| Metric | 11395515:btcusd:triple_med_gx:lsma20_115 | 11395515:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 30.96% | 61.16% |
| Max Drawdown | -30.57% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.75 | 0.85 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 18.33 | 3.75 |
| Outlier Loss Ratio | 3.71 | 3.55 |
| Volatility (ann.) | 15.78% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.98 | 2.0 |
| Skew | 1.12 | 0.21 |
| Kurtosis | 41.45 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.1% | 3.74% |
| Expected Yearly % | 14.44% | 26.95% |
| Kelly Criterion | 5.52% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11395515:BTCUSD | 11395515:btcusd:triple_med_gx:lsma20_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.43 | -0.01 | - |
| 2025 | 16.76 | 31.52 | 1.88 | + |
| Metric | 11395515:btcusd:triple_med_gx:lsma20_115 | 11395515:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 9.01% | 31.46% |
| 6M | 34.86% | 12.77% |
| YTD | 31.52% | 16.76% |
| 1Y | 30.3% | 56.84% |
| 3Y (ann.) | 30.02% | 59.12% |
| 5Y (ann.) | 30.02% | 59.12% |
| Metric | 11395515:btcusd:triple_med_gx:lsma20_115 | 11395515:BTCUSD |
|---|---|---|
| Max Drawdown | -30.57% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -4.92% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -30.57 | 182 |
| 2025-03-13 | 2025-05-08 | -12.32 | 56 |
| 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 |
| 2025-05-19 | 2025-06-09 | -4.65 | 21 |
| 2025-02-06 | 2025-03-02 | -3.15 | 24 |
| 2024-12-23 | 2024-12-24 | -2.67 | 1 |
| 2025-05-09 | 2025-05-18 | -2.47 | 9 |
| 2025-01-28 | 2025-02-06 | -2.24 | 9 |
| Metric | 11395515:btcusd:triple_med_gx:lsma20_115 | 11395515:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.16% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 10.03% | 37.42% |
| Worst Month | -11.82% | -17.69% |
| Best Year | 31.52% | 38.02% |
| Worst Year | -0.43% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.13% | 4.21% |
| Avg. Down Week | -2.91% | -4.5% |
| Avg. Up Month | 4.96% | 12.23% |
| Avg. Down Month | -7.32% | -11.25% |
| Win Days % | 50.11% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |