| Metric | 11398793:btcusd:triple_med_gx:lsma50_125 | 11398793:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 34.62% | 61.16% |
| Max Drawdown | -24.84% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.84 | 0.85 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 18.15 | 3.76 |
| Outlier Loss Ratio | 3.84 | 3.56 |
| Volatility (ann.) | 15.61% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.35 | 2.0 |
| Skew | 1.4 | 0.21 |
| Kurtosis | 41.74 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.31% | 3.74% |
| Expected Yearly % | 16.03% | 26.95% |
| Kelly Criterion | 5.43% | 8.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11398793:BTCUSD | 11398793:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.06 | -0.03 | - |
| 2025 | 16.76 | 36.06 | 2.15 | + |
| Metric | 11398793:btcusd:triple_med_gx:lsma50_125 | 11398793:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 31.71% | 31.46% |
| 6M | 38.05% | 12.77% |
| YTD | 36.06% | 16.76% |
| 1Y | 37.98% | 56.84% |
| 3Y (ann.) | 33.56% | 59.12% |
| 5Y (ann.) | 33.56% | 59.12% |
| Metric | 11398793:btcusd:triple_med_gx:lsma50_125 | 11398793:BTCUSD |
|---|---|---|
| Max Drawdown | -24.84% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -3.92% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-11 | -24.84 | 182 |
| 2025-03-03 | 2025-04-08 | -11.01 | 36 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-05-22 | 2025-06-09 | -4.47 | 18 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-06-07 | 2024-06-12 | -3.38 | 5 |
| 2024-12-12 | 2024-12-24 | -2.62 | 11 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2025-04-13 | 2025-05-08 | -1.50 | 25 |
| Metric | 11398793:btcusd:triple_med_gx:lsma50_125 | 11398793:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.59% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 12.53% | 37.42% |
| Worst Month | -9.39% | -17.69% |
| Best Year | 36.06% | 38.02% |
| Worst Year | -1.06% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 3.42% | 3.6% |
| Avg. Down Week | -2.68% | -4.14% |
| Avg. Up Month | 5.71% | 12.93% |
| Avg. Down Month | -5.86% | -11.25% |
| Win Days % | 49.9% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |