| Metric | 11397077:btcusd:triple_med_gx:lsma20_120 | 11397077:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 16.34% | 61.16% |
| Max Drawdown | -31.35% | -29.51% |
| Sharpe | 0.31 | 0.59 |
| Sortino | 0.47 | 0.85 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 18.35 | 3.52 |
| Outlier Loss Ratio | 3.64 | 3.57 |
| Volatility (ann.) | 15.69% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.51 | 2.0 |
| Skew | 1.07 | 0.21 |
| Kurtosis | 42.6 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.17% | 3.74% |
| Expected Yearly % | 7.86% | 26.95% |
| Kelly Criterion | 2.84% | 6.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11397077:BTCUSD | 11397077:btcusd:triple_med_gx:lsma20_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.65 | -0.23 | - |
| 2025 | 16.76 | 27.36 | 1.63 | + |
| Metric | 11397077:btcusd:triple_med_gx:lsma20_120 | 11397077:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | 9.29% | 31.46% |
| 6M | 28.83% | 12.77% |
| YTD | 27.36% | 16.76% |
| 1Y | 15.82% | 56.84% |
| 3Y (ann.) | 15.87% | 59.12% |
| 5Y (ann.) | 15.87% | 59.12% |
| Metric | 11397077:btcusd:triple_med_gx:lsma20_120 | 11397077:BTCUSD |
|---|---|---|
| Max Drawdown | -31.35% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -6.26% | -4.82% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | 0.52 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-03-02 | -31.35 | 264 |
| 2025-03-13 | 2025-05-08 | -12.32 | 56 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-05-29 | 2025-06-09 | -4.67 | 10 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-18 | -2.47 | 9 |
| 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 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11397077:btcusd:triple_med_gx:lsma20_120 | 11397077:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.9% | 18.93% |
| Worst Week | -7.51% | -12.33% |
| Best Month | 9.35% | 37.42% |
| Worst Month | -12.41% | -17.69% |
| Best Year | 27.36% | 38.02% |
| Worst Year | -8.65% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 3.66% | 4.49% |
| Avg. Down Week | -3.38% | -4.5% |
| Avg. Up Month | 4.64% | 14.57% |
| Avg. Down Month | -6.9% | -11.25% |
| Win Days % | 49.56% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |