| Metric | 11399488:btcusd:triple_med_gx:lsma50_130 | 11399488:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 9.17% | 75.42% |
| Max Drawdown | -19.65% | -29.51% |
| Sharpe | 0.24 | 0.63 |
| Sortino | 0.39 | 0.92 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.57 | 1.06 |
| CPC Index | 0.61 | 0.72 |
| Tail Ratio | 1.44 | 0.96 |
| Outlier Win Ratio | 31.98 | 3.39 |
| Outlier Loss Ratio | 4.12 | 3.16 |
| Volatility (ann.) | 10.4% | 24.55% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.41 | 2.19 |
| Skew | 3.41 | 0.2 |
| Kurtosis | 69.72 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.63% | 4.1% |
| Expected Yearly % | 4.48% | 32.45% |
| Kelly Criterion | -0.87% | 13.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.07% |
| Expected Shortfall (cVaR) | -0.89% | -2.07% |
| Year | 11399488:BTCUSD | 11399488:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.23 | -0.06 | - |
| 2025 | 27.10 | 11.66 | 0.43 | - |
| Metric | 11399488:btcusd:triple_med_gx:lsma50_130 | 11399488:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.01% | 41.88% |
| 6M | 9.15% | 22.91% |
| YTD | 11.66% | 27.1% |
| 1Y | 9.26% | 82.29% |
| 3Y (ann.) | 8.1% | 64.73% |
| 5Y (ann.) | 8.1% | 64.73% |
| Metric | 11399488:btcusd:triple_med_gx:lsma50_130 | 11399488:BTCUSD |
|---|---|---|
| Max Drawdown | -19.65% | -29.51% |
| Longest DD Days | 317.0 | 144.0 |
| Avg. Drawdown | -3.73% | -4.71% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 0.47 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-07-17 | -19.65 | 317 |
| 2024-06-05 | 2024-08-08 | -7.12 | 64 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 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 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11399488:btcusd:triple_med_gx:lsma50_130 | 11399488:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.07% | 18.93% |
| Worst Week | -9.29% | -12.33% |
| Best Month | 14.94% | 37.42% |
| Worst Month | -7.84% | -17.69% |
| Best Year | 11.66% | 38.02% |
| Worst Year | -2.23% | 27.1% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.98% | 5.07% |
| Avg. Down Week | -3.12% | -3.5% |
| Avg. Up Month | 4.97% | 6.76% |
| Avg. Down Month | -4.49% | -10.46% |
| Win Days % | 43.41% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 43.75% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |