| Metric | 11370336:btcusd:triple_med_gx:lsma50_10 | 11370336:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 9.83% | 79.62% |
| Max Drawdown | -14.89% | -29.51% |
| Sharpe | 0.29 | 0.65 |
| Sortino | 0.4 | 0.96 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 2.04 | 1.08 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.83 | 0.98 |
| Outlier Win Ratio | 39.13 | 3.21 |
| Outlier Loss Ratio | 3.62 | 3.07 |
| Volatility (ann.) | 8.66% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.59 | 2.33 |
| Skew | -1.08 | 0.2 |
| Kurtosis | 34.0 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.67% | 4.27% |
| Expected Yearly % | 4.8% | 34.02% |
| Kelly Criterion | -0.77% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11370336:BTCUSD | 11370336:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.75 | 0.02 | - |
| 2025 | 30.14 | 9.02 | 0.30 | - |
| Metric | 11370336:btcusd:triple_med_gx:lsma50_10 | 11370336:BTCUSD |
|---|---|---|
| MTD | 5.51% | 13.36% |
| 3M | 10.38% | 45.08% |
| 6M | 9.02% | 28.47% |
| YTD | 9.02% | 30.14% |
| 1Y | 3.65% | 105.13% |
| 3Y (ann.) | 8.75% | 68.87% |
| 5Y (ann.) | 8.75% | 68.87% |
| Metric | 11370336:btcusd:triple_med_gx:lsma50_10 | 11370336:BTCUSD |
|---|---|---|
| Max Drawdown | -14.89% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -2.84% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.66 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-10 | 2025-07-14 | -14.89 | 306 |
| 2024-08-08 | 2024-08-23 | -5.58 | 14 |
| 2024-07-01 | 2024-07-13 | -3.43 | 12 |
| 2024-06-05 | 2024-06-30 | -3.02 | 25 |
| 2024-08-25 | 2024-09-09 | -0.80 | 15 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370336:btcusd:triple_med_gx:lsma50_10 | 11370336:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -8.22% | -12.33% |
| Best Month | 6.84% | 37.42% |
| Worst Month | -4.98% | -17.69% |
| Best Year | 9.02% | 38.02% |
| Worst Year | 0.75% | 30.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 2.59% | 6.93% |
| Avg. Down Week | -2.02% | -3.66% |
| Avg. Up Month | 3.4% | 7.84% |
| Avg. Down Month | -2.9% | -7.67% |
| Win Days % | 48.05% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |