| Metric | 11402261:btcusd:triple_med_gx:lsma50_135 | 11402261:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 47.79% | 61.16% |
| Max Drawdown | -21.1% | -29.51% |
| Sharpe | 0.74 | 0.59 |
| Sortino | 1.16 | 0.85 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 18.4 | 3.48 |
| Outlier Loss Ratio | 3.96 | 3.46 |
| Volatility (ann.) | 14.07% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.19 | 2.0 |
| Skew | 0.92 | 0.21 |
| Kurtosis | 43.68 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.05% | 3.74% |
| Expected Yearly % | 21.57% | 26.95% |
| Kelly Criterion | 9.18% | 10.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.13% |
| Expected Shortfall (cVaR) | -1.18% | -2.13% |
| Year | 11402261:BTCUSD | 11402261:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.99 | 0.26 | - |
| 2025 | 16.76 | 34.37 | 2.05 | + |
| Metric | 11402261:btcusd:triple_med_gx:lsma50_135 | 11402261:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 23.81% | 31.46% |
| 6M | 34.28% | 12.77% |
| YTD | 34.37% | 16.76% |
| 1Y | 47.56% | 56.84% |
| 3Y (ann.) | 46.26% | 59.12% |
| 5Y (ann.) | 46.26% | 59.12% |
| Metric | 11402261:btcusd:triple_med_gx:lsma50_135 | 11402261:BTCUSD |
|---|---|---|
| Max Drawdown | -21.1% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -3.24% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 2.27 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-05 | -21.10 | 145 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-12-26 | 2025-03-04 | -6.93 | 68 |
| 2025-03-06 | 2025-04-09 | -5.82 | 34 |
| 2025-05-23 | 2025-06-09 | -5.73 | 17 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-06-10 | 2024-06-12 | -3.55 | 1 |
| 2024-12-01 | 2024-12-04 | -3.00 | 3 |
| 2025-04-13 | 2025-05-19 | -2.43 | 36 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| Metric | 11402261:btcusd:triple_med_gx:lsma50_135 | 11402261:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.64% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.64% | 37.42% |
| Worst Month | -8.6% | -17.69% |
| Best Year | 34.37% | 38.02% |
| Worst Year | 9.99% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.17% | 3.93% |
| Avg. Down Week | -2.77% | -4.54% |
| Avg. Up Month | 5.71% | 13.54% |
| Avg. Down Month | -3.35% | -9.42% |
| Win Days % | 50.33% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |