| Metric | 11403290:btcusd:triple_med_gx:lsma50_140 | 11403290:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 9.5% | 61.16% |
| Max Drawdown | -18.42% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.4 | 0.85 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 28.86 | 3.35 |
| Outlier Loss Ratio | 4.1 | 3.16 |
| Volatility (ann.) | 10.7% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.5 | 2.0 |
| Skew | 1.58 | 0.21 |
| Kurtosis | 40.34 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.7% | 3.74% |
| Expected Yearly % | 4.64% | 26.95% |
| Kelly Criterion | 1.36% | 10.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.13% |
| Expected Shortfall (cVaR) | -0.91% | -2.13% |
| Year | 11403290:BTCUSD | 11403290:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.54 | 0.01 | - |
| 2025 | 16.76 | 8.92 | 0.53 | - |
| Metric | 11403290:btcusd:triple_med_gx:lsma50_140 | 11403290:BTCUSD |
|---|---|---|
| MTD | 3.69% | 4.16% |
| 3M | 11.76% | 31.46% |
| 6M | 12.07% | 12.77% |
| YTD | 8.92% | 16.76% |
| 1Y | 8.26% | 56.84% |
| 3Y (ann.) | 9.24% | 59.12% |
| 5Y (ann.) | 9.24% | 59.12% |
| Metric | 11403290:btcusd:triple_med_gx:lsma50_140 | 11403290:BTCUSD |
|---|---|---|
| Max Drawdown | -18.42% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -3.67% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | 0.52 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-10 | -18.42 | 339 |
| 2025-05-23 | 2025-06-09 | -2.94 | 17 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-05-11 | 2025-05-21 | -1.28 | 10 |
| 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 | 11403290:btcusd:triple_med_gx:lsma50_140 | 11403290:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.04% | 18.93% |
| Worst Week | -5.83% | -12.33% |
| Best Month | 10.05% | 37.42% |
| Worst Month | -7.16% | -17.69% |
| Best Year | 8.92% | 38.02% |
| Worst Year | 0.54% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 2.56% | 3.7% |
| Avg. Down Week | -2.4% | -3.71% |
| Avg. Up Month | 3.03% | 13.44% |
| Avg. Down Month | -5.05% | -11.25% |
| Win Days % | 45.75% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |