| Metric | 11401205:btcusd:triple_med_gx:lsma50_135 | 11401205:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 5.08% | 75.42% |
| Max Drawdown | -21.88% | -29.51% |
| Sharpe | 0.16 | 0.63 |
| Sortino | 0.25 | 0.92 |
| Payoff Ratio | 1.24 | 1.24 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.57 | 0.71 |
| Tail Ratio | 1.33 | 0.96 |
| Outlier Win Ratio | 30.72 | 3.39 |
| Outlier Loss Ratio | 3.94 | 3.19 |
| Volatility (ann.) | 10.7% | 24.55% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.21 | 2.19 |
| Skew | 2.95 | 0.2 |
| Kurtosis | 63.27 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.35% | 4.1% |
| Expected Yearly % | 2.51% | 32.45% |
| Kelly Criterion | -1.5% | 13.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.07% |
| Expected Shortfall (cVaR) | -0.92% | -2.07% |
| Year | 11401205:BTCUSD | 11401205:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.50 | -0.20 | - |
| 2025 | 27.10 | 13.60 | 0.50 | - |
| Metric | 11401205:btcusd:triple_med_gx:lsma50_135 | 11401205:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.91% | 41.88% |
| 6M | 11.31% | 22.91% |
| YTD | 13.6% | 27.1% |
| 1Y | 5.17% | 82.29% |
| 3Y (ann.) | 4.5% | 64.73% |
| 5Y (ann.) | 4.5% | 64.73% |
| Metric | 11401205:btcusd:triple_med_gx:lsma50_135 | 11401205:BTCUSD |
|---|---|---|
| Max Drawdown | -21.88% | -29.51% |
| Longest DD Days | 342.0 | 144.0 |
| Avg. Drawdown | -5.11% | -4.71% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | 0.23 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -21.88 | 342 |
| 2024-06-05 | 2024-08-08 | -7.12 | 64 |
| 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 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401205:btcusd:triple_med_gx:lsma50_135 | 11401205:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.26% | 18.93% |
| Worst Week | -9.29% | -12.33% |
| Best Month | 14.26% | 37.42% |
| Worst Month | -7.84% | -17.69% |
| Best Year | 13.6% | 38.02% |
| Worst Year | -7.5% | 27.1% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 4.31% | 5.07% |
| Avg. Down Week | -3.17% | -3.48% |
| Avg. Up Month | 5.84% | 6.76% |
| Avg. Down Month | -4.03% | -10.46% |
| Win Days % | 43.86% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 40.62% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |