| Metric | 11403793:btcusd:triple_med_gx:lsma50_140 | 11403793:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 35.79% | 61.16% |
| Max Drawdown | -19.49% | -29.51% |
| Sharpe | 0.56 | 0.59 |
| Sortino | 0.87 | 0.85 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 19.23 | 3.76 |
| Outlier Loss Ratio | 3.72 | 3.56 |
| Volatility (ann.) | 15.46% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.78 | 2.0 |
| Skew | 1.46 | 0.21 |
| Kurtosis | 43.26 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.38% | 3.74% |
| Expected Yearly % | 16.53% | 26.95% |
| Kelly Criterion | 6.22% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11403793:BTCUSD | 11403793:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.44 | 0.17 | - |
| 2025 | 16.76 | 27.57 | 1.65 | + |
| Metric | 11403793:btcusd:triple_med_gx:lsma50_140 | 11403793:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 14.03% | 31.46% |
| 6M | 20.52% | 12.77% |
| YTD | 27.57% | 16.76% |
| 1Y | 32.01% | 56.84% |
| 3Y (ann.) | 34.69% | 59.12% |
| 5Y (ann.) | 34.69% | 59.12% |
| Metric | 11403793:btcusd:triple_med_gx:lsma50_140 | 11403793:BTCUSD |
|---|---|---|
| Max Drawdown | -19.49% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -4.05% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -19.49 | 153 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2024-12-05 | 2025-03-02 | -9.07 | 87 |
| 2025-05-23 | 2025-06-09 | -7.10 | 17 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-10 | 2025-05-21 | -3.96 | 10 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11403793:btcusd:triple_med_gx:lsma50_140 | 11403793:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.85% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.56% | 37.42% |
| Worst Month | -5.01% | -17.69% |
| Best Year | 27.57% | 38.02% |
| Worst Year | 6.44% | 16.76% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 2.89% | 3.92% |
| Avg. Down Week | -2.89% | -4.32% |
| Avg. Up Month | 4.19% | 12.39% |
| Avg. Down Month | -2.92% | -6.43% |
| Win Days % | 50.44% | 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% |