| Metric | 11402253:btcusd:triple_med_gx:lsma20_135 | 11402253:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 20.14% | 75.42% |
| Max Drawdown | -23.11% | -29.51% |
| Sharpe | 0.36 | 0.63 |
| Sortino | 0.53 | 0.92 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 1.48 | 1.06 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.31 | 0.96 |
| Outlier Win Ratio | 21.76 | 3.51 |
| Outlier Loss Ratio | 3.75 | 3.61 |
| Volatility (ann.) | 13.83% | 24.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.77 | 2.19 |
| Skew | 0.3 | 0.2 |
| Kurtosis | 48.12 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.32% | 4.1% |
| Expected Yearly % | 9.61% | 32.45% |
| Kelly Criterion | 4.28% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.07% |
| Expected Shortfall (cVaR) | -1.18% | -2.07% |
| Year | 11402253:BTCUSD | 11402253:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.56 | 0.04 | - |
| 2025 | 27.10 | 18.30 | 0.68 | - |
| Metric | 11402253:btcusd:triple_med_gx:lsma20_135 | 11402253:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.72% | 41.88% |
| 6M | 12.46% | 22.91% |
| YTD | 18.3% | 27.1% |
| 1Y | 36.5% | 82.29% |
| 3Y (ann.) | 17.7% | 64.73% |
| 5Y (ann.) | 17.7% | 64.73% |
| Metric | 11402253:btcusd:triple_med_gx:lsma20_135 | 11402253:BTCUSD |
|---|---|---|
| Max Drawdown | -23.11% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -3.72% | -4.71% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 0.87 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-04 | -23.11 | 177 |
| 2024-12-26 | 2025-01-10 | -6.93 | 15 |
| 2024-12-05 | 2024-12-12 | -6.69 | 7 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-12-12 | 2024-12-20 | -5.17 | 8 |
| 2025-03-13 | 2025-04-09 | -4.38 | 27 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-06-16 | 2025-07-17 | -3.88 | 30 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11402253:btcusd:triple_med_gx:lsma20_135 | 11402253:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.59% | 37.42% |
| Worst Month | -11.95% | -17.69% |
| Best Year | 18.3% | 38.02% |
| Worst Year | 1.56% | 27.1% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 2.86% | 3.75% |
| Avg. Down Week | -2.71% | -4.27% |
| Avg. Up Month | 4.51% | 14.28% |
| Avg. Down Month | -11.95% | -7.35% |
| Win Days % | 48.82% | 51.89% |
| Win Month % | 76.92% | 64.29% |
| Win Week % | 54.84% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |