| Metric | 11370313:btcusd:triple_med_gx:lsma50_10 | 11370313:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 7.89% | 79.62% |
| Max Drawdown | -17.77% | -29.51% |
| Sharpe | 0.22 | 0.65 |
| Sortino | 0.34 | 0.96 |
| Payoff Ratio | 1.21 | 1.22 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.58 | 0.7 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 36.55 | 3.26 |
| Outlier Loss Ratio | 3.68 | 3.09 |
| Volatility (ann.) | 10.0% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.4 | 2.33 |
| Skew | 2.84 | 0.2 |
| Kurtosis | 82.25 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.54% | 4.27% |
| Expected Yearly % | 3.87% | 34.02% |
| Kelly Criterion | -1.81% | 12.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11370313:BTCUSD | 11370313:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.63 | -0.02 | - |
| 2025 | 30.14 | 8.57 | 0.28 | - |
| Metric | 11370313:btcusd:triple_med_gx:lsma50_10 | 11370313:BTCUSD |
|---|---|---|
| MTD | 5.7% | 13.36% |
| 3M | 15.59% | 45.08% |
| 6M | 8.57% | 28.47% |
| YTD | 8.57% | 30.14% |
| 1Y | 7.42% | 105.13% |
| 3Y (ann.) | 7.03% | 68.87% |
| 5Y (ann.) | 7.03% | 68.87% |
| Metric | 11370313:btcusd:triple_med_gx:lsma50_10 | 11370313:BTCUSD |
|---|---|---|
| Max Drawdown | -17.77% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -4.82% | -4.58% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | 0.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-14 | -17.77 | 133 |
| 2024-11-22 | 2025-03-02 | -9.52 | 100 |
| 2024-06-20 | 2024-08-08 | -6.48 | 49 |
| 2024-10-07 | 2024-11-10 | -5.40 | 33 |
| 2024-08-09 | 2024-08-23 | -2.43 | 14 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-08-24 | 2024-10-07 | -0.44 | 44 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370313:btcusd:triple_med_gx:lsma50_10 | 11370313:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -4.64% | -12.33% |
| Best Month | 7.41% | 37.42% |
| Worst Month | -8.61% | -17.69% |
| Best Year | 8.57% | 38.02% |
| Worst Year | -0.63% | 30.14% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.86% | 6.77% |
| Avg. Down Week | -1.92% | -2.99% |
| Avg. Up Month | 3.6% | 14.94% |
| Avg. Down Month | -4.67% | -4.22% |
| Win Days % | 44.36% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |