| Metric | 11404178:btcusd:triple_med_gx:lsma20_140 | 11404178:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 65.77% | 61.16% |
| Max Drawdown | -14.35% | -29.51% |
| Sharpe | 0.92 | 0.59 |
| Sortino | 1.51 | 0.85 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | 1.73 | 1.07 |
| CPC Index | 0.83 | 0.7 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 18.98 | 3.75 |
| Outlier Loss Ratio | 3.8 | 3.45 |
| Volatility (ann.) | 14.42% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 4.43 | 2.0 |
| Skew | 2.05 | 0.21 |
| Kurtosis | 34.9 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.96% | 3.74% |
| Expected Yearly % | 28.75% | 26.95% |
| Kelly Criterion | 10.21% | 12.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.13% |
| Expected Shortfall (cVaR) | -1.2% | -2.13% |
| Year | 11404178:BTCUSD | 11404178:btcusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.36 | 0.56 | - |
| 2025 | 16.76 | 36.60 | 2.18 | + |
| Metric | 11404178:btcusd:triple_med_gx:lsma20_140 | 11404178:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 15.84% | 31.46% |
| 6M | 43.08% | 12.77% |
| YTD | 36.6% | 16.76% |
| 1Y | 59.63% | 56.84% |
| 3Y (ann.) | 63.55% | 59.12% |
| 5Y (ann.) | 63.55% | 59.12% |
| Metric | 11404178:btcusd:triple_med_gx:lsma20_140 | 11404178:BTCUSD |
|---|---|---|
| Max Drawdown | -14.35% | -29.51% |
| Longest DD Days | 91.0 | 144.0 |
| Avg. Drawdown | -2.23% | -4.82% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 4.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-09 | -14.35 | 91 |
| 2025-01-10 | 2025-02-28 | -8.53 | 49 |
| 2024-12-05 | 2024-12-28 | -7.93 | 23 |
| 2024-09-11 | 2024-10-14 | -7.55 | 33 |
| 2025-03-03 | 2025-04-01 | -6.70 | 29 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-29 | 2025-01-02 | -2.81 | 4 |
| 2025-04-11 | 2025-05-18 | -1.57 | 37 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11404178:btcusd:triple_med_gx:lsma20_140 | 11404178:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.78% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.56% | 37.42% |
| Worst Month | -6.53% | -17.69% |
| Best Year | 36.6% | 38.02% |
| Worst Year | 21.36% | 16.76% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.67% | 4.87% |
| Avg. Down Week | -2.91% | -4.2% |
| Avg. Up Month | 4.17% | 12.23% |
| Avg. Down Month | -6.53% | -7.35% |
| Win Days % | 49.88% | 51.86% |
| Win Month % | 92.31% | 61.54% |
| Win Week % | 70.59% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |