| Metric | 11370303:btcusd:triple_med_gx:lsma50_10 | 11370303:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 13.31% | 79.62% |
| Max Drawdown | -18.29% | -29.51% |
| Sharpe | 0.32 | 0.65 |
| Sortino | 0.5 | 0.96 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 1.98 | 1.08 |
| CPC Index | 0.63 | 0.69 |
| Tail Ratio | 1.74 | 0.98 |
| Outlier Win Ratio | 33.05 | 3.26 |
| Outlier Loss Ratio | 3.73 | 3.13 |
| Volatility (ann.) | 10.38% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.65 | 2.33 |
| Skew | 2.69 | 0.2 |
| Kurtosis | 73.34 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.9% | 4.27% |
| Expected Yearly % | 6.45% | 34.02% |
| Kelly Criterion | 0.75% | 11.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11370303:BTCUSD | 11370303:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.57 | 0.28 | - |
| 2025 | 30.14 | 2.48 | 0.08 | - |
| Metric | 11370303:btcusd:triple_med_gx:lsma50_10 | 11370303:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | 11.75% | 45.08% |
| 6M | 2.48% | 28.47% |
| YTD | 2.48% | 30.14% |
| 1Y | 9.73% | 105.13% |
| 3Y (ann.) | 11.83% | 68.87% |
| 5Y (ann.) | 11.83% | 68.87% |
| Metric | 11370303:btcusd:triple_med_gx:lsma50_10 | 11370303:BTCUSD |
|---|---|---|
| Max Drawdown | -18.29% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -3.16% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 0.73 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-14 | -18.29 | 133 |
| 2024-11-23 | 2025-03-02 | -9.21 | 99 |
| 2024-10-07 | 2024-11-09 | -5.40 | 33 |
| 2024-07-07 | 2024-08-08 | -4.41 | 32 |
| 2024-08-09 | 2024-08-23 | -2.53 | 14 |
| 2024-06-27 | 2024-06-30 | -2.29 | 3 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-06-26 | 2024-06-27 | -0.29 | 0 |
| 2024-11-21 | 2024-11-22 | -0.18 | 0 |
| Metric | 11370303:btcusd:triple_med_gx:lsma50_10 | 11370303:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.52% | 18.93% |
| Worst Week | -5.72% | -12.33% |
| Best Month | 10.08% | 37.42% |
| Worst Month | -8.46% | -17.69% |
| Best Year | 10.57% | 38.02% |
| Worst Year | 2.48% | 30.14% |
| Avg. Up Day | 0.95% | 0.98% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.37% | 7.64% |
| Avg. Down Week | -2.29% | -2.77% |
| Avg. Up Month | 6.79% | 19.41% |
| Avg. Down Month | -4.33% | -7.67% |
| Win Days % | 45.67% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 47.37% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |