| Metric | 11400697:btcusd:triple_med_gx:lsma20_130 | 11400697:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 51.16% | 61.16% |
| Max Drawdown | -15.65% | -29.51% |
| Sharpe | 0.75 | 0.59 |
| Sortino | 1.19 | 0.85 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 18.18 | 3.65 |
| Outlier Loss Ratio | 3.79 | 3.5 |
| Volatility (ann.) | 14.79% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.16 | 2.0 |
| Skew | 1.66 | 0.21 |
| Kurtosis | 33.76 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.23% | 3.74% |
| Expected Yearly % | 22.95% | 26.95% |
| Kelly Criterion | 8.19% | 10.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.13% |
| Expected Shortfall (cVaR) | -1.24% | -2.13% |
| Year | 11400697:BTCUSD | 11400697:btcusd:triple_med_gx:lsma20_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.87 | 0.63 | - |
| 2025 | 16.76 | 22.03 | 1.31 | + |
| Metric | 11400697:btcusd:triple_med_gx:lsma20_130 | 11400697:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 13.51% | 31.46% |
| 6M | 20.22% | 12.77% |
| YTD | 22.03% | 16.76% |
| 1Y | 45.39% | 56.84% |
| 3Y (ann.) | 49.5% | 59.12% |
| 5Y (ann.) | 49.5% | 59.12% |
| Metric | 11400697:btcusd:triple_med_gx:lsma20_130 | 11400697:BTCUSD |
|---|---|---|
| Max Drawdown | -15.65% | -29.51% |
| Longest DD Days | 94.0 | 144.0 |
| Avg. Drawdown | -3.04% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 3.27 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-03-10 | -15.65 | 94 |
| 2024-06-10 | 2024-08-08 | -14.46 | 58 |
| 2024-09-11 | 2024-11-05 | -9.30 | 55 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-08-13 | 2024-09-10 | -6.04 | 28 |
| 2025-04-02 | 2025-04-11 | -5.20 | 9 |
| 2025-03-13 | 2025-04-01 | -4.38 | 19 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-08-09 | 2024-08-13 | -2.43 | 4 |
| Metric | 11400697:btcusd:triple_med_gx:lsma20_130 | 11400697:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -7.48% | -12.33% |
| Best Month | 20.52% | 37.42% |
| Worst Month | -7.18% | -17.69% |
| Best Year | 23.87% | 38.02% |
| Worst Year | 22.03% | 16.76% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.02% | 4.87% |
| Avg. Down Week | -3.25% | -4.72% |
| Avg. Up Month | 4.19% | 12.93% |
| Avg. Down Month | -4.85% | -9.42% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 61.76% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |