| Metric | 11404016:btcusd:triple_med_gx:lsma50_140 | 11404016:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 44.37% | 61.16% |
| Max Drawdown | -14.75% | -29.51% |
| Sharpe | 0.7 | 0.59 |
| Sortino | 1.18 | 0.85 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 19.46 | 3.76 |
| Outlier Loss Ratio | 4.02 | 3.47 |
| Volatility (ann.) | 14.07% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.91 | 2.0 |
| Skew | 2.78 | 0.21 |
| Kurtosis | 37.46 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.87% | 3.74% |
| Expected Yearly % | 20.16% | 26.95% |
| Kelly Criterion | 7.77% | 10.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.13% |
| Expected Shortfall (cVaR) | -1.18% | -2.13% |
| Year | 11404016:BTCUSD | 11404016:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.74 | 0.44 | - |
| 2025 | 16.76 | 23.67 | 1.41 | + |
| Metric | 11404016:btcusd:triple_med_gx:lsma50_140 | 11404016:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 14.71% | 31.46% |
| 6M | 26.93% | 12.77% |
| YTD | 23.67% | 16.76% |
| 1Y | 44.31% | 56.84% |
| 3Y (ann.) | 42.97% | 59.12% |
| 5Y (ann.) | 42.97% | 59.12% |
| Metric | 11404016:btcusd:triple_med_gx:lsma50_140 | 11404016:BTCUSD |
|---|---|---|
| Max Drawdown | -14.75% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -4.28% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-08-08 | -14.75 | 57 |
| 2025-03-03 | 2025-03-06 | -9.29 | 3 |
| 2024-08-09 | 2024-10-07 | -8.00 | 59 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2025-03-06 | 2025-04-12 | -6.99 | 37 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-10-07 | 2024-11-06 | -6.71 | 29 |
| 2025-05-23 | 2025-06-09 | -5.12 | 17 |
| 2024-06-10 | 2024-06-12 | -3.55 | 1 |
| 2025-04-13 | 2025-05-20 | -3.06 | 37 |
| Metric | 11404016:btcusd:triple_med_gx:lsma50_140 | 11404016:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 15.67% | 37.42% |
| Worst Month | -8.71% | -17.69% |
| Best Year | 23.67% | 38.02% |
| Worst Year | 16.74% | 16.76% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 3.14% | 4.19% |
| Avg. Down Week | -2.75% | -4.54% |
| Avg. Up Month | 4.61% | 14.57% |
| Avg. Down Month | -4.59% | -12.52% |
| Win Days % | 48.46% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 63.33% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |