| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 84.3% | 36.61% |
| Max Drawdown | -15.61% | -34.42% |
| Sharpe | 0.87 | 0.33 |
| Sortino | 1.37 | 0.48 |
| Payoff Ratio | 1.18 | 1.12 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.76 | 0.94 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 1.37 | 0.89 |
| Outlier Win Ratio | 18.31 | 3.57 |
| Outlier Loss Ratio | 4.02 | 3.5 |
| Volatility (ann.) | 12.45% | 23.45% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.16 | 0.66 |
| Skew | 1.57 | 0.11 |
| Kurtosis | 32.45 | 7.09 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.27% | 1.66% |
| Expected Yearly % | 35.76% | 16.88% |
| Kelly Criterion | 9.84% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.0% |
| Expected Shortfall (cVaR) | -1.04% | -2.0% |
| Year | 11405970:BTCUSD | 11405970:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 32.12 | 0.84 | - |
| 2025 | -1.03 | 39.49 | -38.51 | + |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 3.83% | -17.17% |
| 6M | 9.97% | -16.23% |
| YTD | 39.49% | -1.03% |
| 1Y | 47.29% | -5.06% |
| 3Y (ann.) | 49.28% | 22.68% |
| 5Y (ann.) | 49.28% | 22.68% |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Max Drawdown | -15.61% | -34.42% |
| Longest DD Days | 79.0 | 144.0 |
| Avg. Drawdown | -2.61% | -5.99% |
| Avg. Drawdown Days | 10.0 | 18.0 |
| Recovery Factor | 5.4 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-05 | 2025-12-10 | -15.61 | 35 |
| 2024-06-12 | 2024-08-08 | -13.73 | 57 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-01-04 | 2025-02-03 | -6.90 | 30 |
| 2025-03-03 | 2025-05-21 | -6.59 | 79 |
| 2025-06-20 | 2025-06-24 | -6.11 | 4 |
| 2025-02-04 | 2025-02-28 | -5.84 | 24 |
| 2025-05-23 | 2025-06-09 | -5.35 | 17 |
| 2024-08-09 | 2024-09-08 | -5.07 | 30 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| Metric | 11405970:btcusd:triple_med_gx:lsma50_145 | 11405970:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.11% | -9.32% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -11.7% | -12.33% |
| Best Month | 11.82% | 37.42% |
| Worst Month | -6.78% | -17.69% |
| Best Year | 39.49% | 38.02% |
| Worst Year | 32.12% | -1.03% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.81% | 3.77% |
| Avg. Down Week | -2.3% | -4.35% |
| Avg. Up Month | 5.09% | 7.24% |
| Avg. Down Month | -6.47% | -12.42% |
| Win Days % | 51.2% | 51.97% |
| Win Month % | 82.35% | 57.89% |
| Win Week % | 61.7% | 53.09% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 50.0% |