| Metric | 11402365:btcusd:triple_med_gx:lsma20_135 | 11402365:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 31.83% | 61.16% |
| Max Drawdown | -14.35% | -29.51% |
| Sharpe | 0.55 | 0.59 |
| Sortino | 0.82 | 0.85 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 18.54 | 3.48 |
| Outlier Loss Ratio | 3.76 | 3.52 |
| Volatility (ann.) | 14.07% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.15 | 2.0 |
| Skew | 0.73 | 0.21 |
| Kurtosis | 27.25 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.15% | 3.74% |
| Expected Yearly % | 14.82% | 26.95% |
| Kelly Criterion | 6.19% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.13% |
| Expected Shortfall (cVaR) | -1.19% | -2.13% |
| Year | 11402365:BTCUSD | 11402365:btcusd:triple_med_gx:lsma20_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.57 | 0.44 | - |
| 2025 | 16.76 | 13.09 | 0.78 | - |
| Metric | 11402365:btcusd:triple_med_gx:lsma20_135 | 11402365:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 9.04% | 31.46% |
| 6M | 12.26% | 12.77% |
| YTD | 13.09% | 16.76% |
| 1Y | 27.0% | 56.84% |
| 3Y (ann.) | 30.86% | 59.12% |
| 5Y (ann.) | 30.86% | 59.12% |
| Metric | 11402365:btcusd:triple_med_gx:lsma20_135 | 11402365:BTCUSD |
|---|---|---|
| Max Drawdown | -14.35% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -3.5% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 2.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.35 | 58 |
| 2025-01-10 | 2025-05-18 | -11.28 | 127 |
| 2024-08-09 | 2024-11-05 | -9.06 | 88 |
| 2024-12-05 | 2025-01-10 | -7.93 | 36 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-21 | 2025-06-01 | -1.88 | 11 |
| 2024-11-06 | 2024-12-04 | -1.62 | 28 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| Metric | 11402365:btcusd:triple_med_gx:lsma20_135 | 11402365:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 18.26% | 37.42% |
| Worst Month | -6.57% | -17.69% |
| Best Year | 16.57% | 38.02% |
| Worst Year | 13.09% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.02% | 5.07% |
| Avg. Down Week | -2.72% | -4.74% |
| Avg. Up Month | 3.94% | 14.57% |
| Avg. Down Month | -2.84% | -9.42% |
| Win Days % | 49.77% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |