| Metric | 11401261:btcusd:triple_med_gx:lsma50_135 | 11401261:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 0.18% | 61.16% |
| Max Drawdown | -23.15% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.09 | 0.85 |
| Payoff Ratio | 1.13 | 1.15 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.52 | 0.66 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 29.04 | 3.11 |
| Outlier Loss Ratio | 3.82 | 3.12 |
| Volatility (ann.) | 10.73% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.01 | 2.0 |
| Skew | 3.05 | 0.21 |
| Kurtosis | 66.1 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.01% | 3.74% |
| Expected Yearly % | 0.09% | 26.95% |
| Kelly Criterion | -3.97% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.13% |
| Expected Shortfall (cVaR) | -0.92% | -2.13% |
| Year | 11401261:BTCUSD | 11401261:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.29 | -0.24 | - |
| 2025 | 16.76 | 10.44 | 0.62 | - |
| Metric | 11401261:btcusd:triple_med_gx:lsma50_135 | 11401261:BTCUSD |
|---|---|---|
| MTD | 4.32% | 4.16% |
| 3M | 8.93% | 31.46% |
| 6M | 3.98% | 12.77% |
| YTD | 10.44% | 16.76% |
| 1Y | -4.86% | 56.84% |
| 3Y (ann.) | 0.18% | 59.12% |
| 5Y (ann.) | 0.18% | 59.12% |
| Metric | 11401261:btcusd:triple_med_gx:lsma50_135 | 11401261:BTCUSD |
|---|---|---|
| Max Drawdown | -23.15% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -4.65% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | 0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -23.15 | 306 |
| 2024-06-08 | 2024-08-08 | -7.65 | 61 |
| 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 | 11401261:btcusd:triple_med_gx:lsma50_135 | 11401261: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 | 10.44% | 38.02% |
| Worst Year | -9.29% | 16.76% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.79% | -0.78% |
| Avg. Up Week | 3.42% | 4.81% |
| Avg. Down Week | -3.13% | -3.65% |
| Avg. Up Month | 2.71% | 13.34% |
| Avg. Down Month | -4.21% | -10.46% |
| Win Days % | 44.94% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 43.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |