| Metric | 11398131:btcusd:triple_med_gx:lsma50_125 | 11398131:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 9.01% | 61.16% |
| Max Drawdown | -14.67% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.38 | 0.85 |
| Payoff Ratio | 1.25 | 1.17 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 29.57 | 3.35 |
| Outlier Loss Ratio | 4.26 | 3.26 |
| Volatility (ann.) | 10.66% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.6 | 2.0 |
| Skew | 1.64 | 0.21 |
| Kurtosis | 40.47 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.67% | 3.74% |
| Expected Yearly % | 4.41% | 26.95% |
| Kelly Criterion | 0.5% | 10.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.13% |
| Expected Shortfall (cVaR) | -0.91% | -2.13% |
| Year | 11398131:BTCUSD | 11398131:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.30 | -0.06 | - |
| 2025 | 16.76 | 11.58 | 0.69 | - |
| Metric | 11398131:btcusd:triple_med_gx:lsma50_125 | 11398131:BTCUSD |
|---|---|---|
| MTD | 3.22% | 4.16% |
| 3M | 11.82% | 31.46% |
| 6M | 14.2% | 12.77% |
| YTD | 11.58% | 16.76% |
| 1Y | 7.78% | 56.84% |
| 3Y (ann.) | 8.76% | 59.12% |
| 5Y (ann.) | 8.76% | 59.12% |
| Metric | 11398131:btcusd:triple_med_gx:lsma50_125 | 11398131:BTCUSD |
|---|---|---|
| Max Drawdown | -14.67% | -29.51% |
| Longest DD Days | 350.0 | 144.0 |
| Avg. Drawdown | -2.82% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | 0.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-21 | -14.67 | 350 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2025-05-22 | 2025-06-08 | -1.22 | 16 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-06-08 | 2025-06-09 | -0.67 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| Metric | 11398131:btcusd:triple_med_gx:lsma50_125 | 11398131:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.08% | 18.93% |
| Worst Week | -5.83% | -12.33% |
| Best Month | 11.0% | 37.42% |
| Worst Month | -5.12% | -17.69% |
| Best Year | 11.58% | 38.02% |
| Worst Year | -2.3% | 16.76% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 2.53% | 4.3% |
| Avg. Down Week | -1.84% | -3.82% |
| Avg. Up Month | 4.8% | 8.32% |
| Avg. Down Month | -5.03% | -12.52% |
| Win Days % | 44.68% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 48.57% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |