| Metric | 11397230:btcusd:triple_med_gx:lsma220_120 | 11397230:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 48.4% | 61.16% |
| Max Drawdown | -21.87% | -29.51% |
| Sharpe | 0.8 | 0.59 |
| Sortino | 1.26 | 0.85 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | 2.37 | 1.07 |
| CPC Index | 0.81 | 0.62 |
| Tail Ratio | 1.75 | 0.98 |
| Outlier Win Ratio | 25.1 | 3.48 |
| Outlier Loss Ratio | 3.56 | 3.32 |
| Volatility (ann.) | 13.04% | 25.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.14 | 2.0 |
| Skew | 1.05 | 0.21 |
| Kurtosis | 60.27 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.08% | 3.74% |
| Expected Yearly % | 21.82% | 26.95% |
| Kelly Criterion | 12.31% | 7.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.13% |
| Expected Shortfall (cVaR) | -1.09% | -2.13% |
| Year | 11397230:BTCUSD | 11397230:btcusd:triple_med_gx:lsma220_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.67 | 0.54 | - |
| 2025 | 16.76 | 22.98 | 1.37 | + |
| Metric | 11397230:btcusd:triple_med_gx:lsma220_120 | 11397230:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 21.21% | 31.46% |
| 6M | 22.98% | 12.77% |
| YTD | 22.98% | 16.76% |
| 1Y | 52.53% | 56.84% |
| 3Y (ann.) | 46.85% | 59.12% |
| 5Y (ann.) | 46.85% | 59.12% |
| Metric | 11397230:btcusd:triple_med_gx:lsma220_120 | 11397230:BTCUSD |
|---|---|---|
| Max Drawdown | -21.87% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.74% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 2.21 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -21.87 | 155 |
| 2025-02-06 | 2025-04-11 | -9.16 | 64 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-05 | 2025-01-30 | -2.98 | 55 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-04-15 | 2025-05-06 | -2.59 | 21 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2025-05-15 | 2025-05-15 | -1.10 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| Metric | 11397230:btcusd:triple_med_gx:lsma220_120 | 11397230:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 27.06% | 37.42% |
| Worst Month | -7.57% | -17.69% |
| Best Year | 22.98% | 38.02% |
| Worst Year | 20.67% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 5.62% | 7.08% |
| Avg. Down Week | -3.1% | -5.15% |
| Avg. Up Month | 10.07% | 15.1% |
| Avg. Down Month | -5.03% | -8.96% |
| Win Days % | 53.54% | 51.86% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 54.17% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |