| Metric | 11395467:btcusd:triple_med_gx:lsma50_115 | 11395467:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 18.73% | 61.16% |
| Max Drawdown | -27.33% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.51 | 0.85 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 16.0 | 3.52 |
| Outlier Loss Ratio | 3.73 | 3.6 |
| Volatility (ann.) | 15.97% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.67 | 2.0 |
| Skew | 1.17 | 0.21 |
| Kurtosis | 38.13 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.33% | 3.74% |
| Expected Yearly % | 8.96% | 26.95% |
| Kelly Criterion | 2.86% | 5.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11395467:BTCUSD | 11395467:btcusd:triple_med_gx:lsma50_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.41 | -0.04 | - |
| 2025 | 16.76 | 20.42 | 1.22 | + |
| Metric | 11395467:btcusd:triple_med_gx:lsma50_115 | 11395467:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 13.85% | 31.46% |
| 6M | 23.29% | 12.77% |
| YTD | 20.42% | 16.76% |
| 1Y | 21.12% | 56.84% |
| 3Y (ann.) | 18.19% | 59.12% |
| 5Y (ann.) | 18.19% | 59.12% |
| Metric | 11395467:btcusd:triple_med_gx:lsma50_115 | 11395467:BTCUSD |
|---|---|---|
| Max Drawdown | -27.33% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -4.7% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.69 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-24 | -27.33 | 200 |
| 2025-03-03 | 2025-05-06 | -11.74 | 64 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-20 | 2025-06-09 | -5.64 | 20 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-06-10 | 2025-06-11 | -0.86 | 1 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| 2025-05-07 | 2025-05-07 | -0.47 | 0 |
| 2025-05-19 | 2025-05-19 | -0.25 | 0 |
| Metric | 11395467:btcusd:triple_med_gx:lsma50_115 | 11395467:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.62% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 10.34% | 37.42% |
| Worst Month | -9.62% | -17.69% |
| Best Year | 20.42% | 38.02% |
| Worst Year | -1.41% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 3.73% | 4.11% |
| Avg. Down Week | -3.28% | -4.5% |
| Avg. Up Month | 4.15% | 12.93% |
| Avg. Down Month | -6.9% | -11.25% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 55.88% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |