| Metric | 11380549:btcusd:triple_med_gx:lsma30_65 | 11380549:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 26.96% | 79.62% |
| Max Drawdown | -11.08% | -29.51% |
| Sharpe | 0.53 | 0.65 |
| Sortino | 0.9 | 0.96 |
| Payoff Ratio | 1.26 | 1.2 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | 1.76 | 1.08 |
| CPC Index | 0.71 | 0.69 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 27.36 | 3.34 |
| Outlier Loss Ratio | 4.26 | 3.17 |
| Volatility (ann.) | 11.25% | 24.6% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.15 | 2.33 |
| Skew | 3.95 | 0.2 |
| Kurtosis | 70.92 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.72% | 4.27% |
| Expected Yearly % | 12.68% | 34.02% |
| Kelly Criterion | 3.68% | 11.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.07% |
| Expected Shortfall (cVaR) | -0.95% | -2.07% |
| Year | 11380549:BTCUSD | 11380549:btcusd:triple_med_gx:lsma30_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.19 | 0.40 | - |
| 2025 | 30.14 | 10.21 | 0.34 | - |
| Metric | 11380549:btcusd:triple_med_gx:lsma30_65 | 11380549:BTCUSD |
|---|---|---|
| MTD | -1.7% | 13.36% |
| 3M | 11.21% | 45.08% |
| 6M | 10.21% | 28.47% |
| YTD | 10.21% | 30.14% |
| 1Y | 25.35% | 105.13% |
| 3Y (ann.) | 23.8% | 68.87% |
| 5Y (ann.) | 23.8% | 68.87% |
| Metric | 11380549:btcusd:triple_med_gx:lsma30_65 | 11380549:BTCUSD |
|---|---|---|
| Max Drawdown | -11.08% | -29.51% |
| Longest DD Days | 117.0 | 144.0 |
| Avg. Drawdown | -2.68% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 2.43 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-04-22 | -11.08 | 117 |
| 2024-08-09 | 2024-11-06 | -9.28 | 89 |
| 2024-06-03 | 2024-08-08 | -7.57 | 66 |
| 2025-05-29 | 2025-07-14 | -7.14 | 45 |
| 2025-05-19 | 2025-05-21 | -3.29 | 2 |
| 2025-04-30 | 2025-05-08 | -3.19 | 8 |
| 2024-11-23 | 2024-11-29 | -2.31 | 6 |
| 2024-11-30 | 2024-12-12 | -1.97 | 12 |
| 2024-12-12 | 2024-12-24 | -1.96 | 11 |
| 2024-11-07 | 2024-11-21 | -1.48 | 14 |
| Metric | 11380549:btcusd:triple_med_gx:lsma30_65 | 11380549:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -6.79% | -12.33% |
| Best Month | 13.15% | 37.42% |
| Worst Month | -5.53% | -17.69% |
| Best Year | 15.19% | 38.02% |
| Worst Year | 10.21% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 4.48% | 5.5% |
| Avg. Down Week | -3.0% | -4.73% |
| Avg. Up Month | 5.2% | 13.17% |
| Avg. Down Month | -3.43% | -12.52% |
| Win Days % | 46.36% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 47.62% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |