| Metric | 11397854:btcusd:triple_med_gx:lsma50_125 | 11397854:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 4.17% | 61.16% |
| Max Drawdown | -18.58% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.23 | 0.85 |
| Payoff Ratio | 1.22 | 1.25 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.56 | 0.71 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 29.7 | 3.09 |
| Outlier Loss Ratio | 3.88 | 3.03 |
| Volatility (ann.) | 10.48% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.22 | 2.0 |
| Skew | 3.48 | 0.21 |
| Kurtosis | 71.49 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.31% | 3.74% |
| Expected Yearly % | 2.06% | 26.95% |
| Kelly Criterion | -2.41% | 13.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11397854:BTCUSD | 11397854:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.56 | -0.09 | - |
| 2025 | 16.76 | 8.01 | 0.48 | - |
| Metric | 11397854:btcusd:triple_med_gx:lsma50_125 | 11397854:BTCUSD |
|---|---|---|
| MTD | 4.32% | 4.16% |
| 3M | 6.52% | 31.46% |
| 6M | 1.55% | 12.77% |
| YTD | 8.01% | 16.76% |
| 1Y | -0.89% | 56.84% |
| 3Y (ann.) | 4.05% | 59.12% |
| 5Y (ann.) | 4.05% | 59.12% |
| Metric | 11397854:btcusd:triple_med_gx:lsma50_125 | 11397854:BTCUSD |
|---|---|---|
| Max Drawdown | -18.58% | -29.51% |
| Longest DD Days | 301.0 | 144.0 |
| Avg. Drawdown | -3.82% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-13 | 2025-06-11 | -18.58 | 301 |
| 2024-06-07 | 2024-08-08 | -7.82 | 62 |
| 2024-08-09 | 2024-08-13 | -2.43 | 4 |
| 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 | 11397854:btcusd:triple_med_gx:lsma50_125 | 11397854:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -8.98% | -12.33% |
| Best Month | 8.32% | 37.42% |
| Worst Month | -10.6% | -17.69% |
| Best Year | 8.01% | 38.02% |
| Worst Year | -3.56% | 16.76% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 3.26% | 4.77% |
| Avg. Down Week | -3.47% | -3.7% |
| Avg. Up Month | 3.65% | 15.89% |
| Avg. Down Month | -4.27% | -10.46% |
| Win Days % | 43.75% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 51.61% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |