| Metric | 11402429:btcusd:triple_med_gx:lsma50_135 | 11402429:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 67.21% | 58.73% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.94 | 0.55 |
| Sortino | 1.58 | 0.81 |
| Payoff Ratio | 1.23 | 1.14 |
| Profit Factor | 1.31 | 1.09 |
| Common Sense Ratio | 1.69 | 1.06 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.29 | 0.97 |
| Outlier Win Ratio | 18.08 | 3.62 |
| Outlier Loss Ratio | 4.01 | 3.44 |
| Volatility (ann.) | 13.61% | 24.91% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.37 | 1.82 |
| Skew | 2.53 | 0.2 |
| Kurtosis | 36.0 | 7.08 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.03% | 3.62% |
| Expected Yearly % | 29.31% | 25.99% |
| Kelly Criterion | 10.62% | 10.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.11% |
| Expected Shortfall (cVaR) | -1.14% | -2.11% |
| Year | 11402429:BTCUSD | 11402429:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 32.61 | 0.86 | - |
| 2025 | 15.00 | 26.09 | 1.74 | + |
| Metric | 11402429:btcusd:triple_med_gx:lsma50_135 | 11402429:BTCUSD |
|---|---|---|
| MTD | 1.09% | 2.59% |
| 3M | 13.3% | 27.24% |
| 6M | 25.0% | 14.0% |
| YTD | 26.09% | 15.0% |
| 1Y | 86.63% | 78.0% |
| 3Y (ann.) | 61.2% | 53.59% |
| 5Y (ann.) | 61.2% | 53.59% |
| Metric | 11402429:btcusd:triple_med_gx:lsma50_135 | 11402429:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 69.0 | 144.0 |
| Avg. Drawdown | -2.76% | -4.9% |
| Avg. Drawdown Days | 10.0 | 15.0 |
| Recovery Factor | 4.8 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-03-01 | -11.23 | 69 |
| 2025-03-02 | 2025-04-12 | -9.66 | 40 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-20 | 2025-06-29 | -6.11 | 8 |
| 2024-08-09 | 2024-09-09 | -5.07 | 31 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2025-05-23 | 2025-06-09 | -4.61 | 17 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| Metric | 11402429:btcusd:triple_med_gx:lsma50_135 | 11402429:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.12% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 32.61% | 38.02% |
| Worst Year | 26.09% | 15.0% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 4.06% | 3.68% |
| Avg. Down Week | -2.71% | -3.6% |
| Avg. Up Month | 5.41% | 13.31% |
| Avg. Down Month | -6.9% | -7.35% |
| Win Days % | 50.72% | 51.97% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 59.46% | 56.9% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |