| Metric | 11370320:btcusd:triple_med_gx:lsma30_10 | 11370320:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 22.26% | 79.62% |
| Max Drawdown | -10.22% | -29.51% |
| Sharpe | 0.57 | 0.65 |
| Sortino | 0.99 | 0.96 |
| Payoff Ratio | 1.55 | 1.38 |
| Profit Factor | 1.36 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.9 | 0.8 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 49.91 | 3.11 |
| Outlier Loss Ratio | 3.84 | 2.78 |
| Volatility (ann.) | 8.48% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.93 | 2.33 |
| Skew | 5.54 | 0.2 |
| Kurtosis | 145.32 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.45% | 4.27% |
| Expected Yearly % | 10.57% | 34.02% |
| Kelly Criterion | 5.49% | 17.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11370320:BTCUSD | 11370320:btcusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.05 | 0.08 | - |
| 2025 | 30.14 | 18.64 | 0.62 | - |
| Metric | 11370320:btcusd:triple_med_gx:lsma30_10 | 11370320:BTCUSD |
|---|---|---|
| MTD | 5.7% | 13.36% |
| 3M | 11.38% | 45.08% |
| 6M | 18.64% | 28.47% |
| YTD | 18.64% | 30.14% |
| 1Y | 28.63% | 105.13% |
| 3Y (ann.) | 19.7% | 68.87% |
| 5Y (ann.) | 19.7% | 68.87% |
| Metric | 11370320:btcusd:triple_med_gx:lsma30_10 | 11370320:BTCUSD |
|---|---|---|
| Max Drawdown | -10.22% | -29.51% |
| Longest DD Days | 115.0 | 144.0 |
| Avg. Drawdown | -3.1% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 2.18 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-05-21 | -10.22 | 79 |
| 2024-06-04 | 2024-09-09 | -7.36 | 96 |
| 2024-11-07 | 2025-03-02 | -5.29 | 115 |
| 2025-05-27 | 2025-07-10 | -3.68 | 43 |
| 2024-10-07 | 2024-10-29 | -2.52 | 21 |
| 2024-10-29 | 2024-11-06 | -0.94 | 8 |
| 2024-09-27 | 2024-10-07 | -0.64 | 10 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11370320:btcusd:triple_med_gx:lsma30_10 | 11370320:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.7% | 18.93% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 7.65% | 37.42% |
| Worst Month | -3.96% | -17.69% |
| Best Year | 18.64% | 38.02% |
| Worst Year | 3.05% | 30.14% |
| Avg. Up Day | 1.11% | 1.15% |
| Avg. Down Day | -0.72% | -0.83% |
| Avg. Up Week | 3.12% | 5.41% |
| Avg. Down Week | -1.5% | -3.15% |
| Avg. Up Month | 4.07% | 10.48% |
| Avg. Down Month | -2.08% | -5.29% |
| Win Days % | 42.53% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |