| Metric | 11383259:btcusd:triple_med_gx:lsma50_75 | 11383259:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 10.93% | 61.52% |
| Max Drawdown | -13.85% | -29.51% |
| Sharpe | 0.31 | 0.59 |
| Sortino | 0.47 | 0.86 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 2.07 | 1.07 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.82 | 0.97 |
| Outlier Win Ratio | 36.91 | 3.13 |
| Outlier Loss Ratio | 3.76 | 3.11 |
| Volatility (ann.) | 9.53% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.77 | 2.02 |
| Skew | 2.0 | 0.21 |
| Kurtosis | 59.62 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.8% | 3.76% |
| Expected Yearly % | 5.32% | 27.09% |
| Kelly Criterion | 2.64% | 8.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11383259:BTCUSD | 11383259:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.16 | -0.00 | - |
| 2025 | 17.02 | 11.10 | 0.65 | - |
| Metric | 11383259:btcusd:triple_med_gx:lsma50_75 | 11383259:BTCUSD |
|---|---|---|
| MTD | 0.14% | 4.4% |
| 3M | 3.48% | 31.76% |
| 6M | 10.95% | 12.25% |
| YTD | 11.1% | 17.02% |
| 1Y | 6.82% | 57.19% |
| 3Y (ann.) | 10.62% | 59.47% |
| 5Y (ann.) | 10.62% | 59.47% |
| Metric | 11383259:btcusd:triple_med_gx:lsma50_75 | 11383259:BTCUSD |
|---|---|---|
| Max Drawdown | -13.85% | -29.51% |
| Longest DD Days | 270.0 | 144.0 |
| Avg. Drawdown | -3.34% | -4.82% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.79 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-05-21 | -13.85 | 270 |
| 2024-06-17 | 2024-08-21 | -4.69 | 65 |
| 2025-05-23 | 2025-06-11 | -3.93 | 19 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| Metric | 11383259:btcusd:triple_med_gx:lsma50_75 | 11383259:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -5.83% | -12.33% |
| Best Month | 8.12% | 37.42% |
| Worst Month | -5.22% | -17.69% |
| Best Year | 11.1% | 38.02% |
| Worst Year | -0.16% | 17.02% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 3.06% | 5.85% |
| Avg. Down Week | -2.28% | -3.87% |
| Avg. Up Month | 3.45% | 7.08% |
| Avg. Down Month | -3.69% | -17.69% |
| Win Days % | 47.5% | 51.9% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 55.88% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |