| Metric | 11377321:btcusd:triple_med_gx:lsma235_50 | 11377321:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 8.8% | 79.62% |
| Max Drawdown | -20.04% | -29.51% |
| Sharpe | 0.24 | 0.65 |
| Sortino | 0.34 | 0.96 |
| Payoff Ratio | 0.97 | 0.95 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.52 | 1.08 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.41 | 0.98 |
| Outlier Win Ratio | 27.09 | 3.17 |
| Outlier Loss Ratio | 3.77 | 3.31 |
| Volatility (ann.) | 9.82% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.39 | 2.33 |
| Skew | -0.44 | 0.2 |
| Kurtosis | 20.9 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.6% | 4.27% |
| Expected Yearly % | 4.31% | 34.02% |
| Kelly Criterion | 1.8% | 1.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11377321:BTCUSD | 11377321:btcusd:triple_med_gx:lsma235_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.73 | -0.10 | - |
| 2025 | 30.14 | 13.01 | 0.43 | - |
| Metric | 11377321:btcusd:triple_med_gx:lsma235_50 | 11377321:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 27.21% | 45.08% |
| 6M | 13.01% | 28.47% |
| YTD | 13.01% | 30.14% |
| 1Y | 12.7% | 105.13% |
| 3Y (ann.) | 7.83% | 68.87% |
| 5Y (ann.) | 7.83% | 68.87% |
| Metric | 11377321:btcusd:triple_med_gx:lsma235_50 | 11377321:BTCUSD |
|---|---|---|
| Max Drawdown | -20.04% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -2.89% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-05-08 | -20.04 | 339 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-05-27 | 2025-07-02 | -1.49 | 35 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2025-05-26 | 2025-05-27 | -0.66 | 0 |
| 2024-06-01 | 2024-06-03 | -0.41 | 1 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2025-05-15 | 2025-05-15 | -0.18 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11377321:btcusd:triple_med_gx:lsma235_50 | 11377321:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -8.84% | -12.33% |
| Best Month | 14.18% | 37.42% |
| Worst Month | -8.59% | -17.69% |
| Best Year | 13.01% | 38.02% |
| Worst Year | -3.73% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.49% | 4.5% |
| Avg. Down Week | -3.77% | -3.98% |
| Avg. Up Month | 7.95% | 16.67% |
| Avg. Down Month | -6.72% | -11.25% |
| Win Days % | 51.71% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |