| Metric | 11403737:btcusd:triple_med_gx:lsma50_140 | 11403737:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 24.46% | 61.16% |
| Max Drawdown | -20.31% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.64 | 0.85 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 19.89 | 3.79 |
| Outlier Loss Ratio | 3.68 | 3.57 |
| Volatility (ann.) | 15.24% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.17 | 2.0 |
| Skew | 1.01 | 0.21 |
| Kurtosis | 41.34 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.7% | 3.74% |
| Expected Yearly % | 11.56% | 26.95% |
| Kelly Criterion | 4.39% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11403737:BTCUSD | 11403737:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.26 | -0.14 | - |
| 2025 | 16.76 | 31.37 | 1.87 | + |
| Metric | 11403737:btcusd:triple_med_gx:lsma50_140 | 11403737:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 19.3% | 31.46% |
| 6M | 22.26% | 12.77% |
| YTD | 31.37% | 16.76% |
| 1Y | 19.55% | 56.84% |
| 3Y (ann.) | 23.74% | 59.12% |
| 5Y (ann.) | 23.74% | 59.12% |
| Metric | 11403737:btcusd:triple_med_gx:lsma50_140 | 11403737:BTCUSD |
|---|---|---|
| Max Drawdown | -20.31% | -29.51% |
| Longest DD Days | 269.0 | 144.0 |
| Avg. Drawdown | -4.02% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.2 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-02 | -20.31 | 269 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2025-05-23 | 2025-06-09 | -5.37 | 17 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-11 | 2025-05-18 | -1.28 | 7 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-04-11 | 2025-05-10 | -0.96 | 29 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 11403737:btcusd:triple_med_gx:lsma50_140 | 11403737:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.59% | 18.93% |
| Worst Week | -6.04% | -12.33% |
| Best Month | 8.55% | 37.42% |
| Worst Month | -5.31% | -17.69% |
| Best Year | 31.37% | 38.02% |
| Worst Year | -5.26% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 2.53% | 3.28% |
| Avg. Down Week | -2.96% | -3.96% |
| Avg. Up Month | 4.31% | 13.47% |
| Avg. Down Month | -4.67% | -6.43% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 59.38% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |