| Metric | 11397196:btcusd:triple_med_gx:lsma50_120 | 11397196:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 36.23% | 61.16% |
| Max Drawdown | -27.08% | -29.51% |
| Sharpe | 0.57 | 0.59 |
| Sortino | 0.85 | 0.85 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 17.13 | 3.75 |
| Outlier Loss Ratio | 3.85 | 3.56 |
| Volatility (ann.) | 15.36% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.3 | 2.0 |
| Skew | 0.49 | 0.21 |
| Kurtosis | 33.27 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.41% | 3.74% |
| Expected Yearly % | 16.72% | 26.95% |
| Kelly Criterion | 6.2% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11397196:BTCUSD | 11397196:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.09 | 0.00 | - |
| 2025 | 16.76 | 36.11 | 2.15 | + |
| Metric | 11397196:btcusd:triple_med_gx:lsma50_120 | 11397196:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 37.89% | 31.46% |
| 6M | 40.64% | 12.77% |
| YTD | 36.11% | 16.76% |
| 1Y | 40.02% | 56.84% |
| 3Y (ann.) | 35.12% | 59.12% |
| 5Y (ann.) | 35.12% | 59.12% |
| Metric | 11397196:btcusd:triple_med_gx:lsma50_120 | 11397196:BTCUSD |
|---|---|---|
| Max Drawdown | -27.08% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -3.33% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.34 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -27.08 | 180 |
| 2025-02-06 | 2025-04-11 | -13.41 | 64 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-13 | 2025-05-06 | -2.15 | 23 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11397196:btcusd:triple_med_gx:lsma50_120 | 11397196:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.68% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 17.55% | 37.42% |
| Worst Month | -12.82% | -17.69% |
| Best Year | 36.11% | 38.02% |
| Worst Year | 0.09% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.29% | 4.74% |
| Avg. Down Week | -2.29% | -5.56% |
| Avg. Up Month | 7.34% | 12.93% |
| Avg. Down Month | -4.76% | -8.96% |
| Win Days % | 50.19% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |