| Metric | 11400648:btcusd:triple_med_gx:lsma50_130 | 11400648:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 32.09% | 61.16% |
| Max Drawdown | -21.13% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.79 | 0.85 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 18.69 | 3.75 |
| Outlier Loss Ratio | 3.76 | 3.49 |
| Volatility (ann.) | 14.41% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.47 | 2.0 |
| Skew | -0.2 | 0.21 |
| Kurtosis | 34.37 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.16% | 3.74% |
| Expected Yearly % | 14.93% | 26.95% |
| Kelly Criterion | 5.78% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.13% |
| Expected Shortfall (cVaR) | -1.22% | -2.13% |
| Year | 11400648:BTCUSD | 11400648:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.38 | 0.46 | - |
| 2025 | 16.76 | 12.53 | 0.75 | - |
| Metric | 11400648:btcusd:triple_med_gx:lsma50_130 | 11400648:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 18.29% | 31.46% |
| 6M | 14.64% | 12.77% |
| YTD | 12.53% | 16.76% |
| 1Y | 30.12% | 56.84% |
| 3Y (ann.) | 31.11% | 59.12% |
| 5Y (ann.) | 31.11% | 59.12% |
| Metric | 11400648:btcusd:triple_med_gx:lsma50_130 | 11400648:BTCUSD |
|---|---|---|
| Max Drawdown | -21.13% | -29.51% |
| Longest DD Days | 135.0 | 144.0 |
| Avg. Drawdown | -4.01% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.52 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -21.13 | 125 |
| 2025-01-03 | 2025-05-18 | -13.61 | 135 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2025-05-23 | 2025-06-09 | -5.17 | 17 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-04 | 2024-11-05 | -1.58 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-06-03 | 2024-06-10 | -1.03 | 6 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | 11400648:btcusd:triple_med_gx:lsma50_130 | 11400648:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 8.52% | 37.42% |
| Worst Month | -8.57% | -17.69% |
| Best Year | 17.38% | 38.02% |
| Worst Year | 12.53% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 3.77% | 4.08% |
| Avg. Down Week | -3.27% | -4.88% |
| Avg. Up Month | 4.4% | 12.23% |
| Avg. Down Month | -7.32% | -12.52% |
| Win Days % | 51.03% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 60.61% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |