| Metric | 11392333:btcusd:triple_med_gx:lsma50_105 | 11392333:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 3.14% | 61.16% |
| Max Drawdown | -34.77% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.19 | 0.85 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 0.95 | 1.07 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 16.0 | 3.79 |
| Outlier Loss Ratio | 3.75 | 3.65 |
| Volatility (ann.) | 16.76% | 25.19% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.09 | 2.0 |
| Skew | 0.92 | 0.21 |
| Kurtosis | 33.06 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.24% | 3.74% |
| Expected Yearly % | 1.56% | 26.95% |
| Kelly Criterion | -0.95% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.13% |
| Expected Shortfall (cVaR) | -1.44% | -2.13% |
| Year | 11392333:BTCUSD | 11392333:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.85 | -0.18 | - |
| 2025 | 16.76 | 10.73 | 0.64 | - |
| Metric | 11392333:btcusd:triple_med_gx:lsma50_105 | 11392333:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 0.77% | 31.46% |
| 6M | 11.04% | 12.77% |
| YTD | 10.73% | 16.76% |
| 1Y | 2.37% | 56.84% |
| 3Y (ann.) | 3.06% | 59.12% |
| 5Y (ann.) | 3.06% | 59.12% |
| Metric | 11392333:btcusd:triple_med_gx:lsma50_105 | 11392333:BTCUSD |
|---|---|---|
| Max Drawdown | -34.77% | -29.51% |
| Longest DD Days | 268.0 | 144.0 |
| Avg. Drawdown | -7.19% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.09 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-02 | -34.77 | 268 |
| 2025-03-03 | 2025-06-11 | -13.39 | 100 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392333:btcusd:triple_med_gx:lsma50_105 | 11392333:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 10.7% | 37.42% |
| Worst Month | -10.23% | -17.69% |
| Best Year | 10.73% | 38.02% |
| Worst Year | -6.85% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 3.44% | 4.47% |
| Avg. Down Week | -3.07% | -4.64% |
| Avg. Up Month | 4.87% | 13.9% |
| Avg. Down Month | -8.93% | -8.04% |
| Win Days % | 48.03% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |