| Metric | 11398515:btcusd:triple_med_gx:lsma50_125 | 11398515:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 22.5% | 61.16% |
| Max Drawdown | -21.36% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.58 | 0.85 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 19.31 | 3.89 |
| Outlier Loss Ratio | 3.49 | 3.6 |
| Volatility (ann.) | 15.87% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.02 | 2.0 |
| Skew | 0.72 | 0.21 |
| Kurtosis | 36.65 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.57% | 3.74% |
| Expected Yearly % | 10.68% | 26.95% |
| Kelly Criterion | 4.34% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11398515:BTCUSD | 11398515:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.86 | 0.13 | - |
| 2025 | 16.76 | 16.82 | 1.00 | + |
| Metric | 11398515:btcusd:triple_med_gx:lsma50_125 | 11398515:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 10.63% | 31.46% |
| 6M | 15.31% | 12.77% |
| YTD | 16.82% | 16.76% |
| 1Y | 16.83% | 56.84% |
| 3Y (ann.) | 21.84% | 59.12% |
| 5Y (ann.) | 21.84% | 59.12% |
| Metric | 11398515:btcusd:triple_med_gx:lsma50_125 | 11398515:BTCUSD |
|---|---|---|
| Max Drawdown | -21.36% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -4.41% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.05 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-12-05 | -21.36 | 125 |
| 2024-12-26 | 2025-03-02 | -12.57 | 66 |
| 2025-03-03 | 2025-03-14 | -11.01 | 11 |
| 2024-06-12 | 2024-08-01 | -9.81 | 50 |
| 2025-04-06 | 2025-04-11 | -8.81 | 5 |
| 2025-05-21 | 2025-06-11 | -5.57 | 21 |
| 2024-12-05 | 2024-12-24 | -5.45 | 19 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-06-05 | 2024-06-12 | -1.06 | 6 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11398515:btcusd:triple_med_gx:lsma50_125 | 11398515:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.17% | 18.93% |
| Worst Week | -6.01% | -12.33% |
| Best Month | 12.16% | 37.42% |
| Worst Month | -7.58% | -17.69% |
| Best Year | 16.82% | 38.02% |
| Worst Year | 4.86% | 16.76% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.92% | -0.95% |
| Avg. Up Week | 2.81% | 3.75% |
| Avg. Down Week | -2.32% | -5.15% |
| Avg. Up Month | 2.94% | 13.47% |
| Avg. Down Month | -4.98% | -13.21% |
| Win Days % | 50.55% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 59.38% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |