| Metric | 11399540:btcusd:triple_med_gx:lsma50_130 | 11399540:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 4.07% | 61.16% |
| Max Drawdown | -19.92% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.23 | 0.85 |
| Payoff Ratio | 1.16 | 1.19 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.55 | 0.67 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 30.12 | 3.09 |
| Outlier Loss Ratio | 3.88 | 3.03 |
| Volatility (ann.) | 10.38% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.2 | 2.0 |
| Skew | 3.56 | 0.21 |
| Kurtosis | 73.98 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.31% | 3.74% |
| Expected Yearly % | 2.02% | 26.95% |
| Kelly Criterion | -2.27% | 11.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11399540:BTCUSD | 11399540:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.11 | -0.11 | - |
| 2025 | 16.76 | 8.53 | 0.51 | - |
| Metric | 11399540:btcusd:triple_med_gx:lsma50_130 | 11399540:BTCUSD |
|---|---|---|
| MTD | 4.32% | 4.16% |
| 3M | 6.79% | 31.46% |
| 6M | 2.34% | 12.77% |
| YTD | 8.53% | 16.76% |
| 1Y | -1.17% | 56.84% |
| 3Y (ann.) | 3.96% | 59.12% |
| 5Y (ann.) | 3.96% | 59.12% |
| Metric | 11399540:btcusd:triple_med_gx:lsma50_130 | 11399540:BTCUSD |
|---|---|---|
| Max Drawdown | -19.92% | -29.51% |
| Longest DD Days | 281.0 | 144.0 |
| Avg. Drawdown | -3.63% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 0.2 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-06-11 | -19.92 | 281 |
| 2024-06-08 | 2024-08-08 | -7.65 | 61 |
| 2024-08-09 | 2024-08-13 | -2.43 | 4 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 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 | 11399540:btcusd:triple_med_gx:lsma50_130 | 11399540: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 | 9.77% | 37.42% |
| Worst Month | -9.72% | -17.69% |
| Best Year | 8.53% | 38.02% |
| Worst Year | -4.11% | 16.76% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 3.2% | 4.81% |
| Avg. Down Week | -3.45% | -3.7% |
| Avg. Up Month | 2.99% | 13.95% |
| Avg. Down Month | -4.11% | -10.46% |
| Win Days % | 45.13% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 48.39% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |