| Metric | 11388739:btcusd:triple_med_gx:lsma50_95 | 11388739:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 3.89% | 61.52% |
| Max Drawdown | -20.73% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.21 | 0.86 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.73 | 1.07 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 1.65 | 0.97 |
| Outlier Win Ratio | 32.32 | 3.16 |
| Outlier Loss Ratio | 3.85 | 3.25 |
| Volatility (ann.) | 10.14% | 25.2% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.18 | 2.02 |
| Skew | 1.51 | 0.21 |
| Kurtosis | 46.89 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.29% | 3.76% |
| Expected Yearly % | 1.93% | 27.09% |
| Kelly Criterion | -1.07% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11388739:BTCUSD | 11388739:btcusd:triple_med_gx:lsma50_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.42 | -0.27 | - |
| 2025 | 17.02 | 15.98 | 0.94 | - |
| Metric | 11388739:btcusd:triple_med_gx:lsma50_95 | 11388739:BTCUSD |
|---|---|---|
| MTD | 4.69% | 4.4% |
| 3M | 10.45% | 31.76% |
| 6M | 19.8% | 12.25% |
| YTD | 15.98% | 17.02% |
| 1Y | 0.34% | 57.19% |
| 3Y (ann.) | 3.79% | 59.47% |
| 5Y (ann.) | 3.79% | 59.47% |
| Metric | 11388739:btcusd:triple_med_gx:lsma50_95 | 11388739:BTCUSD |
|---|---|---|
| Max Drawdown | -20.73% | -29.51% |
| Longest DD Days | 351.0 | 144.0 |
| Avg. Drawdown | -5.52% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | 0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-22 | -20.73 | 351 |
| 2025-05-23 | 2025-06-11 | -5.26 | 19 |
| 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 | 11388739:btcusd:triple_med_gx:lsma50_95 | 11388739:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.5% | 18.93% |
| Worst Week | -5.83% | -12.33% |
| Best Month | 8.5% | 37.42% |
| Worst Month | -5.75% | -17.69% |
| Best Year | 15.98% | 38.02% |
| Worst Year | -10.42% | 17.02% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 2.91% | 4.59% |
| Avg. Down Week | -2.72% | -3.68% |
| Avg. Up Month | 3.92% | 7.08% |
| Avg. Down Month | -3.74% | -11.25% |
| Win Days % | 46.64% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |