| Metric | 11403681:btcusd:triple_med_gx:lsma50_140 | 11403681:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 33.53% | 61.16% |
| Max Drawdown | -20.07% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.82 | 0.85 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 19.94 | 3.84 |
| Outlier Loss Ratio | 3.65 | 3.56 |
| Volatility (ann.) | 15.27% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.62 | 2.0 |
| Skew | 1.08 | 0.21 |
| Kurtosis | 41.07 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.25% | 3.74% |
| Expected Yearly % | 15.56% | 26.95% |
| Kelly Criterion | 6.32% | 7.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11403681:BTCUSD | 11403681:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.06 | 0.08 | - |
| 2025 | 16.76 | 29.56 | 1.76 | + |
| Metric | 11403681:btcusd:triple_med_gx:lsma50_140 | 11403681:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 17.45% | 31.46% |
| 6M | 26.84% | 12.77% |
| YTD | 29.56% | 16.76% |
| 1Y | 27.48% | 56.84% |
| 3Y (ann.) | 32.51% | 59.12% |
| 5Y (ann.) | 32.51% | 59.12% |
| Metric | 11403681:btcusd:triple_med_gx:lsma50_140 | 11403681:BTCUSD |
|---|---|---|
| Max Drawdown | -20.07% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.92% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.67 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -20.07 | 175 |
| 2024-12-16 | 2025-03-02 | -11.78 | 75 |
| 2025-03-03 | 2025-03-14 | -11.01 | 11 |
| 2024-12-05 | 2024-12-16 | -5.45 | 11 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-05-30 | 2025-06-11 | -4.46 | 12 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-06-05 | 2024-06-12 | -1.06 | 6 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11403681:btcusd:triple_med_gx:lsma50_140 | 11403681:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.74% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 11.81% | 37.42% |
| Worst Month | -7.41% | -17.69% |
| Best Year | 29.56% | 38.02% |
| Worst Year | 3.06% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 2.93% | 3.55% |
| Avg. Down Week | -2.8% | -4.5% |
| Avg. Up Month | 3.22% | 12.59% |
| Avg. Down Month | -7.41% | -8.73% |
| Win Days % | 50.34% | 51.86% |
| Win Month % | 91.67% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |