| Metric | 11402142:btcusd:triple_med_gx:lsma20_135 | 11402142:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 18.06% | 61.16% |
| Max Drawdown | -27.02% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.51 | 0.85 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 19.39 | 3.46 |
| Outlier Loss Ratio | 3.7 | 3.57 |
| Volatility (ann.) | 15.32% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.65 | 2.0 |
| Skew | 1.14 | 0.21 |
| Kurtosis | 46.89 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.29% | 3.74% |
| Expected Yearly % | 8.66% | 26.95% |
| Kelly Criterion | 3.64% | 8.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11402142:BTCUSD | 11402142:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.94 | -0.13 | - |
| 2025 | 16.76 | 24.20 | 1.44 | + |
| Metric | 11402142:btcusd:triple_med_gx:lsma20_135 | 11402142:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | 4.66% | 31.46% |
| 6M | 25.26% | 12.77% |
| YTD | 24.2% | 16.76% |
| 1Y | 18.18% | 56.84% |
| 3Y (ann.) | 17.54% | 59.12% |
| 5Y (ann.) | 17.54% | 59.12% |
| Metric | 11402142:btcusd:triple_med_gx:lsma20_135 | 11402142:BTCUSD |
|---|---|---|
| Max Drawdown | -27.02% | -29.51% |
| Longest DD Days | 198.0 | 144.0 |
| Avg. Drawdown | -5.78% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.67 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-25 | -27.02 | 198 |
| 2025-03-13 | 2025-05-18 | -9.06 | 66 |
| 2024-12-26 | 2025-01-10 | -6.93 | 15 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-05-21 | 2025-06-09 | -5.02 | 19 |
| 2025-01-10 | 2025-03-01 | -3.88 | 50 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-03 | 2025-03-10 | -1.37 | 7 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| Metric | 11402142:btcusd:triple_med_gx:lsma20_135 | 11402142:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.49% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 9.14% | 37.42% |
| Worst Month | -12.88% | -17.69% |
| Best Year | 24.2% | 38.02% |
| Worst Year | -4.94% | 16.76% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 3.32% | 4.33% |
| Avg. Down Week | -2.31% | -4.92% |
| Avg. Up Month | 3.56% | 14.57% |
| Avg. Down Month | -4.8% | -11.25% |
| Win Days % | 48.82% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |