| Metric | 11397224:btcusd:triple_med_gx:lsma190_120 | 11397224:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 22.52% | 61.16% |
| Max Drawdown | -18.63% | -29.51% |
| Sharpe | 0.48 | 0.59 |
| Sortino | 0.72 | 0.85 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 2.56 | 1.07 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 2.06 | 0.98 |
| Outlier Win Ratio | 32.87 | 3.13 |
| Outlier Loss Ratio | 3.11 | 3.12 |
| Volatility (ann.) | 11.86% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.17 | 2.0 |
| Skew | 0.95 | 0.21 |
| Kurtosis | 86.24 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.57% | 3.74% |
| Expected Yearly % | 10.69% | 26.95% |
| Kelly Criterion | 8.35% | 4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.13% |
| Expected Shortfall (cVaR) | -1.01% | -2.13% |
| Year | 11397224:BTCUSD | 11397224:btcusd:triple_med_gx:lsma190_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.37 | 0.19 | - |
| 2025 | 16.76 | 14.11 | 0.84 | - |
| Metric | 11397224:btcusd:triple_med_gx:lsma190_120 | 11397224:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.04% | 31.46% |
| 6M | 14.11% | 12.77% |
| YTD | 14.11% | 16.76% |
| 1Y | 25.2% | 56.84% |
| 3Y (ann.) | 21.86% | 59.12% |
| 5Y (ann.) | 21.86% | 59.12% |
| Metric | 11397224:btcusd:triple_med_gx:lsma190_120 | 11397224:BTCUSD |
|---|---|---|
| Max Drawdown | -18.63% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -2.89% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.21 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -18.63 | 157 |
| 2025-02-06 | 2025-04-11 | -8.83 | 64 |
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| 2024-12-01 | 2025-01-30 | -2.82 | 59 |
| 2025-05-15 | 2025-05-15 | -1.10 | 0 |
| 2025-04-11 | 2025-05-06 | -0.95 | 24 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2024-06-01 | 2024-06-07 | -0.92 | 6 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| 2024-11-12 | 2024-12-01 | -0.69 | 19 |
| Metric | 11397224:btcusd:triple_med_gx:lsma190_120 | 11397224:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -8.91% | -12.33% |
| Best Month | 27.06% | 37.42% |
| Worst Month | -9.07% | -17.69% |
| Best Year | 14.11% | 38.02% |
| Worst Year | 7.37% | 16.76% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.91% | -0.95% |
| Avg. Up Week | 7.03% | 10.04% |
| Avg. Down Week | -3.31% | -5.2% |
| Avg. Up Month | 11.84% | 18.09% |
| Avg. Down Month | -3.49% | -7.82% |
| Win Days % | 52.84% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |