| Metric | 11403842:btcusd:triple_med_gx:lsma20_140 | 11403842:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 11.63% | 61.16% |
| Max Drawdown | -25.67% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.37 | 0.85 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 19.5 | 3.49 |
| Outlier Loss Ratio | 3.66 | 3.57 |
| Volatility (ann.) | 15.42% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.44 | 2.0 |
| Skew | 1.1 | 0.21 |
| Kurtosis | 45.89 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.85% | 3.74% |
| Expected Yearly % | 5.66% | 26.95% |
| Kelly Criterion | 1.89% | 7.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11403842:BTCUSD | 11403842:btcusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.26 | -0.11 | - |
| 2025 | 16.76 | 16.60 | 0.99 | - |
| Metric | 11403842:btcusd:triple_med_gx:lsma20_140 | 11403842:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 4.06% | 31.46% |
| 6M | 14.26% | 12.77% |
| YTD | 16.6% | 16.76% |
| 1Y | 8.73% | 56.84% |
| 3Y (ann.) | 11.31% | 59.12% |
| 5Y (ann.) | 11.31% | 59.12% |
| Metric | 11403842:btcusd:triple_med_gx:lsma20_140 | 11403842:BTCUSD |
|---|---|---|
| Max Drawdown | -25.67% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -4.67% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-03-02 | -25.67 | 264 |
| 2025-03-13 | 2025-05-18 | -8.26 | 66 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-05-29 | 2025-06-11 | -4.67 | 13 |
| 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 |
| 2024-06-05 | 2024-06-09 | -0.42 | 4 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| Metric | 11403842:btcusd:triple_med_gx:lsma20_140 | 11403842:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.49% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 7.18% | 37.42% |
| Worst Month | -9.14% | -17.69% |
| Best Year | 16.6% | 38.02% |
| Worst Year | -4.26% | 16.76% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 2.9% | 3.96% |
| Avg. Down Week | -2.79% | -4.92% |
| Avg. Up Month | 3.19% | 12.93% |
| Avg. Down Month | -3.86% | -9.25% |
| Win Days % | 48.72% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 58.06% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |