| Metric | 11370324:btcusd:triple_med_gx:lsma50_10 | 11370324:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 21.29% | 79.62% |
| Max Drawdown | -11.79% | -29.51% |
| Sharpe | 0.49 | 0.65 |
| Sortino | 0.77 | 0.96 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 2.2 | 1.08 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 1.77 | 0.98 |
| Outlier Win Ratio | 37.85 | 3.23 |
| Outlier Loss Ratio | 3.54 | 3.07 |
| Volatility (ann.) | 9.72% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.6 | 2.33 |
| Skew | 2.99 | 0.2 |
| Kurtosis | 91.39 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.39% | 4.27% |
| Expected Yearly % | 10.13% | 34.02% |
| Kelly Criterion | 4.93% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11370324:BTCUSD | 11370324:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.96 | 0.16 | - |
| 2025 | 30.14 | 14.47 | 0.48 | - |
| Metric | 11370324:btcusd:triple_med_gx:lsma50_10 | 11370324:BTCUSD |
|---|---|---|
| MTD | 5.65% | 13.36% |
| 3M | 12.96% | 45.08% |
| 6M | 14.47% | 28.47% |
| YTD | 14.47% | 30.14% |
| 1Y | 15.28% | 105.13% |
| 3Y (ann.) | 18.85% | 68.87% |
| 5Y (ann.) | 18.85% | 68.87% |
| Metric | 11370324:btcusd:triple_med_gx:lsma50_10 | 11370324:BTCUSD |
|---|---|---|
| Max Drawdown | -11.79% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -2.76% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.81 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-11 | -11.79 | 130 |
| 2024-10-07 | 2025-03-02 | -9.15 | 145 |
| 2024-08-09 | 2024-08-23 | -5.64 | 14 |
| 2024-06-20 | 2024-07-10 | -4.75 | 19 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-08-24 | 2024-09-09 | -0.38 | 16 |
| 2025-07-11 | 2025-07-14 | -0.23 | 3 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-08-08 | 2024-08-08 | -0.18 | 0 |
| 2024-10-07 | 2024-10-07 | -0.18 | 0 |
| Metric | 11370324:btcusd:triple_med_gx:lsma50_10 | 11370324:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -3.69% | -12.33% |
| Best Month | 6.34% | 37.42% |
| Worst Month | -3.93% | -17.69% |
| Best Year | 14.47% | 38.02% |
| Worst Year | 5.96% | 30.14% |
| Avg. Up Day | 0.95% | 0.98% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 3.08% | 6.36% |
| Avg. Down Week | -1.89% | -3.27% |
| Avg. Up Month | 4.21% | 7.84% |
| Avg. Down Month | -1.95% | -7.67% |
| Win Days % | 48.75% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 47.06% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |