| Metric | 11371834:btcusd:triple_med_gx:lsma50_20 | 11371834:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 9.59% | 79.62% |
| Max Drawdown | -15.21% | -29.51% |
| Sharpe | 0.3 | 0.65 |
| Sortino | 0.43 | 0.96 |
| Payoff Ratio | 1.1 | 1.11 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 45.75 | 3.14 |
| Outlier Loss Ratio | 3.5 | 2.99 |
| Volatility (ann.) | 7.76% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.56 | 2.33 |
| Skew | -0.46 | 0.2 |
| Kurtosis | 37.64 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.66% | 4.27% |
| Expected Yearly % | 4.69% | 34.02% |
| Kelly Criterion | 0.55% | 8.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11371834:BTCUSD | 11371834:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.21 | 0.01 | - |
| 2025 | 30.14 | 9.37 | 0.31 | - |
| Metric | 11371834:btcusd:triple_med_gx:lsma50_20 | 11371834:BTCUSD |
|---|---|---|
| MTD | 3.48% | 13.36% |
| 3M | 2.08% | 45.08% |
| 6M | 9.37% | 28.47% |
| YTD | 9.37% | 30.14% |
| 1Y | 4.68% | 105.13% |
| 3Y (ann.) | 8.54% | 68.87% |
| 5Y (ann.) | 8.54% | 68.87% |
| Metric | 11371834:btcusd:triple_med_gx:lsma50_20 | 11371834:BTCUSD |
|---|---|---|
| Max Drawdown | -15.21% | -29.51% |
| Longest DD Days | 323.0 | 144.0 |
| Avg. Drawdown | -3.3% | -4.58% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.63 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-07-14 | -15.21 | 323 |
| 2024-08-11 | 2024-08-23 | -4.51 | 12 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-06-05 | 2024-06-30 | -3.15 | 25 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| 2024-08-09 | 2024-08-11 | -1.48 | 2 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371834:btcusd:triple_med_gx:lsma50_20 | 11371834:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -4.69% | -12.33% |
| Best Month | 4.56% | 37.42% |
| Worst Month | -7.73% | -17.69% |
| Best Year | 9.37% | 38.02% |
| Worst Year | 0.21% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.31% | 6.42% |
| Avg. Down Week | -1.46% | -4.68% |
| Avg. Up Month | 3.32% | 8.54% |
| Avg. Down Month | -0.51% | -9.89% |
| Win Days % | 47.89% | 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% |