| Metric | 11402206:btcusd:triple_med_gx:lsma50_135 | 11402206:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 32.32% | 61.16% |
| Max Drawdown | -24.55% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.81 | 0.85 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.68 | 0.65 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 19.51 | 3.75 |
| Outlier Loss Ratio | 3.76 | 3.52 |
| Volatility (ann.) | 15.26% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.28 | 2.0 |
| Skew | 1.51 | 0.21 |
| Kurtosis | 45.55 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.18% | 3.74% |
| Expected Yearly % | 15.03% | 26.95% |
| Kelly Criterion | 6.66% | 9.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11402206:BTCUSD | 11402206:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.20 | 0.03 | - |
| 2025 | 16.76 | 30.75 | 1.83 | + |
| Metric | 11402206:btcusd:triple_med_gx:lsma50_135 | 11402206:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 23.53% | 31.46% |
| 6M | 33.39% | 12.77% |
| YTD | 30.75% | 16.76% |
| 1Y | 36.67% | 56.84% |
| 3Y (ann.) | 31.34% | 59.12% |
| 5Y (ann.) | 31.34% | 59.12% |
| Metric | 11402206:btcusd:triple_med_gx:lsma50_135 | 11402206:BTCUSD |
|---|---|---|
| Max Drawdown | -24.55% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.51% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -24.55 | 175 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-23 | 2025-06-09 | -6.39 | 17 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-06-07 | 2024-06-12 | -3.56 | 5 |
| 2024-12-12 | 2024-12-24 | -2.08 | 11 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2025-05-11 | 2025-05-19 | -1.28 | 8 |
| Metric | 11402206:btcusd:triple_med_gx:lsma50_135 | 11402206:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.91% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 10.73% | 37.42% |
| Worst Month | -10.08% | -17.69% |
| Best Year | 30.75% | 38.02% |
| Worst Year | 1.2% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 3.5% | 3.51% |
| Avg. Down Week | -2.53% | -3.99% |
| Avg. Up Month | 4.73% | 13.54% |
| Avg. Down Month | -5.35% | -11.25% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |