| Metric | 11370288:btcusd:triple_med_gx:lsma50_10 | 11370288:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 10.27% | 79.62% |
| Max Drawdown | -13.95% | -29.51% |
| Sharpe | 0.26 | 0.65 |
| Sortino | 0.4 | 0.96 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.59 | 0.65 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 28.89 | 3.33 |
| Outlier Loss Ratio | 4.09 | 3.18 |
| Volatility (ann.) | 10.62% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.66 | 2.33 |
| Skew | 2.6 | 0.2 |
| Kurtosis | 65.56 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.7% | 4.27% |
| Expected Yearly % | 5.01% | 34.02% |
| Kelly Criterion | -1.0% | 9.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.07% |
| Expected Shortfall (cVaR) | -0.91% | -2.07% |
| Year | 11370288:BTCUSD | 11370288:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.76 | 0.07 | - |
| 2025 | 30.14 | 7.31 | 0.24 | - |
| Metric | 11370288:btcusd:triple_med_gx:lsma50_10 | 11370288:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 12.25% | 45.08% |
| 6M | 5.72% | 28.47% |
| YTD | 7.31% | 30.14% |
| 1Y | 16.15% | 105.13% |
| 3Y (ann.) | 9.14% | 68.87% |
| 5Y (ann.) | 9.14% | 68.87% |
| Metric | 11370288:btcusd:triple_med_gx:lsma50_10 | 11370288:BTCUSD |
|---|---|---|
| Max Drawdown | -13.95% | -29.51% |
| Longest DD Days | 112.0 | 144.0 |
| Avg. Drawdown | -3.45% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-05-08 | -13.95 | 112 |
| 2024-06-06 | 2024-08-21 | -11.88 | 76 |
| 2024-08-22 | 2024-11-10 | -10.57 | 80 |
| 2024-12-26 | 2025-01-15 | -5.24 | 20 |
| 2024-11-23 | 2024-12-16 | -3.26 | 23 |
| 2025-06-03 | 2025-07-14 | -3.13 | 40 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-25 | 2024-12-25 | -0.54 | 0 |
| 2025-05-22 | 2025-06-03 | -0.34 | 12 |
| Metric | 11370288:btcusd:triple_med_gx:lsma50_10 | 11370288:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.81% | 18.93% |
| Worst Week | -5.92% | -12.33% |
| Best Month | 9.2% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 7.31% | 38.02% |
| Worst Year | 2.76% | 30.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 2.54% | 6.84% |
| Avg. Down Week | -2.89% | -4.07% |
| Avg. Up Month | 5.24% | 16.65% |
| Avg. Down Month | -3.73% | -9.42% |
| Win Days % | 45.33% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 52.17% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |