| Metric | 11391720:btcusd:triple_med_gx:lsma50_105 | 11391720:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 2.93% | 61.16% |
| Max Drawdown | -21.16% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.85 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 1.46 | 0.98 |
| Outlier Win Ratio | 29.61 | 3.17 |
| Outlier Loss Ratio | 4.04 | 3.33 |
| Volatility (ann.) | 10.52% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.13 | 2.0 |
| Skew | 1.26 | 0.21 |
| Kurtosis | 41.4 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.22% | 3.74% |
| Expected Yearly % | 1.45% | 26.95% |
| Kelly Criterion | -1.34% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11391720:BTCUSD | 11391720:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.84 | -0.34 | - |
| 2025 | 16.76 | 18.10 | 1.08 | + |
| Metric | 11391720:btcusd:triple_med_gx:lsma50_105 | 11391720:BTCUSD |
|---|---|---|
| MTD | 3.8% | 4.16% |
| 3M | 10.06% | 31.46% |
| 6M | 19.84% | 12.77% |
| YTD | 18.1% | 16.76% |
| 1Y | 2.83% | 56.84% |
| 3Y (ann.) | 2.85% | 59.12% |
| 5Y (ann.) | 2.85% | 59.12% |
| Metric | 11391720:btcusd:triple_med_gx:lsma50_105 | 11391720:BTCUSD |
|---|---|---|
| Max Drawdown | -21.16% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.76% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | 0.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-09 | -21.16 | 369 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| Metric | 11391720:btcusd:triple_med_gx:lsma50_105 | 11391720:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.8% | 18.93% |
| Worst Week | -5.83% | -12.33% |
| Best Month | 9.32% | 37.42% |
| Worst Month | -5.66% | -17.69% |
| Best Year | 18.1% | 38.02% |
| Worst Year | -12.84% | 16.76% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 2.7% | 4.63% |
| Avg. Down Week | -2.14% | -3.73% |
| Avg. Up Month | 4.77% | 7.02% |
| Avg. Down Month | -3.83% | -11.25% |
| Win Days % | 45.83% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 47.22% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |