| Metric | 11405858:btcusd:triple_med_gx:lsma50_145 | 11405858:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 57.77% | 75.42% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.89 | 0.63 |
| Sortino | 1.39 | 0.92 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.29 | 1.11 |
| Common Sense Ratio | 1.82 | 1.06 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | 1.41 | 0.96 |
| Outlier Win Ratio | 20.65 | 3.68 |
| Outlier Loss Ratio | 4.0 | 3.56 |
| Volatility (ann.) | 12.15% | 24.55% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.57 | 2.19 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 15.45 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.31% | 4.1% |
| Expected Yearly % | 25.61% | 32.45% |
| Kelly Criterion | 9.63% | 10.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.07% |
| Expected Shortfall (cVaR) | -1.02% | -2.07% |
| Year | 11405858:BTCUSD | 11405858:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.71 | 0.39 | - |
| 2025 | 27.10 | 37.54 | 1.39 | + |
| Metric | 11405858:btcusd:triple_med_gx:lsma50_145 | 11405858:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 13.89% | 41.88% |
| 6M | 31.51% | 22.91% |
| YTD | 37.54% | 27.1% |
| 1Y | 70.82% | 82.29% |
| 3Y (ann.) | 49.92% | 64.73% |
| 5Y (ann.) | 49.92% | 64.73% |
| Metric | 11405858:btcusd:triple_med_gx:lsma50_145 | 11405858:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 60.0 | 144.0 |
| Avg. Drawdown | -2.78% | -4.71% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 4.13 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-05 | 2025-02-03 | -7.93 | 60 |
| 2025-03-06 | 2025-04-11 | -6.78 | 36 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-06-20 | 2025-07-17 | -6.11 | 26 |
| 2024-08-09 | 2024-09-10 | -6.11 | 32 |
| 2025-02-04 | 2025-03-05 | -4.84 | 29 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| Metric | 11405858:btcusd:triple_med_gx:lsma50_145 | 11405858:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.76% | 37.42% |
| Worst Month | -9.82% | -17.69% |
| Best Year | 37.54% | 38.02% |
| Worst Year | 14.71% | 27.1% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.23% | 3.41% |
| Avg. Down Week | -3.14% | -4.1% |
| Avg. Up Month | 5.1% | 8.38% |
| Avg. Down Month | -9.82% | -7.35% |
| Win Days % | 50.87% | 51.89% |
| Win Month % | 84.62% | 64.29% |
| Win Week % | 65.62% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |