| Metric | 11397184:btcusd:triple_med_gx:lsma270_120 | 11397184:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 34.78% | 61.16% |
| Max Drawdown | -23.0% | -29.51% |
| Sharpe | 0.62 | 0.59 |
| Sortino | 0.96 | 0.85 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | 1.99 | 1.07 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.57 | 0.98 |
| Outlier Win Ratio | 26.74 | 3.52 |
| Outlier Loss Ratio | 3.54 | 3.32 |
| Volatility (ann.) | 13.0% | 25.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.47 | 2.0 |
| Skew | 0.97 | 0.21 |
| Kurtosis | 61.02 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.32% | 3.74% |
| Expected Yearly % | 16.09% | 26.95% |
| Kelly Criterion | 7.56% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.13% |
| Expected Shortfall (cVaR) | -1.1% | -2.13% |
| Year | 11397184:BTCUSD | 11397184:btcusd:triple_med_gx:lsma270_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.55 | 0.67 | - |
| 2025 | 16.76 | 7.35 | 0.44 | - |
| Metric | 11397184:btcusd:triple_med_gx:lsma270_120 | 11397184:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.83% | 31.46% |
| 6M | 7.35% | 12.77% |
| YTD | 7.35% | 16.76% |
| 1Y | 38.17% | 56.84% |
| 3Y (ann.) | 33.71% | 59.12% |
| 5Y (ann.) | 33.71% | 59.12% |
| Metric | 11397184:btcusd:triple_med_gx:lsma270_120 | 11397184:BTCUSD |
|---|---|---|
| Max Drawdown | -23.0% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -4.11% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.51 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-05 | -23.00 | 151 |
| 2024-12-05 | 2025-05-08 | -13.80 | 153 |
| 2025-05-21 | 2025-06-11 | -3.67 | 21 |
| 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 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11397184:btcusd:triple_med_gx:lsma270_120 | 11397184:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -4.88% | -12.33% |
| Best Month | 22.99% | 37.42% |
| Worst Month | -7.16% | -17.69% |
| Best Year | 25.55% | 38.02% |
| Worst Year | 7.35% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.07% | 6.35% |
| Avg. Down Week | -1.71% | -3.58% |
| Avg. Up Month | 9.42% | 16.18% |
| Avg. Down Month | -4.02% | -8.96% |
| Win Days % | 51.13% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |