| Metric | 11377259:btcusd:triple_med_gx:lsma205_50 | 11377259:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 8.52% | 79.62% |
| Max Drawdown | -15.87% | -29.51% |
| Sharpe | 0.24 | 0.65 |
| Sortino | 0.35 | 0.96 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.56 | 0.62 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 30.06 | 3.18 |
| Outlier Loss Ratio | 3.95 | 3.2 |
| Volatility (ann.) | 9.41% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.48 | 2.33 |
| Skew | 0.05 | 0.2 |
| Kurtosis | 23.53 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.59% | 4.27% |
| Expected Yearly % | 4.17% | 34.02% |
| Kelly Criterion | 0.81% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11377259:BTCUSD | 11377259:btcusd:triple_med_gx:lsma205_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.19 | -0.03 | - |
| 2025 | 30.14 | 9.83 | 0.33 | - |
| Metric | 11377259:btcusd:triple_med_gx:lsma205_50 | 11377259:BTCUSD |
|---|---|---|
| MTD | 6.06% | 13.36% |
| 3M | 22.1% | 45.08% |
| 6M | 12.15% | 28.47% |
| YTD | 9.83% | 30.14% |
| 1Y | 8.48% | 105.13% |
| 3Y (ann.) | 7.59% | 68.87% |
| 5Y (ann.) | 7.59% | 68.87% |
| Metric | 11377259:btcusd:triple_med_gx:lsma205_50 | 11377259:BTCUSD |
|---|---|---|
| Max Drawdown | -15.87% | -29.51% |
| Longest DD Days | 338.0 | 144.0 |
| Avg. Drawdown | -3.26% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.54 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-03 | -15.87 | 338 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2025-07-04 | 2025-07-09 | -1.57 | 5 |
| 2024-06-02 | 2024-07-21 | -0.74 | 49 |
| 2025-07-10 | 2025-07-10 | -0.18 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11377259:btcusd:triple_med_gx:lsma205_50 | 11377259:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.78% | 18.93% |
| Worst Week | -6.74% | -12.33% |
| Best Month | 8.56% | 37.42% |
| Worst Month | -8.62% | -17.69% |
| Best Year | 9.83% | 38.02% |
| Worst Year | -1.19% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.73% | -0.73% |
| Avg. Up Week | 3.62% | 5.04% |
| Avg. Down Week | -2.84% | -3.93% |
| Avg. Up Month | 6.01% | 14.41% |
| Avg. Down Month | -3.97% | -9.5% |
| Win Days % | 48.86% | 51.93% |
| Win Month % | 58.33% | 64.29% |
| Win Week % | 44.83% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |