| Metric | 11404065:btcusd:triple_med_gx:lsma20_140 | 11404065:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 19.75% | 61.16% |
| Max Drawdown | -16.02% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.6 | 0.85 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 21.8 | 3.43 |
| Outlier Loss Ratio | 3.8 | 3.47 |
| Volatility (ann.) | 12.74% | 25.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.2 | 2.0 |
| Skew | 0.59 | 0.21 |
| Kurtosis | 29.76 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.4% | 3.74% |
| Expected Yearly % | 9.43% | 26.95% |
| Kelly Criterion | 5.11% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.13% |
| Expected Shortfall (cVaR) | -1.08% | -2.13% |
| Year | 11404065:BTCUSD | 11404065:btcusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.08 | 0.11 | - |
| 2025 | 16.76 | 15.06 | 0.90 | - |
| Metric | 11404065:btcusd:triple_med_gx:lsma20_140 | 11404065:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 7.35% | 31.46% |
| 6M | 11.7% | 12.77% |
| YTD | 15.06% | 16.76% |
| 1Y | 17.32% | 56.84% |
| 3Y (ann.) | 19.18% | 59.12% |
| 5Y (ann.) | 19.18% | 59.12% |
| Metric | 11404065:btcusd:triple_med_gx:lsma20_140 | 11404065:BTCUSD |
|---|---|---|
| Max Drawdown | -16.02% | -29.51% |
| Longest DD Days | 164.0 | 144.0 |
| Avg. Drawdown | -2.76% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.23 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -16.02 | 148 |
| 2024-12-05 | 2025-05-18 | -9.45 | 164 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-21 | 2025-06-01 | -1.80 | 11 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2025-06-08 | 2025-06-09 | -0.67 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11404065:btcusd:triple_med_gx:lsma20_140 | 11404065:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.96% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 9.88% | 37.42% |
| Worst Month | -9.92% | -17.69% |
| Best Year | 15.06% | 38.02% |
| Worst Year | 4.08% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 2.77% | 5.35% |
| Avg. Down Week | -3.21% | -4.33% |
| Avg. Up Month | 3.86% | 13.27% |
| Avg. Down Month | -4.14% | -9.42% |
| Win Days % | 49.11% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 62.07% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |