| Metric | 11379350:btcusd:triple_med_gx:lsma200_60 | 11379350:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 3.28% | 79.62% |
| Max Drawdown | -16.33% | -29.51% |
| Sharpe | 0.13 | 0.65 |
| Sortino | 0.18 | 0.96 |
| Payoff Ratio | 1.05 | 0.98 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.32 | 1.08 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 33.05 | 3.1 |
| Outlier Loss Ratio | 4.0 | 3.23 |
| Volatility (ann.) | 8.87% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.18 | 2.33 |
| Skew | -0.07 | 0.2 |
| Kurtosis | 26.83 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.23% | 4.27% |
| Expected Yearly % | 1.63% | 34.02% |
| Kelly Criterion | 0.71% | 2.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11379350:BTCUSD | 11379350:btcusd:triple_med_gx:lsma200_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.26 | -0.09 | - |
| 2025 | 30.14 | 6.76 | 0.22 | - |
| Metric | 11379350:btcusd:triple_med_gx:lsma200_60 | 11379350:BTCUSD |
|---|---|---|
| MTD | 4.33% | 13.36% |
| 3M | 16.75% | 45.08% |
| 6M | 6.76% | 28.47% |
| YTD | 6.76% | 30.14% |
| 1Y | 3.58% | 105.13% |
| 3Y (ann.) | 2.93% | 68.87% |
| 5Y (ann.) | 2.93% | 68.87% |
| Metric | 11379350:btcusd:triple_med_gx:lsma200_60 | 11379350:BTCUSD |
|---|---|---|
| Max Drawdown | -16.33% | -29.51% |
| Longest DD Days | 347.0 | 144.0 |
| Avg. Drawdown | -3.22% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.2 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-31 | 2025-07-14 | -16.33 | 347 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-06-02 | 2024-07-21 | -1.29 | 49 |
| 2024-07-30 | 2024-07-30 | -0.18 | 0 |
| 2024-07-31 | 2024-07-31 | -0.17 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11379350:btcusd:triple_med_gx:lsma200_60 | 11379350:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -7.35% | -12.33% |
| Best Month | 4.91% | 37.42% |
| Worst Month | -6.59% | -17.69% |
| Best Year | 6.76% | 38.02% |
| Worst Year | -3.26% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.77% | 4.98% |
| Avg. Down Week | -2.64% | -4.55% |
| Avg. Up Month | 3.79% | 15.82% |
| Avg. Down Month | -1.66% | -8.96% |
| Win Days % | 49.24% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 37.04% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |