 | 23 |
| 2025-05-13 | 2025-05-18 | -2.01 | 5 |
| 2025-03-03 | 2025-03-10 | -1.37 | 7 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395460:btcusd:triple_med_gx:lsma20_115 | 11395460:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.49% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 9.14% | 37.42% |
| Worst Month | -10.69% | -17.69% |
| Best Year | 21.06% | 38.02% |
| Worst Year | -7.53% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 3.19% | 4.34% |
| Avg. Down Week | -3.45% | -4.5% |
| Avg. Up Month | 3.26% | 12.93% |
| Avg. Down Month | -6.45% | -11.25% |
| Win Days % | 49.58% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |