| Metric | 11400584:btcusd:triple_med_gx:lsma20_130 | 11400584:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 9.95% | 61.16% |
| Max Drawdown | -21.39% | -29.51% |
| Sharpe | 0.23 | 0.59 |
| Sortino | 0.32 | 0.85 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 19.33 | 3.45 |
| Outlier Loss Ratio | 3.75 | 3.57 |
| Volatility (ann.) | 14.51% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.45 | 2.0 |
| Skew | -0.63 | 0.21 |
| Kurtosis | 38.35 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.73% | 3.74% |
| Expected Yearly % | 4.86% | 26.95% |
| Kelly Criterion | 1.91% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.13% |
| Expected Shortfall (cVaR) | -1.24% | -2.13% |
| Year | 11400584:BTCUSD | 11400584:btcusd:triple_med_gx:lsma20_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.05 | -0.16 | - |
| 2025 | 16.76 | 17.03 | 1.02 | + |
| Metric | 11400584:btcusd:triple_med_gx:lsma20_130 | 11400584:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 18.25% | 31.46% |
| 6M | 16.61% | 12.77% |
| YTD | 17.03% | 16.76% |
| 1Y | 7.51% | 56.84% |
| 3Y (ann.) | 9.67% | 59.12% |
| 5Y (ann.) | 9.67% | 59.12% |
| Metric | 11400584:btcusd:triple_med_gx:lsma20_130 | 11400584:BTCUSD |
|---|---|---|
| Max Drawdown | -21.39% | -29.51% |
| Longest DD Days | 331.0 | 144.0 |
| Avg. Drawdown | -3.63% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.47 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-05-08 | -21.39 | 331 |
| 2025-05-21 | 2025-06-09 | -5.08 | 19 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-18 | -1.52 | 9 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-08 | 2024-06-09 | -0.24 | 1 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11400584:btcusd:triple_med_gx:lsma20_130 | 11400584:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.65% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.05% | 37.42% |
| Worst Month | -9.74% | -17.69% |
| Best Year | 17.03% | 38.02% |
| Worst Year | -6.05% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 2.15% | 4.69% |
| Avg. Down Week | -3.22% | -4.88% |
| Avg. Up Month | 3.92% | 8.85% |
| Avg. Down Month | -5.65% | -9.42% |
| Win Days % | 49.44% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 58.82% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |