| Metric | 11377370:btcusd:triple_med_gx:lsma210_50 | 11377370:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 15.58% | 79.62% |
| Max Drawdown | -17.27% | -29.51% |
| Sharpe | 0.4 | 0.65 |
| Sortino | 0.59 | 0.96 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.53 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 29.38 | 3.17 |
| Outlier Loss Ratio | 4.16 | 3.13 |
| Volatility (ann.) | 9.14% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.8 | 2.33 |
| Skew | 0.12 | 0.2 |
| Kurtosis | 24.05 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.04% | 4.27% |
| Expected Yearly % | 7.51% | 34.02% |
| Kelly Criterion | 1.98% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11377370:BTCUSD | 11377370:btcusd:triple_med_gx:lsma210_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.97 | -0.10 | - |
| 2025 | 30.14 | 20.36 | 0.68 | - |
| Metric | 11377370:btcusd:triple_med_gx:lsma210_50 | 11377370:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 19.18% | 45.08% |
| 6M | 20.36% | 28.47% |
| YTD | 20.36% | 30.14% |
| 1Y | 18.32% | 105.13% |
| 3Y (ann.) | 13.83% | 68.87% |
| 5Y (ann.) | 13.83% | 68.87% |
| Metric | 11377370:btcusd:triple_med_gx:lsma210_50 | 11377370:BTCUSD |
|---|---|---|
| Max Drawdown | -17.27% | -29.51% |
| Longest DD Days | 315.0 | 144.0 |
| Avg. Drawdown | -2.68% | -4.58% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.9 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-04-22 | -17.27 | 315 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-04-23 | 2025-05-01 | -1.52 | 8 |
| 2024-06-01 | 2024-06-04 | -0.92 | 3 |
| 2025-05-15 | 2025-05-18 | -0.92 | 2 |
| 2025-07-02 | 2025-07-03 | -0.48 | 0 |
| 2025-05-01 | 2025-05-02 | -0.33 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11377370:btcusd:triple_med_gx:lsma210_50 | 11377370:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -7.65% | -12.33% |
| Best Month | 11.38% | 37.42% |
| Worst Month | -4.71% | -17.69% |
| Best Year | 20.36% | 38.02% |
| Worst Year | -3.97% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 3.49% | 4.88% |
| Avg. Down Week | -2.3% | -4.25% |
| Avg. Up Month | 6.55% | 15.94% |
| Avg. Down Month | -3.65% | -11.25% |
| Win Days % | 49.6% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 43.75% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |