| Metric | 11400704:btcusd:triple_med_gx:lsma50_130 | 11400704:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 54.72% | 61.16% |
| Max Drawdown | -15.12% | -29.51% |
| Sharpe | 0.81 | 0.59 |
| Sortino | 1.32 | 0.85 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.74 | 0.66 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 17.77 | 3.75 |
| Outlier Loss Ratio | 3.92 | 3.47 |
| Volatility (ann.) | 14.38% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.5 | 2.0 |
| Skew | 2.16 | 0.21 |
| Kurtosis | 33.07 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.41% | 3.74% |
| Expected Yearly % | 24.38% | 26.95% |
| Kelly Criterion | 8.1% | 10.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.13% |
| Expected Shortfall (cVaR) | -1.21% | -2.13% |
| Year | 11400704:BTCUSD | 11400704:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 33.76 | 0.89 | - |
| 2025 | 16.76 | 15.67 | 0.94 | - |
| Metric | 11400704:btcusd:triple_med_gx:lsma50_130 | 11400704:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 14.65% | 31.46% |
| 6M | 17.13% | 12.77% |
| YTD | 15.67% | 16.76% |
| 1Y | 48.81% | 56.84% |
| 3Y (ann.) | 52.93% | 59.12% |
| 5Y (ann.) | 52.93% | 59.12% |
| Metric | 11400704:btcusd:triple_med_gx:lsma50_130 | 11400704:BTCUSD |
|---|---|---|
| Max Drawdown | -15.12% | -29.51% |
| Longest DD Days | 76.0 | 144.0 |
| Avg. Drawdown | -3.73% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 3.62 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-03-06 | -15.12 | 74 |
| 2024-06-10 | 2024-08-08 | -14.11 | 58 |
| 2025-03-06 | 2025-05-21 | -10.83 | 76 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-10-07 | 2024-10-14 | -6.88 | 6 |
| 2024-08-09 | 2024-09-10 | -5.68 | 32 |
| 2025-05-23 | 2025-06-09 | -4.61 | 17 |
| 2024-10-15 | 2024-11-05 | -2.85 | 21 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-07 | 2024-12-04 | -2.37 | 27 |
| Metric | 11400704:btcusd:triple_med_gx:lsma50_130 | 11400704:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -7.25% | -12.33% |
| Best Month | 19.04% | 37.42% |
| Worst Month | -6.93% | -17.69% |
| Best Year | 33.76% | 38.02% |
| Worst Year | 15.67% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.79% | 4.57% |
| Avg. Down Week | -3.2% | -4.75% |
| Avg. Up Month | 4.71% | 13.54% |
| Avg. Down Month | -6.65% | -12.52% |
| Win Days % | 50.61% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 61.11% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |