| Metric | 11400201:btcusd:triple_med_gx:lsma50_130 | 11400201:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 21.07% | 61.16% |
| Max Drawdown | -21.57% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.56 | 0.85 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 19.68 | 3.84 |
| Outlier Loss Ratio | 3.54 | 3.6 |
| Volatility (ann.) | 15.67% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.95 | 2.0 |
| Skew | 0.72 | 0.21 |
| Kurtosis | 38.38 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.48% | 3.74% |
| Expected Yearly % | 10.03% | 26.95% |
| Kelly Criterion | 3.83% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11400201:BTCUSD | 11400201:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.50 | -0.09 | - |
| 2025 | 16.76 | 25.46 | 1.52 | + |
| Metric | 11400201:btcusd:triple_med_gx:lsma50_130 | 11400201:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 18.82% | 31.46% |
| 6M | 23.23% | 12.77% |
| YTD | 25.46% | 16.76% |
| 1Y | 15.66% | 56.84% |
| 3Y (ann.) | 20.46% | 59.12% |
| 5Y (ann.) | 20.46% | 59.12% |
| Metric | 11400201:btcusd:triple_med_gx:lsma50_130 | 11400201:BTCUSD |
|---|---|---|
| Max Drawdown | -21.57% | -29.51% |
| Longest DD Days | 302.0 | 144.0 |
| Avg. Drawdown | -2.63% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.98 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-04-11 | -21.57 | 302 |
| 2025-05-30 | 2025-06-11 | -4.46 | 12 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-06-05 | 2024-06-12 | -1.06 | 6 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 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 |
| Metric | 11400201:btcusd:triple_med_gx:lsma50_130 | 11400201:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.17% | 18.93% |
| Worst Week | -7.97% | -12.33% |
| Best Month | 11.62% | 37.42% |
| Worst Month | -8.98% | -17.69% |
| Best Year | 25.46% | 38.02% |
| Worst Year | -3.5% | 16.76% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.92% | -0.95% |
| Avg. Up Week | 3.14% | 3.75% |
| Avg. Down Week | -2.65% | -5.15% |
| Avg. Up Month | 4.33% | 8.67% |
| Avg. Down Month | -5.68% | -13.21% |
| Win Days % | 50.34% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 59.38% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |