| Metric | 11403851:btcusd:triple_med_gx:lsma50_140 | 11403851:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 26.53% | 61.16% |
| Max Drawdown | -20.95% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.69 | 0.85 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 19.09 | 3.75 |
| Outlier Loss Ratio | 3.72 | 3.56 |
| Volatility (ann.) | 15.44% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.23 | 2.0 |
| Skew | 1.41 | 0.21 |
| Kurtosis | 43.49 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.83% | 3.74% |
| Expected Yearly % | 12.48% | 26.95% |
| Kelly Criterion | 4.47% | 7.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11403851:BTCUSD | 11403851:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.47 | 0.20 | - |
| 2025 | 16.76 | 17.73 | 1.06 | + |
| Metric | 11403851:btcusd:triple_med_gx:lsma50_140 | 11403851:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 15.04% | 31.46% |
| 6M | 16.72% | 12.77% |
| YTD | 17.73% | 16.76% |
| 1Y | 25.63% | 56.84% |
| 3Y (ann.) | 25.74% | 59.12% |
| 5Y (ann.) | 25.74% | 59.12% |
| Metric | 11403851:btcusd:triple_med_gx:lsma50_140 | 11403851:BTCUSD |
|---|---|---|
| Max Drawdown | -20.95% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -4.29% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.27 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -20.95 | 151 |
| 2025-03-03 | 2025-04-12 | -11.01 | 40 |
| 2024-12-26 | 2025-03-02 | -8.47 | 66 |
| 2025-05-23 | 2025-06-09 | -6.79 | 17 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2024-12-21 | 2024-12-24 | -5.24 | 3 |
| 2024-11-06 | 2024-12-04 | -3.16 | 28 |
| 2025-04-13 | 2025-05-19 | -2.25 | 36 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| Metric | 11403851:btcusd:triple_med_gx:lsma50_140 | 11403851:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.97% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 7.18% | 37.42% |
| Worst Month | -5.81% | -17.69% |
| Best Year | 17.73% | 38.02% |
| Worst Year | 7.47% | 16.76% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 3.47% | 4.23% |
| Avg. Down Week | -2.74% | -4.82% |
| Avg. Up Month | 4.12% | 12.93% |
| Avg. Down Month | -4.59% | -11.25% |
| Win Days % | 49.45% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |