| Metric | 11395246:btcusd:triple_med_gx:lsma50_115 | 11395246:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 4.68% | 61.16% |
| Max Drawdown | -26.16% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.22 | 0.85 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 18.82 | 3.89 |
| Outlier Loss Ratio | 3.49 | 3.6 |
| Volatility (ann.) | 16.09% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.17 | 2.0 |
| Skew | 0.69 | 0.21 |
| Kurtosis | 34.68 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.35% | 3.74% |
| Expected Yearly % | 2.31% | 26.95% |
| Kelly Criterion | 1.0% | 6.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11395246:BTCUSD | 11395246:btcusd:triple_med_gx:lsma50_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.67 | -0.25 | - |
| 2025 | 16.76 | 15.89 | 0.95 | - |
| Metric | 11395246:btcusd:triple_med_gx:lsma50_115 | 11395246:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 11.34% | 31.46% |
| 6M | 13.07% | 12.77% |
| YTD | 15.89% | 16.76% |
| 1Y | 0.01% | 56.84% |
| 3Y (ann.) | 4.55% | 59.12% |
| 5Y (ann.) | 4.55% | 59.12% |
| Metric | 11395246:btcusd:triple_med_gx:lsma50_115 | 11395246:BTCUSD |
|---|---|---|
| Max Drawdown | -26.16% | -29.51% |
| Longest DD Days | 363.0 | 144.0 |
| Avg. Drawdown | -4.14% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.18 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-06-11 | -26.16 | 363 |
| 2024-06-05 | 2024-06-12 | -1.06 | 6 |
| 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 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395246:btcusd:triple_med_gx:lsma50_115 | 11395246:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 9.43% | 37.42% |
| Worst Month | -9.89% | -17.69% |
| Best Year | 15.89% | 38.02% |
| Worst Year | -9.67% | 16.76% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.92% | -0.94% |
| Avg. Up Week | 2.88% | 3.75% |
| Avg. Down Week | -2.93% | -4.8% |
| Avg. Up Month | 3.69% | 16.7% |
| Avg. Down Month | -6.83% | -13.21% |
| Win Days % | 48.42% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |