| Metric | 11371780:btcusd:triple_med_gx:lsma30_20 | 11371780:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 3.43% | 79.62% |
| Max Drawdown | -13.62% | -29.51% |
| Sharpe | 0.16 | 0.65 |
| Sortino | 0.22 | 0.96 |
| Payoff Ratio | 1.26 | 1.3 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.57 | 0.75 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 71.64 | 2.9 |
| Outlier Loss Ratio | 4.13 | 2.62 |
| Volatility (ann.) | 5.91% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.23 | 2.33 |
| Skew | -1.34 | 0.2 |
| Kurtosis | 77.53 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.24% | 4.27% |
| Expected Yearly % | 1.7% | 34.02% |
| Kelly Criterion | -4.82% | 14.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.07% |
| Expected Shortfall (cVaR) | -0.51% | -2.07% |
| Year | 11371780:BTCUSD | 11371780:btcusd:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.60 | 0.09 | - |
| 2025 | 30.14 | -0.16 | -0.01 | - |
| Metric | 11371780:btcusd:triple_med_gx:lsma30_20 | 11371780:BTCUSD |
|---|---|---|
| MTD | 3.88% | 13.36% |
| 3M | 7.88% | 45.08% |
| 6M | -1.39% | 28.47% |
| YTD | -0.16% | 30.14% |
| 1Y | 2.14% | 105.13% |
| 3Y (ann.) | 3.07% | 68.87% |
| 5Y (ann.) | 3.07% | 68.87% |
| Metric | 11371780:btcusd:triple_med_gx:lsma30_20 | 11371780:BTCUSD |
|---|---|---|
| Max Drawdown | -13.62% | -29.51% |
| Longest DD Days | 234.0 | 144.0 |
| Avg. Drawdown | -3.31% | -4.58% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | 0.25 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-14 | -13.62 | 234 |
| 2024-07-29 | 2024-10-28 | -4.53 | 91 |
| 2024-06-28 | 2024-07-10 | -2.29 | 11 |
| 2024-07-10 | 2024-07-29 | -1.21 | 18 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| Metric | 11371780:btcusd:triple_med_gx:lsma30_20 | 11371780:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 3.88% | 18.93% |
| Worst Week | -4.9% | -12.33% |
| Best Month | 5.18% | 37.42% |
| Worst Month | -3.04% | -17.69% |
| Best Year | 3.6% | 38.02% |
| Worst Year | -0.16% | 30.14% |
| Avg. Up Day | 0.82% | 0.86% |
| Avg. Down Day | -0.65% | -0.66% |
| Avg. Up Week | 1.64% | 5.43% |
| Avg. Down Week | -1.61% | -4.23% |
| Avg. Up Month | 2.63% | 15.17% |
| Avg. Down Month | -1.79% | -7.59% |
| Win Days % | 41.51% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 47.62% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |