| Metric | 11398959:btcusd:triple_med_gx:lsma50_125 | 11398959:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 49.15% | 61.16% |
| Max Drawdown | -21.83% | -29.51% |
| Sharpe | 0.71 | 0.59 |
| Sortino | 1.06 | 0.85 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 16.84 | 3.76 |
| Outlier Loss Ratio | 3.82 | 3.52 |
| Volatility (ann.) | 15.37% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.18 | 2.0 |
| Skew | 0.29 | 0.21 |
| Kurtosis | 33.14 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.12% | 3.74% |
| Expected Yearly % | 22.13% | 26.95% |
| Kelly Criterion | 7.26% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11398959:BTCUSD | 11398959:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.41 | 0.38 | - |
| 2025 | 16.76 | 30.36 | 1.81 | + |
| Metric | 11398959:btcusd:triple_med_gx:lsma50_125 | 11398959:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 27.07% | 31.46% |
| 6M | 30.34% | 12.77% |
| YTD | 30.36% | 16.76% |
| 1Y | 46.1% | 56.84% |
| 3Y (ann.) | 47.57% | 59.12% |
| 5Y (ann.) | 47.57% | 59.12% |
| Metric | 11398959:btcusd:triple_med_gx:lsma50_125 | 11398959:BTCUSD |
|---|---|---|
| Max Drawdown | -21.83% | -29.51% |
| Longest DD Days | 118.0 | 144.0 |
| Avg. Drawdown | -3.52% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.25 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-07 | -21.83 | 118 |
| 2025-01-30 | 2025-03-05 | -10.90 | 34 |
| 2025-03-06 | 2025-04-09 | -10.09 | 34 |
| 2024-12-05 | 2025-01-30 | -7.93 | 55 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-05-23 | 2025-06-09 | -6.70 | 17 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-08 | 2024-12-04 | -3.28 | 26 |
| 2025-04-13 | 2025-05-08 | -1.80 | 25 |
| Metric | 11398959:btcusd:triple_med_gx:lsma50_125 | 11398959:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.81% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 30.36% | 38.02% |
| Worst Year | 14.41% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 3.88% | 4.12% |
| Avg. Down Week | -2.5% | -4.25% |
| Avg. Up Month | 6.17% | 12.23% |
| Avg. Down Month | -2.83% | -9.25% |
| Win Days % | 50.78% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |