| Metric | 11397135:btcusd:triple_med_gx:lsma20_120 | 11397135:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 27.76% | 61.16% |
| Max Drawdown | -27.98% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.7 | 0.85 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 17.95 | 3.52 |
| Outlier Loss Ratio | 3.72 | 3.52 |
| Volatility (ann.) | 15.59% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.96 | 2.0 |
| Skew | 1.16 | 0.21 |
| Kurtosis | 43.57 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.9% | 3.74% |
| Expected Yearly % | 13.03% | 26.95% |
| Kelly Criterion | 4.75% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11397135:BTCUSD | 11397135:btcusd:triple_med_gx:lsma20_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.41 | -0.06 | - |
| 2025 | 16.76 | 30.91 | 1.84 | + |
| Metric | 11397135:btcusd:triple_med_gx:lsma20_120 | 11397135:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 15.54% | 31.46% |
| 6M | 33.82% | 12.77% |
| YTD | 30.91% | 16.76% |
| 1Y | 27.7% | 56.84% |
| 3Y (ann.) | 26.93% | 59.12% |
| 5Y (ann.) | 26.93% | 59.12% |
| Metric | 11397135:btcusd:triple_med_gx:lsma20_120 | 11397135:BTCUSD |
|---|---|---|
| Max Drawdown | -27.98% | -29.51% |
| Longest DD Days | 196.0 | 144.0 |
| Avg. Drawdown | -4.64% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.99 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-24 | -27.98 | 196 |
| 2025-03-13 | 2025-04-09 | -7.36 | 27 |
| 2024-12-26 | 2025-01-10 | -6.93 | 15 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-05-21 | 2025-06-09 | -5.51 | 19 |
| 2025-01-10 | 2025-03-02 | -4.78 | 50 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-18 | -2.32 | 9 |
| 2025-03-03 | 2025-03-10 | -2.00 | 7 |
| Metric | 11397135:btcusd:triple_med_gx:lsma20_120 | 11397135:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.16% | 18.93% |
| Worst Week | -7.34% | -12.33% |
| Best Month | 9.79% | 37.42% |
| Worst Month | -13.33% | -17.69% |
| Best Year | 30.91% | 38.02% |
| Worst Year | -2.41% | 16.76% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.3% | 4.34% |
| Avg. Down Week | -2.52% | -4.1% |
| Avg. Up Month | 5.04% | 12.93% |
| Avg. Down Month | -6.05% | -11.25% |
| Win Days % | 49.34% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 48.39% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |