| Metric | 11402307:btcusd:triple_med_gx:lsma20_135 | 11402307:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 19.83% | 61.16% |
| Max Drawdown | -17.49% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.6 | 0.85 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 19.86 | 3.43 |
| Outlier Loss Ratio | 3.93 | 3.5 |
| Volatility (ann.) | 13.78% | 25.19% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.1 | 2.0 |
| Skew | 1.72 | 0.21 |
| Kurtosis | 35.01 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.4% | 3.74% |
| Expected Yearly % | 9.47% | 26.95% |
| Kelly Criterion | 4.02% | 8.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.13% |
| Expected Shortfall (cVaR) | -1.17% | -2.13% |
| Year | 11402307:BTCUSD | 11402307:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.42 | 0.04 | - |
| 2025 | 16.76 | 18.16 | 1.08 | + |
| Metric | 11402307:btcusd:triple_med_gx:lsma20_135 | 11402307:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 13.82% | 31.46% |
| 6M | 14.15% | 12.77% |
| YTD | 18.16% | 16.76% |
| 1Y | 18.03% | 56.84% |
| 3Y (ann.) | 19.26% | 59.12% |
| 5Y (ann.) | 19.26% | 59.12% |
| Metric | 11402307:btcusd:triple_med_gx:lsma20_135 | 11402307:BTCUSD |
|---|---|---|
| Max Drawdown | -17.49% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -3.95% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.13 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -17.49 | 148 |
| 2024-12-05 | 2025-04-09 | -10.70 | 125 |
| 2025-05-21 | 2025-06-09 | -5.38 | 19 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-06 | 2024-12-03 | -1.50 | 26 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2025-05-16 | 2025-05-18 | -1.03 | 2 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-06-03 | 2024-06-10 | -0.85 | 6 |
| Metric | 11402307:btcusd:triple_med_gx:lsma20_135 | 11402307:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -7.17% | -12.33% |
| Best Month | 14.12% | 37.42% |
| Worst Month | -10.4% | -17.69% |
| Best Year | 18.16% | 38.02% |
| Worst Year | 1.42% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 2.77% | 5.64% |
| Avg. Down Week | -3.62% | -4.13% |
| Avg. Up Month | 4.47% | 14.57% |
| Avg. Down Month | -4.82% | -9.42% |
| Win Days % | 47.91% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |