| Metric | 11396868:btcusd:triple_med_gx:lsma50_120 | 11396868:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 12.78% | 61.16% |
| Max Drawdown | -23.41% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.39 | 0.85 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 18.97 | 3.89 |
| Outlier Loss Ratio | 3.47 | 3.6 |
| Volatility (ann.) | 16.03% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.53 | 2.0 |
| Skew | 0.7 | 0.21 |
| Kurtosis | 35.22 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.93% | 3.74% |
| Expected Yearly % | 6.2% | 26.95% |
| Kelly Criterion | 2.44% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.13% |
| Expected Shortfall (cVaR) | -1.37% | -2.13% |
| Year | 11396868:BTCUSD | 11396868:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.77 | -0.13 | - |
| 2025 | 16.76 | 18.44 | 1.10 | + |
| Metric | 11396868:btcusd:triple_med_gx:lsma50_120 | 11396868:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 12.17% | 31.46% |
| 6M | 14.43% | 12.77% |
| YTD | 18.44% | 16.76% |
| 1Y | 7.75% | 56.84% |
| 3Y (ann.) | 12.42% | 59.12% |
| 5Y (ann.) | 12.42% | 59.12% |
| Metric | 11396868:btcusd:triple_med_gx:lsma50_120 | 11396868:BTCUSD |
|---|---|---|
| Max Drawdown | -23.41% | -29.51% |
| Longest DD Days | 329.0 | 144.0 |
| Avg. Drawdown | -3.2% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.55 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-05-08 | -23.41 | 329 |
| 2025-05-19 | 2025-06-11 | -4.94 | 23 |
| 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 |
| 2025-05-10 | 2025-05-18 | -0.61 | 8 |
| 2025-05-09 | 2025-05-10 | -0.29 | 1 |
| 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 | 11396868:btcusd:triple_med_gx:lsma50_120 | 11396868:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -7.11% | -12.33% |
| Best Month | 10.65% | 37.42% |
| Worst Month | -9.18% | -17.69% |
| Best Year | 18.44% | 38.02% |
| Worst Year | -4.77% | 16.76% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.93% | -0.96% |
| Avg. Up Week | 2.85% | 3.75% |
| Avg. Down Week | -2.72% | -5.15% |
| Avg. Up Month | 2.67% | 13.47% |
| Avg. Down Month | -4.1% | -9.88% |
| Win Days % | 49.46% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |