| Metric | 11370282:btcusd:triple_med_gx:lsma30_10 | 11370282:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 27.45% | 79.62% |
| Max Drawdown | -10.02% | -29.51% |
| Sharpe | 0.63 | 0.65 |
| Sortino | 1.07 | 0.96 |
| Payoff Ratio | 1.37 | 1.33 |
| Profit Factor | 1.32 | 1.11 |
| Common Sense Ratio | 2.16 | 1.08 |
| CPC Index | 0.82 | 0.76 |
| Tail Ratio | 1.64 | 0.98 |
| Outlier Win Ratio | 37.86 | 3.18 |
| Outlier Loss Ratio | 4.01 | 2.89 |
| Volatility (ann.) | 9.27% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.42 | 2.33 |
| Skew | 4.34 | 0.2 |
| Kurtosis | 105.36 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.75% | 4.27% |
| Expected Yearly % | 12.89% | 34.02% |
| Kelly Criterion | 5.94% | 15.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11370282:BTCUSD | 11370282:btcusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.11 | 0.40 | - |
| 2025 | 30.14 | 10.72 | 0.36 | - |
| Metric | 11370282:btcusd:triple_med_gx:lsma30_10 | 11370282:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | 10.66% | 45.08% |
| 6M | 6.86% | 28.47% |
| YTD | 10.72% | 30.14% |
| 1Y | 34.05% | 105.13% |
| 3Y (ann.) | 24.23% | 68.87% |
| 5Y (ann.) | 24.23% | 68.87% |
| Metric | 11370282:btcusd:triple_med_gx:lsma30_10 | 11370282:BTCUSD |
|---|---|---|
| Max Drawdown | -10.02% | -29.51% |
| Longest DD Days | 54.0 | 144.0 |
| Avg. Drawdown | -2.33% | -4.58% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 2.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-22 | -10.02 | 50 |
| 2024-06-16 | 2024-08-08 | -9.20 | 53 |
| 2025-01-30 | 2025-03-02 | -6.94 | 31 |
| 2025-05-21 | 2025-07-14 | -6.75 | 54 |
| 2024-08-09 | 2024-09-18 | -5.30 | 40 |
| 2024-12-26 | 2025-01-02 | -2.18 | 7 |
| 2024-09-20 | 2024-10-06 | -1.74 | 16 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11370282:btcusd:triple_med_gx:lsma30_10 | 11370282:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.39% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 7.87% | 37.42% |
| Worst Month | -3.75% | -17.69% |
| Best Year | 15.11% | 38.02% |
| Worst Year | 10.72% | 30.14% |
| Avg. Up Day | 0.95% | 0.99% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 2.57% | 5.44% |
| Avg. Down Week | -2.13% | -3.91% |
| Avg. Up Month | 3.35% | 14.85% |
| Avg. Down Month | -2.35% | -9.42% |
| Win Days % | 45.6% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 55.56% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |