| Metric | 11395522:btcusd:triple_med_gx:lsma50_115 | 11395522:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 27.34% | 61.16% |
| Max Drawdown | -27.85% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.68 | 0.85 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 16.64 | 3.75 |
| Outlier Loss Ratio | 3.77 | 3.57 |
| Volatility (ann.) | 15.99% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.95 | 2.0 |
| Skew | 1.25 | 0.21 |
| Kurtosis | 37.78 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.88% | 3.74% |
| Expected Yearly % | 12.84% | 26.95% |
| Kelly Criterion | 4.32% | 7.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11395522:BTCUSD | 11395522:btcusd:triple_med_gx:lsma50_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.54 | 0.04 | - |
| 2025 | 16.76 | 25.41 | 1.52 | + |
| Metric | 11395522:btcusd:triple_med_gx:lsma50_115 | 11395522:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 18.96% | 31.46% |
| 6M | 26.23% | 12.77% |
| YTD | 25.41% | 16.76% |
| 1Y | 29.42% | 56.84% |
| 3Y (ann.) | 26.52% | 59.12% |
| 5Y (ann.) | 26.52% | 59.12% |
| Metric | 11395522:btcusd:triple_med_gx:lsma50_115 | 11395522:BTCUSD |
|---|---|---|
| Max Drawdown | -27.85% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.4% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 0.98 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -27.85 | 175 |
| 2025-03-03 | 2025-05-06 | -11.36 | 64 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2024-12-12 | 2024-12-24 | -4.40 | 11 |
| 2025-05-20 | 2025-06-09 | -4.33 | 20 |
| 2024-06-07 | 2024-06-12 | -3.38 | 5 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11395522:btcusd:triple_med_gx:lsma50_115 | 11395522:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.91% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 9.8% | 37.42% |
| Worst Month | -10.19% | -17.69% |
| Best Year | 25.41% | 38.02% |
| Worst Year | 1.54% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 3.38% | 4.58% |
| Avg. Down Week | -2.49% | -4.32% |
| Avg. Up Month | 4.35% | 12.23% |
| Avg. Down Month | -6.71% | -11.25% |
| Win Days % | 50.09% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |