| Metric | 11397169:btcusd:triple_med_gx:lsma190_120 | 11397169:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 13.72% | 61.16% |
| Max Drawdown | -19.18% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.5 | 0.85 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.99 | 1.07 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.7 | 0.98 |
| Outlier Win Ratio | 36.03 | 3.12 |
| Outlier Loss Ratio | 3.04 | 2.93 |
| Volatility (ann.) | 11.35% | 25.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.7 | 2.0 |
| Skew | 0.9 | 0.21 |
| Kurtosis | 99.39 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.99% | 3.74% |
| Expected Yearly % | 6.64% | 26.95% |
| Kelly Criterion | 4.27% | 4.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.13% |
| Expected Shortfall (cVaR) | -0.97% | -2.13% |
| Year | 11397169:BTCUSD | 11397169:btcusd:triple_med_gx:lsma190_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.70 | 0.15 | - |
| 2025 | 16.76 | 7.59 | 0.45 | - |
| Metric | 11397169:btcusd:triple_med_gx:lsma190_120 | 11397169:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.41% | 31.46% |
| 6M | 7.59% | 12.77% |
| YTD | 7.59% | 16.76% |
| 1Y | 16.7% | 56.84% |
| 3Y (ann.) | 13.34% | 59.12% |
| 5Y (ann.) | 13.34% | 59.12% |
| Metric | 11397169:btcusd:triple_med_gx:lsma190_120 | 11397169:BTCUSD |
|---|---|---|
| Max Drawdown | -19.18% | -29.51% |
| Longest DD Days | 159.0 | 144.0 |
| Avg. Drawdown | -6.78% | -4.82% |
| Avg. Drawdown Days | 70.0 | 14.0 |
| Recovery Factor | 0.72 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -19.18 | 155 |
| 2024-11-29 | 2025-05-08 | -11.73 | 159 |
| 2025-05-09 | 2025-06-11 | -2.31 | 33 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11397169:btcusd:triple_med_gx:lsma190_120 | 11397169:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -8.15% | -12.33% |
| Best Month | 22.99% | 37.42% |
| Worst Month | -8.31% | -17.69% |
| Best Year | 7.59% | 38.02% |
| Worst Year | 5.7% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.9% | -0.95% |
| Avg. Up Week | 7.85% | 10.26% |
| Avg. Down Week | -2.88% | -4.21% |
| Avg. Up Month | 12.78% | 20.88% |
| Avg. Down Month | -3.61% | -7.82% |
| Win Days % | 50.9% | 51.86% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |