| Metric | 11398840:btcusd:triple_med_gx:lsma20_125 | 11398840:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 17.79% | 61.16% |
| Max Drawdown | -26.13% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.5 | 0.85 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 19.64 | 3.45 |
| Outlier Loss Ratio | 3.81 | 3.52 |
| Volatility (ann.) | 14.53% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.66 | 2.0 |
| Skew | 0.21 | 0.21 |
| Kurtosis | 43.15 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.27% | 3.74% |
| Expected Yearly % | 8.53% | 26.95% |
| Kelly Criterion | 3.51% | 7.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.13% |
| Expected Shortfall (cVaR) | -1.24% | -2.13% |
| Year | 11398840:BTCUSD | 11398840:btcusd:triple_med_gx:lsma20_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.97 | -0.13 | - |
| 2025 | 16.76 | 23.95 | 1.43 | + |
| Metric | 11398840:btcusd:triple_med_gx:lsma20_125 | 11398840:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 17.1% | 31.46% |
| 6M | 28.81% | 12.77% |
| YTD | 23.95% | 16.76% |
| 1Y | 17.75% | 56.84% |
| 3Y (ann.) | 17.27% | 59.12% |
| 5Y (ann.) | 17.27% | 59.12% |
| Metric | 11398840:btcusd:triple_med_gx:lsma20_125 | 11398840:BTCUSD |
|---|---|---|
| Max Drawdown | -26.13% | -29.51% |
| Longest DD Days | 198.0 | 144.0 |
| Avg. Drawdown | -3.49% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.68 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-25 | -26.13 | 198 |
| 2025-01-30 | 2025-04-11 | -8.55 | 71 |
| 2024-12-26 | 2025-01-10 | -6.93 | 15 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-21 | 2025-06-01 | -1.95 | 11 |
| 2025-01-10 | 2025-01-30 | -1.72 | 19 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| Metric | 11398840:btcusd:triple_med_gx:lsma20_125 | 11398840:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.75% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 10.14% | 37.42% |
| Worst Month | -12.06% | -17.69% |
| Best Year | 23.95% | 38.02% |
| Worst Year | -4.97% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.03% | 4.04% |
| Avg. Down Week | -3.0% | -4.04% |
| Avg. Up Month | 5.74% | 14.57% |
| Avg. Down Month | -5.4% | -9.04% |
| Win Days % | 49.32% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 58.06% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |