| Metric | 11377371:btcusd:triple_med_gx:lsma205_50 | 11377371:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 5.08% | 79.62% |
| Max Drawdown | -17.22% | -29.51% |
| Sharpe | 0.16 | 0.65 |
| Sortino | 0.23 | 0.96 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 30.36 | 3.16 |
| Outlier Loss Ratio | 3.96 | 3.16 |
| Volatility (ann.) | 9.54% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.26 | 2.33 |
| Skew | -1.21 | 0.2 |
| Kurtosis | 35.77 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.35% | 4.27% |
| Expected Yearly % | 2.51% | 34.02% |
| Kelly Criterion | -1.59% | 2.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11377371:BTCUSD | 11377371:btcusd:triple_med_gx:lsma205_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.89 | -0.15 | - |
| 2025 | 30.14 | 11.66 | 0.39 | - |
| Metric | 11377371:btcusd:triple_med_gx:lsma205_50 | 11377371:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 17.8% | 45.08% |
| 6M | 10.37% | 28.47% |
| YTD | 11.66% | 30.14% |
| 1Y | 9.49% | 105.13% |
| 3Y (ann.) | 4.53% | 68.87% |
| 5Y (ann.) | 4.53% | 68.87% |
| Metric | 11377371:btcusd:triple_med_gx:lsma205_50 | 11377371:BTCUSD |
|---|---|---|
| Max Drawdown | -17.22% | -29.51% |
| Longest DD Days | 325.0 | 144.0 |
| Avg. Drawdown | -5.78% | -4.58% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | 0.29 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-05-02 | -17.22 | 325 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-15 | 2025-07-14 | -1.84 | 59 |
| 2024-06-01 | 2024-06-05 | -0.29 | 3 |
| Metric | 11377371:btcusd:triple_med_gx:lsma205_50 | 11377371:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -7.65% | -12.33% |
| Best Month | 10.37% | 37.42% |
| Worst Month | -4.72% | -17.69% |
| Best Year | 11.66% | 38.02% |
| Worst Year | -5.89% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.76% | 5.31% |
| Avg. Down Week | -2.79% | -4.39% |
| Avg. Up Month | 6.43% | 15.94% |
| Avg. Down Month | -4.15% | -8.96% |
| Win Days % | 49.17% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 40.62% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |