| Metric | 11403785:btcusd:triple_med_gx:lsma20_140 | 11403785:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 26.22% | 61.16% |
| Max Drawdown | -25.4% | -29.51% |
| Sharpe | 0.44 | 0.59 |
| Sortino | 0.68 | 0.85 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 19.47 | 3.65 |
| Outlier Loss Ratio | 3.62 | 3.52 |
| Volatility (ann.) | 15.53% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.0 | 2.0 |
| Skew | 1.26 | 0.21 |
| Kurtosis | 44.58 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.81% | 3.74% |
| Expected Yearly % | 12.35% | 26.95% |
| Kelly Criterion | 4.98% | 6.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11403785:BTCUSD | 11403785:btcusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.13 | 0.08 | - |
| 2025 | 16.76 | 22.39 | 1.34 | + |
| Metric | 11403785:btcusd:triple_med_gx:lsma20_140 | 11403785:BTCUSD |
|---|---|---|
| MTD | 0.91% | 4.16% |
| 3M | 4.05% | 31.46% |
| 6M | 19.43% | 12.77% |
| YTD | 22.39% | 16.76% |
| 1Y | 23.15% | 56.84% |
| 3Y (ann.) | 25.43% | 59.12% |
| 5Y (ann.) | 25.43% | 59.12% |
| Metric | 11403785:btcusd:triple_med_gx:lsma20_140 | 11403785:BTCUSD |
|---|---|---|
| Max Drawdown | -25.4% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -4.08% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.03 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-04 | -25.40 | 177 |
| 2025-03-13 | 2025-05-15 | -8.12 | 63 |
| 2024-12-12 | 2025-02-03 | -8.10 | 53 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-02-04 | 2025-03-02 | -5.26 | 26 |
| 2024-12-05 | 2024-12-11 | -4.45 | 6 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-03 | 2025-03-10 | -1.37 | 7 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11403785:btcusd:triple_med_gx:lsma20_140 | 11403785:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.49% | 18.93% |
| Worst Week | -4.92% | -12.33% |
| Best Month | 9.36% | 37.42% |
| Worst Month | -9.3% | -17.69% |
| Best Year | 22.39% | 38.02% |
| Worst Year | 3.13% | 16.76% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.15% | 3.96% |
| Avg. Down Week | -2.73% | -4.17% |
| Avg. Up Month | 2.72% | 12.23% |
| Avg. Down Month | -4.71% | -8.04% |
| Win Days % | 50.23% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 63.33% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |