| Metric | 11393940:btcusd:triple_med_gx:lsma50_110 | 11393940:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 20.96% | 75.42% |
| Max Drawdown | -26.18% | -29.51% |
| Sharpe | 0.35 | 0.63 |
| Sortino | 0.53 | 0.92 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 18.0 | 3.87 |
| Outlier Loss Ratio | 3.76 | 3.66 |
| Volatility (ann.) | 15.55% | 24.55% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.7 | 2.19 |
| Skew | 1.3 | 0.2 |
| Kurtosis | 39.06 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.37% | 4.1% |
| Expected Yearly % | 9.98% | 32.45% |
| Kelly Criterion | 2.9% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.07% |
| Expected Shortfall (cVaR) | -1.32% | -2.07% |
| Year | 11393940:BTCUSD | 11393940:btcusd:triple_med_gx:lsma50_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.24 | 0.14 | - |
| 2025 | 27.10 | 14.94 | 0.55 | - |
| Metric | 11393940:btcusd:triple_med_gx:lsma50_110 | 11393940:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.16% | 41.88% |
| 6M | 11.18% | 22.91% |
| YTD | 14.94% | 27.1% |
| 1Y | 25.22% | 82.29% |
| 3Y (ann.) | 18.41% | 64.73% |
| 5Y (ann.) | 18.41% | 64.73% |
| Metric | 11393940:btcusd:triple_med_gx:lsma50_110 | 11393940:BTCUSD |
|---|---|---|
| Max Drawdown | -26.18% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.45% | -4.71% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.8 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -26.18 | 175 |
| 2025-03-03 | 2025-05-08 | -12.10 | 66 |
| 2024-12-26 | 2025-03-02 | -7.63 | 66 |
| 2025-05-27 | 2025-06-09 | -5.75 | 12 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2024-12-12 | 2024-12-24 | -4.44 | 11 |
| 2024-06-07 | 2024-06-12 | -3.38 | 5 |
| 2025-06-10 | 2025-07-17 | -2.63 | 37 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11393940:btcusd:triple_med_gx:lsma50_110 | 11393940:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.42% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.13% | 37.42% |
| Worst Month | -8.98% | -17.69% |
| Best Year | 14.94% | 38.02% |
| Worst Year | 5.24% | 27.1% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 3.04% | 3.56% |
| Avg. Down Week | -2.24% | -4.62% |
| Avg. Up Month | 3.29% | 12.01% |
| Avg. Down Month | -5.97% | -11.25% |
| Win Days % | 49.09% | 51.89% |
| Win Month % | 76.92% | 64.29% |
| Win Week % | 52.78% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |