| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 83.7% | 36.61% |
| Max Drawdown | -14.62% | -34.42% |
| Sharpe | 0.83 | 0.33 |
| Sortino | 1.34 | 0.48 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.63 | 0.94 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.28 | 0.89 |
| Outlier Win Ratio | 17.84 | 3.58 |
| Outlier Loss Ratio | 3.89 | 3.5 |
| Volatility (ann.) | 12.92% | 23.45% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.35 | 0.66 |
| Skew | 1.99 | 0.11 |
| Kurtosis | 35.31 | 7.09 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.25% | 1.66% |
| Expected Yearly % | 35.54% | 16.88% |
| Kelly Criterion | 9.14% | 10.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.0% |
| Expected Shortfall (cVaR) | -1.08% | -2.0% |
| Year | 11404185:BTCUSD | 11404185:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 33.57 | 0.88 | - |
| 2025 | -1.03 | 37.53 | -36.60 | + |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 7.28% | -17.17% |
| 6M | 10.25% | -16.23% |
| YTD | 37.53% | -1.03% |
| 1Y | 47.05% | -5.06% |
| 3Y (ann.) | 48.96% | 22.68% |
| 5Y (ann.) | 48.96% | 22.68% |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Max Drawdown | -14.62% | -34.42% |
| Longest DD Days | 80.0 | 144.0 |
| Avg. Drawdown | -2.59% | -5.99% |
| Avg. Drawdown Days | 11.0 | 18.0 |
| Recovery Factor | 5.72 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-15 | 2025-12-10 | -14.62 | 25 |
| 2024-06-05 | 2024-08-08 | -14.48 | 64 |
| 2025-03-03 | 2025-05-22 | -9.88 | 80 |
| 2025-01-04 | 2025-02-28 | -8.16 | 55 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-20 | 2025-08-26 | -6.11 | 67 |
| 2024-10-08 | 2024-10-11 | -5.08 | 3 |
| 2024-08-09 | 2024-09-09 | -5.07 | 31 |
| 2024-12-21 | 2024-12-24 | -4.59 | 3 |
| 2025-05-23 | 2025-06-09 | -4.58 | 17 |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.11% | -9.32% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -9.98% | -12.33% |
| Best Month | 12.62% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 37.53% | 38.02% |
| Worst Year | 33.57% | -1.03% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 3.86% | 4.05% |
| Avg. Down Week | -2.76% | -4.55% |
| Avg. Up Month | 4.37% | 11.28% |
| Avg. Down Month | -6.35% | -12.42% |
| Win Days % | 50.91% | 51.97% |
| Win Month % | 83.33% | 57.89% |
| Win Week % | 63.27% | 53.09% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 50.0% |