| Metric | 11397177:btcusd:triple_med_gx:lsma230_120 | 11397177:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 16.39% | 61.16% |
| Max Drawdown | -22.49% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.53 | 0.85 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.7 | 1.07 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.49 | 0.98 |
| Outlier Win Ratio | 27.84 | 3.4 |
| Outlier Loss Ratio | 3.6 | 3.32 |
| Volatility (ann.) | 12.49% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.71 | 2.0 |
| Skew | 0.72 | 0.21 |
| Kurtosis | 69.04 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.17% | 3.74% |
| Expected Yearly % | 7.88% | 26.95% |
| Kelly Criterion | 3.75% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.13% |
| Expected Shortfall (cVaR) | -1.06% | -2.13% |
| Year | 11397177:BTCUSD | 11397177:btcusd:triple_med_gx:lsma230_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.82 | 0.18 | - |
| 2025 | 16.76 | 8.96 | 0.53 | - |
| Metric | 11397177:btcusd:triple_med_gx:lsma230_120 | 11397177:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.8% | 31.46% |
| 6M | 8.96% | 12.77% |
| YTD | 8.96% | 16.76% |
| 1Y | 19.32% | 56.84% |
| 3Y (ann.) | 15.92% | 59.12% |
| 5Y (ann.) | 15.92% | 59.12% |
| Metric | 11397177:btcusd:triple_med_gx:lsma230_120 | 11397177:BTCUSD |
|---|---|---|
| Max Drawdown | -22.49% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -4.57% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -22.49 | 156 |
| 2025-01-28 | 2025-05-06 | -11.51 | 98 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-29 | 2024-12-04 | -3.12 | 5 |
| 2025-05-09 | 2025-05-18 | -2.31 | 9 |
| 2025-05-21 | 2025-06-11 | -1.10 | 21 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| 2025-05-07 | 2025-05-07 | -0.47 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11397177:btcusd:triple_med_gx:lsma230_120 | 11397177:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -10.37% | -12.33% |
| Best Month | 22.99% | 37.42% |
| Worst Month | -10.53% | -17.69% |
| Best Year | 8.96% | 38.02% |
| Worst Year | 6.82% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 4.06% | 7.43% |
| Avg. Down Week | -3.35% | -4.29% |
| Avg. Up Month | 10.95% | 18.38% |
| Avg. Down Month | -6.12% | -8.96% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 52.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |