| Metric | 11401926:btcusd:triple_med_gx:lsma50_135 | 11401926:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 19.68% | 61.16% |
| Max Drawdown | -22.01% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.53 | 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 | 19.8 | 3.84 |
| Outlier Loss Ratio | 3.52 | 3.6 |
| Volatility (ann.) | 15.65% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.87 | 2.0 |
| Skew | 0.72 | 0.21 |
| Kurtosis | 38.61 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.39% | 3.74% |
| Expected Yearly % | 9.4% | 26.95% |
| Kelly Criterion | 3.52% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11401926:BTCUSD | 11401926:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.32 | -0.03 | - |
| 2025 | 16.76 | 21.28 | 1.27 | + |
| Metric | 11401926:btcusd:triple_med_gx:lsma50_135 | 11401926:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 16.52% | 31.46% |
| 6M | 19.16% | 12.77% |
| YTD | 21.28% | 16.76% |
| 1Y | 14.33% | 56.84% |
| 3Y (ann.) | 19.1% | 59.12% |
| 5Y (ann.) | 19.1% | 59.12% |
| Metric | 11401926:btcusd:triple_med_gx:lsma50_135 | 11401926:BTCUSD |
|---|---|---|
| Max Drawdown | -22.01% | -29.51% |
| Longest DD Days | 300.0 | 144.0 |
| Avg. Drawdown | -2.76% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.89 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-04-09 | -22.01 | 300 |
| 2025-05-22 | 2025-06-11 | -4.47 | 20 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 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 |
| Metric | 11401926:btcusd:triple_med_gx:lsma50_135 | 11401926:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.17% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 12.03% | 37.42% |
| Worst Month | -9.66% | -17.69% |
| Best Year | 21.28% | 38.02% |
| Worst Year | -1.32% | 16.76% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.92% | -0.96% |
| Avg. Up Week | 2.77% | 3.49% |
| Avg. Down Week | -2.75% | -5.15% |
| Avg. Up Month | 3.43% | 13.47% |
| Avg. Down Month | -6.72% | -13.21% |
| Win Days % | 50.23% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 60.61% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |