| Metric | 11400536:btcusd:triple_med_gx:lsma50_130 | 11400536:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 36.35% | 61.16% |
| Max Drawdown | -23.71% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 0.89 | 0.85 |
| Payoff Ratio | 1.18 | 1.11 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 17.4 | 3.48 |
| Outlier Loss Ratio | 3.92 | 3.5 |
| Volatility (ann.) | 14.61% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.49 | 2.0 |
| Skew | 0.59 | 0.21 |
| Kurtosis | 38.91 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.41% | 3.74% |
| Expected Yearly % | 16.77% | 26.95% |
| Kelly Criterion | 6.78% | 8.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11400536:BTCUSD | 11400536:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.81 | 0.02 | - |
| 2025 | 16.76 | 35.26 | 2.10 | + |
| Metric | 11400536:btcusd:triple_med_gx:lsma50_130 | 11400536:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 27.76% | 31.46% |
| 6M | 33.9% | 12.77% |
| YTD | 35.26% | 16.76% |
| 1Y | 37.01% | 56.84% |
| 3Y (ann.) | 35.23% | 59.12% |
| 5Y (ann.) | 35.23% | 59.12% |
| Metric | 11400536:btcusd:triple_med_gx:lsma50_130 | 11400536:BTCUSD |
|---|---|---|
| Max Drawdown | -23.71% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -3.33% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.53 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -23.71 | 147 |
| 2025-03-06 | 2025-04-11 | -8.07 | 36 |
| 2024-12-05 | 2025-01-30 | -7.93 | 55 |
| 2025-01-30 | 2025-03-05 | -5.68 | 34 |
| 2025-05-23 | 2025-06-09 | -5.17 | 17 |
| 2024-06-02 | 2024-06-12 | -4.08 | 10 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-04-13 | 2025-05-08 | -2.15 | 25 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11400536:btcusd:triple_med_gx:lsma50_130 | 11400536:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.78% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 13.61% | 37.42% |
| Worst Month | -9.19% | -17.69% |
| Best Year | 35.26% | 38.02% |
| Worst Year | 0.81% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 3.07% | 3.97% |
| Avg. Down Week | -3.09% | -4.07% |
| Avg. Up Month | 6.13% | 12.93% |
| Avg. Down Month | -4.53% | -9.42% |
| Win Days % | 49.58% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 65.62% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |