| Metric | 11377297:btcusd:triple_med_gx:lsma115_50 | 11377297:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 17.48% | 79.62% |
| Max Drawdown | -16.4% | -29.51% |
| Sharpe | 0.47 | 0.65 |
| Sortino | 0.65 | 0.96 |
| Payoff Ratio | 0.97 | 0.87 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 2.88 | 1.08 |
| CPC Index | 0.62 | 0.5 |
| Tail Ratio | 2.43 | 0.98 |
| Outlier Win Ratio | 35.33 | 3.06 |
| Outlier Loss Ratio | 3.67 | 3.07 |
| Volatility (ann.) | 8.49% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.95 | 2.33 |
| Skew | -1.5 | 0.2 |
| Kurtosis | 47.96 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.16% | 4.27% |
| Expected Yearly % | 8.39% | 34.02% |
| Kelly Criterion | 6.34% | -3.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11377297:BTCUSD | 11377297:btcusd:triple_med_gx:lsma115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.79 | 0.31 | - |
| 2025 | 30.14 | 5.09 | 0.17 | - |
| Metric | 11377297:btcusd:triple_med_gx:lsma115_50 | 11377297:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 16.55% | 45.08% |
| 6M | 3.99% | 28.47% |
| YTD | 5.09% | 30.14% |
| 1Y | 14.4% | 105.13% |
| 3Y (ann.) | 15.5% | 68.87% |
| 5Y (ann.) | 15.5% | 68.87% |
| Metric | 11377297:btcusd:triple_med_gx:lsma115_50 | 11377297:BTCUSD |
|---|---|---|
| Max Drawdown | -16.4% | -29.51% |
| Longest DD Days | 222.0 | 144.0 |
| Avg. Drawdown | -2.8% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.07 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-03 | -16.40 | 222 |
| 2024-09-28 | 2024-11-21 | -9.33 | 53 |
| 2024-07-22 | 2024-07-26 | -5.27 | 4 |
| 2024-08-20 | 2024-09-19 | -3.46 | 29 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-07-27 | 2024-08-16 | -2.02 | 19 |
| 2024-09-20 | 2024-09-26 | -1.74 | 6 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-16 | 2024-08-17 | -0.58 | 0 |
| Metric | 11377297:btcusd:triple_med_gx:lsma115_50 | 11377297:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -6.37% | -12.33% |
| Best Month | 9.55% | 37.42% |
| Worst Month | -5.17% | -17.69% |
| Best Year | 11.79% | 38.02% |
| Worst Year | 5.09% | 30.14% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.74% | -0.84% |
| Avg. Up Week | 3.58% | 4.47% |
| Avg. Down Week | -2.83% | -4.72% |
| Avg. Up Month | 5.26% | 14.41% |
| Avg. Down Month | -4.19% | -7.67% |
| Win Days % | 53.79% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 51.61% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |