| Metric | 11402485:btcusd:triple_med_gx:lsma50_135 | 11402485:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 45.73% | 61.16% |
| Max Drawdown | -11.57% | -29.51% |
| Sharpe | 0.74 | 0.59 |
| Sortino | 1.23 | 0.85 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 18.06 | 3.49 |
| Outlier Loss Ratio | 4.03 | 3.42 |
| Volatility (ann.) | 13.55% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.83 | 2.0 |
| Skew | 2.6 | 0.21 |
| Kurtosis | 37.47 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.94% | 3.74% |
| Expected Yearly % | 20.72% | 26.95% |
| Kelly Criterion | 7.23% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.13% |
| Expected Shortfall (cVaR) | -1.14% | -2.13% |
| Year | 11402485:BTCUSD | 11402485:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.37 | 0.77 | - |
| 2025 | 16.76 | 12.65 | 0.75 | - |
| Metric | 11402485:btcusd:triple_med_gx:lsma50_135 | 11402485:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 8.11% | 31.46% |
| 6M | 15.03% | 12.77% |
| YTD | 12.65% | 16.76% |
| 1Y | 41.36% | 56.84% |
| 3Y (ann.) | 44.28% | 59.12% |
| 5Y (ann.) | 44.28% | 59.12% |
| Metric | 11402485:btcusd:triple_med_gx:lsma50_135 | 11402485:BTCUSD |
|---|---|---|
| Max Drawdown | -11.57% | -29.51% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -2.7% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 3.95 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-09 | -11.57 | 96 |
| 2025-03-03 | 2025-06-09 | -11.15 | 98 |
| 2024-12-21 | 2025-03-02 | -9.17 | 71 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-12 | -5.45 | 28 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-10-15 | 2024-11-05 | -1.24 | 21 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | 11402485:btcusd:triple_med_gx:lsma50_135 | 11402485:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 10.73% | 37.42% |
| Worst Month | -4.67% | -17.69% |
| Best Year | 29.37% | 38.02% |
| Worst Year | 12.65% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.63% | 3.66% |
| Avg. Down Week | -2.34% | -4.38% |
| Avg. Up Month | 6.7% | 13.44% |
| Avg. Down Month | -4.42% | -12.52% |
| Win Days % | 49.36% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |