| Metric | 11371009:btcusd:triple_med_gx:lsma50_15 | 11371009:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 23.3% | 79.62% |
| Max Drawdown | -13.91% | -29.51% |
| Sharpe | 0.5 | 0.65 |
| Sortino | 0.81 | 0.96 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 1.52 | 1.08 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 28.01 | 3.36 |
| Outlier Loss Ratio | 4.11 | 3.1 |
| Volatility (ann.) | 10.45% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.48 | 2.33 |
| Skew | 2.95 | 0.2 |
| Kurtosis | 67.92 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.51% | 4.27% |
| Expected Yearly % | 11.04% | 34.02% |
| Kelly Criterion | 3.1% | 10.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.07% |
| Expected Shortfall (cVaR) | -0.89% | -2.07% |
| Year | 11371009:BTCUSD | 11371009:btcusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.30 | 0.14 | - |
| 2025 | 30.14 | 17.10 | 0.57 | - |
| Metric | 11371009:btcusd:triple_med_gx:lsma50_15 | 11371009:BTCUSD |
|---|---|---|
| MTD | -0.25% | 13.36% |
| 3M | 13.54% | 45.08% |
| 6M | 15.37% | 28.47% |
| YTD | 17.1% | 30.14% |
| 1Y | 23.34% | 105.13% |
| 3Y (ann.) | 20.61% | 68.87% |
| 5Y (ann.) | 20.61% | 68.87% |
| Metric | 11371009:btcusd:triple_med_gx:lsma50_15 | 11371009:BTCUSD |
|---|---|---|
| Max Drawdown | -13.91% | -29.51% |
| Longest DD Days | 150.0 | 144.0 |
| Avg. Drawdown | -2.77% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.68 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-04-22 | -13.91 | 150 |
| 2024-08-22 | 2024-11-10 | -8.44 | 80 |
| 2024-07-29 | 2024-08-08 | -4.92 | 10 |
| 2024-06-06 | 2024-07-10 | -4.13 | 33 |
| 2024-07-10 | 2024-07-29 | -3.31 | 18 |
| 2025-06-03 | 2025-06-07 | -2.78 | 3 |
| 2024-08-09 | 2024-08-21 | -2.43 | 12 |
| 2025-04-23 | 2025-05-08 | -1.41 | 14 |
| 2025-06-08 | 2025-07-14 | -1.13 | 36 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11371009:btcusd:triple_med_gx:lsma50_15 | 11371009:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.63% | 18.93% |
| Worst Week | -5.2% | -12.33% |
| Best Month | 9.24% | 37.42% |
| Worst Month | -7.91% | -17.69% |
| Best Year | 17.1% | 38.02% |
| Worst Year | 5.3% | 30.14% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 2.77% | 7.43% |
| Avg. Down Week | -2.01% | -4.89% |
| Avg. Up Month | 4.52% | 14.39% |
| Avg. Down Month | -4.75% | -9.42% |
| Win Days % | 46.77% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 46.81% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |