| Metric | 11399819:btcusd:triple_med_gx:lsma50_130 | 11399819:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 20.6% | 61.16% |
| Max Drawdown | -13.73% | -29.51% |
| Sharpe | 0.48 | 0.59 |
| Sortino | 0.75 | 0.85 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.7 | 0.67 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 28.67 | 3.35 |
| Outlier Loss Ratio | 4.19 | 3.16 |
| Volatility (ann.) | 10.57% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.46 | 2.0 |
| Skew | 1.78 | 0.21 |
| Kurtosis | 41.47 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.45% | 3.74% |
| Expected Yearly % | 9.82% | 26.95% |
| Kelly Criterion | 4.52% | 11.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11399819:BTCUSD | 11399819:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.35 | 0.14 | - |
| 2025 | 16.76 | 14.48 | 0.86 | - |
| Metric | 11399819:btcusd:triple_med_gx:lsma50_130 | 11399819:BTCUSD |
|---|---|---|
| MTD | 4.69% | 4.16% |
| 3M | 13.96% | 31.46% |
| 6M | 17.17% | 12.77% |
| YTD | 14.48% | 16.76% |
| 1Y | 19.23% | 56.84% |
| 3Y (ann.) | 20.0% | 59.12% |
| 5Y (ann.) | 20.0% | 59.12% |
| Metric | 11399819:btcusd:triple_med_gx:lsma50_130 | 11399819:BTCUSD |
|---|---|---|
| Max Drawdown | -13.73% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -3.99% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.5 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -13.73 | 182 |
| 2025-03-06 | 2025-05-10 | -12.96 | 65 |
| 2024-12-29 | 2025-03-05 | -7.70 | 66 |
| 2024-12-05 | 2024-12-12 | -5.45 | 7 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-05-23 | 2025-06-09 | -1.68 | 17 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-05-11 | 2025-05-21 | -0.93 | 10 |
| 2024-12-13 | 2024-12-28 | -0.70 | 14 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11399819:btcusd:triple_med_gx:lsma50_130 | 11399819:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.04% | 18.93% |
| Worst Week | -5.83% | -12.33% |
| Best Month | 11.54% | 37.42% |
| Worst Month | -5.12% | -17.69% |
| Best Year | 14.48% | 38.02% |
| Worst Year | 5.35% | 16.76% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 2.83% | 4.3% |
| Avg. Down Week | -1.82% | -3.72% |
| Avg. Up Month | 3.38% | 13.44% |
| Avg. Down Month | -5.11% | -12.52% |
| Win Days % | 46.69% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |