| Metric | 11371033:btcusd:triple_med_gx:lsma50_15 | 11371033:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 5.01% | 79.62% |
| Max Drawdown | -19.89% | -29.51% |
| Sharpe | 0.17 | 0.65 |
| Sortino | 0.24 | 0.96 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.65 | 1.08 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.54 | 0.98 |
| Outlier Win Ratio | 40.42 | 3.23 |
| Outlier Loss Ratio | 3.68 | 3.11 |
| Volatility (ann.) | 8.73% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.22 | 2.33 |
| Skew | -0.51 | 0.2 |
| Kurtosis | 31.66 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.35% | 4.27% |
| Expected Yearly % | 2.47% | 34.02% |
| Kelly Criterion | -2.08% | 5.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11371033:BTCUSD | 11371033:btcusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.33 | 0.09 | - |
| 2025 | 30.14 | 1.62 | 0.05 | - |
| Metric | 11371033:btcusd:triple_med_gx:lsma50_15 | 11371033:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 13.32% | 45.08% |
| 6M | 1.62% | 28.47% |
| YTD | 1.62% | 30.14% |
| 1Y | -0.65% | 105.13% |
| 3Y (ann.) | 4.47% | 68.87% |
| 5Y (ann.) | 4.47% | 68.87% |
| Metric | 11371033:btcusd:triple_med_gx:lsma50_15 | 11371033:BTCUSD |
|---|---|---|
| Max Drawdown | -19.89% | -29.51% |
| Longest DD Days | 234.0 | 144.0 |
| Avg. Drawdown | -3.0% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.25 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-14 | -19.89 | 234 |
| 2024-10-07 | 2024-11-10 | -5.06 | 33 |
| 2024-06-20 | 2024-07-01 | -4.80 | 10 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-08-09 | 2024-08-23 | -2.43 | 14 |
| 2024-07-01 | 2024-07-09 | -1.57 | 7 |
| 2024-08-24 | 2024-10-07 | -0.95 | 44 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| Metric | 11371033:btcusd:triple_med_gx:lsma50_15 | 11371033:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -5.69% | -12.33% |
| Best Month | 7.79% | 37.42% |
| Worst Month | -9.09% | -17.69% |
| Best Year | 3.33% | 38.02% |
| Worst Year | 1.62% | 30.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 3.01% | 7.55% |
| Avg. Down Week | -1.63% | -3.4% |
| Avg. Up Month | 2.97% | 12.85% |
| Avg. Down Month | -8.38% | -2.66% |
| Win Days % | 46.03% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 42.5% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |