| Metric | 11404073:btcusd:triple_med_gx:lsma50_140 | 11404073:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 49.6% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.84 | 0.59 |
| Sortino | 1.34 | 0.85 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | 1.65 | 1.07 |
| CPC Index | 0.78 | 0.7 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 19.29 | 3.49 |
| Outlier Loss Ratio | 4.07 | 3.42 |
| Volatility (ann.) | 12.56% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.43 | 2.0 |
| Skew | 1.48 | 0.21 |
| Kurtosis | 23.84 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.15% | 3.74% |
| Expected Yearly % | 22.31% | 26.95% |
| Kelly Criterion | 9.25% | 12.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.13% |
| Expected Shortfall (cVaR) | -1.05% | -2.13% |
| Year | 11404073:BTCUSD | 11404073:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.38 | 0.48 | - |
| 2025 | 16.76 | 26.37 | 1.57 | + |
| Metric | 11404073:btcusd:triple_med_gx:lsma50_140 | 11404073:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 18.35% | 31.46% |
| 6M | 21.97% | 12.77% |
| YTD | 26.37% | 16.76% |
| 1Y | 46.57% | 56.84% |
| 3Y (ann.) | 48.0% | 59.12% |
| 5Y (ann.) | 48.0% | 59.12% |
| Metric | 11404073:btcusd:triple_med_gx:lsma50_140 | 11404073:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 89.0 | 144.0 |
| Avg. Drawdown | -2.89% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 3.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-05 | 2025-03-05 | -9.97 | 89 |
| 2024-08-09 | 2024-09-12 | -6.97 | 34 |
| 2025-03-06 | 2025-04-12 | -6.78 | 37 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-05-23 | 2025-06-09 | -4.71 | 17 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-13 | 2025-05-10 | -1.80 | 27 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| Metric | 11404073:btcusd:triple_med_gx:lsma50_140 | 11404073:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.96% | 18.93% |
| Worst Week | -7.32% | -12.33% |
| Best Month | 10.29% | 37.42% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 26.37% | 38.02% |
| Worst Year | 18.38% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 3.55% | 3.86% |
| Avg. Down Week | -3.23% | -4.33% |
| Avg. Up Month | 4.48% | 12.23% |
| Avg. Down Month | -3.6% | -9.42% |
| Win Days % | 49.89% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 64.52% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |