| Metric | 11371057:btcusd:triple_med_gx:lsma50_15 | 11371057:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 20.07% | 79.62% |
| Max Drawdown | -16.49% | -29.51% |
| Sharpe | 0.51 | 0.65 |
| Sortino | 0.76 | 0.96 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | 2.38 | 1.08 |
| CPC Index | 0.69 | 0.65 |
| Tail Ratio | 1.95 | 0.98 |
| Outlier Win Ratio | 37.62 | 3.24 |
| Outlier Loss Ratio | 3.59 | 3.09 |
| Volatility (ann.) | 8.73% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.08 | 2.33 |
| Skew | 0.02 | 0.2 |
| Kurtosis | 29.76 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.31% | 4.27% |
| Expected Yearly % | 9.57% | 34.02% |
| Kelly Criterion | 4.35% | 9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11371057:BTCUSD | 11371057:btcusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.86 | 0.10 | - |
| 2025 | 30.14 | 15.61 | 0.52 | - |
| Metric | 11371057:btcusd:triple_med_gx:lsma50_15 | 11371057:BTCUSD |
|---|---|---|
| MTD | 3.03% | 13.36% |
| 3M | 7.35% | 45.08% |
| 6M | 15.61% | 28.47% |
| YTD | 15.61% | 30.14% |
| 1Y | 9.81% | 105.13% |
| 3Y (ann.) | 17.77% | 68.87% |
| 5Y (ann.) | 17.77% | 68.87% |
| Metric | 11371057:btcusd:triple_med_gx:lsma50_15 | 11371057:BTCUSD |
|---|---|---|
| Max Drawdown | -16.49% | -29.51% |
| Longest DD Days | 270.0 | 144.0 |
| Avg. Drawdown | -2.91% | -4.58% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 1.22 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-05-22 | -16.49 | 270 |
| 2024-08-09 | 2024-08-23 | -5.41 | 14 |
| 2025-05-23 | 2025-07-11 | -3.93 | 49 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-06-05 | 2024-06-30 | -3.15 | 25 |
| 2024-07-01 | 2024-07-09 | -1.57 | 7 |
| 2025-07-11 | 2025-07-14 | -0.35 | 3 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-08-08 | 2024-08-08 | -0.18 | 0 |
| Metric | 11371057:btcusd:triple_med_gx:lsma50_15 | 11371057:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -5.4% | -12.33% |
| Best Month | 6.7% | 37.42% |
| Worst Month | -7.18% | -17.69% |
| Best Year | 15.61% | 38.02% |
| Worst Year | 3.86% | 30.14% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 2.86% | 5.63% |
| Avg. Down Week | -1.48% | -4.05% |
| Avg. Up Month | 3.59% | 8.97% |
| Avg. Down Month | -0.85% | -7.67% |
| Win Days % | 48.58% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |