| Metric | 11397252:btcusd:triple_med_gx:lsma50_120 | 11397252:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 12.74% | 61.16% |
| Max Drawdown | -26.38% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.38 | 0.85 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 17.32 | 3.71 |
| Outlier Loss Ratio | 3.76 | 3.6 |
| Volatility (ann.) | 15.08% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.47 | 2.0 |
| Skew | -0.28 | 0.21 |
| Kurtosis | 29.49 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.93% | 3.74% |
| Expected Yearly % | 6.18% | 26.95% |
| Kelly Criterion | 1.71% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11397252:BTCUSD | 11397252:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.26 | -0.19 | - |
| 2025 | 16.76 | 21.57 | 1.29 | + |
| Metric | 11397252:btcusd:triple_med_gx:lsma50_120 | 11397252:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 29.14% | 31.46% |
| 6M | 20.71% | 12.77% |
| YTD | 21.57% | 16.76% |
| 1Y | 15.17% | 56.84% |
| 3Y (ann.) | 12.38% | 59.12% |
| 5Y (ann.) | 12.38% | 59.12% |
| Metric | 11397252:btcusd:triple_med_gx:lsma50_120 | 11397252:BTCUSD |
|---|---|---|
| Max Drawdown | -26.38% | -29.51% |
| Longest DD Days | 334.0 | 144.0 |
| Avg. Drawdown | -4.44% | -4.82% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-08 | -26.38 | 334 |
| 2025-05-29 | 2025-06-11 | -8.11 | 13 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-06-02 | 2024-06-07 | -0.43 | 5 |
| 2025-05-09 | 2025-05-10 | -0.29 | 1 |
| 2025-05-10 | 2025-05-10 | -0.25 | 0 |
| 2025-05-18 | 2025-05-18 | -0.18 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11397252:btcusd:triple_med_gx:lsma50_120 | 11397252:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 12.1% | 37.42% |
| Worst Month | -11.29% | -17.69% |
| Best Year | 21.57% | 38.02% |
| Worst Year | -7.26% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.87% | -0.87% |
| Avg. Up Week | 3.65% | 4.21% |
| Avg. Down Week | -3.64% | -4.75% |
| Avg. Up Month | 4.59% | 12.23% |
| Avg. Down Month | -4.5% | -7.82% |
| Win Days % | 49.62% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 55.88% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |