| Metric | 11371030:btcusd:triple_med_gx:lsma35_15 | 11371030:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 6.85% | 79.62% |
| Max Drawdown | -22.8% | -29.51% |
| Sharpe | 0.24 | 0.65 |
| Sortino | 0.34 | 0.96 |
| Payoff Ratio | 1.23 | 1.04 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 0.19 | 1.08 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 0.17 | 0.98 |
| Outlier Win Ratio | 54.75 | 3.09 |
| Outlier Loss Ratio | 3.78 | 2.79 |
| Volatility (ann.) | 7.21% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.27 | 2.33 |
| Skew | -0.87 | 0.2 |
| Kurtosis | 45.26 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.47% | 4.27% |
| Expected Yearly % | 3.37% | 34.02% |
| Kelly Criterion | -1.01% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.07% |
| Expected Shortfall (cVaR) | -0.62% | -2.07% |
| Year | 11371030:BTCUSD | 11371030:btcusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.55 | 0.15 | - |
| 2025 | 30.14 | 1.23 | 0.04 | - |
| Metric | 11371030:btcusd:triple_med_gx:lsma35_15 | 11371030:BTCUSD |
|---|---|---|
| MTD | 2.83% | 13.36% |
| 3M | 17.2% | 45.08% |
| 6M | 1.23% | 28.47% |
| YTD | 1.23% | 30.14% |
| 1Y | 3.89% | 105.13% |
| 3Y (ann.) | 6.1% | 68.87% |
| 5Y (ann.) | 6.1% | 68.87% |
| Metric | 11371030:btcusd:triple_med_gx:lsma35_15 | 11371030:BTCUSD |
|---|---|---|
| Max Drawdown | -22.8% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -3.03% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.3 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-07-14 | -22.80 | 200 |
| 2024-06-04 | 2024-07-09 | -3.18 | 34 |
| 2024-10-07 | 2024-11-06 | -2.99 | 30 |
| 2024-08-09 | 2024-09-09 | -2.61 | 31 |
| 2024-11-07 | 2024-12-15 | -2.44 | 37 |
| 2024-07-10 | 2024-08-08 | -2.36 | 29 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-09-28 | 2024-10-07 | -0.91 | 8 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11371030:btcusd:triple_med_gx:lsma35_15 | 11371030:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.26% | 18.93% |
| Worst Week | -11.19% | -12.33% |
| Best Month | 7.86% | 37.42% |
| Worst Month | -13.36% | -17.69% |
| Best Year | 5.55% | 38.02% |
| Worst Year | 1.23% | 30.14% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.71% | -0.86% |
| Avg. Up Week | 2.51% | 6.66% |
| Avg. Down Week | -1.43% | -4.28% |
| Avg. Up Month | 2.38% | 12.16% |
| Avg. Down Month | -5.79% | -7.67% |
| Win Days % | 44.27% | 51.93% |
| Win Month % | 78.57% | 64.29% |
| Win Week % | 48.57% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |