| Metric | 11380554:btcusd:triple_med_gx:lsma35_65 | 11380554:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 30.56% | 79.62% |
| Max Drawdown | -8.73% | -29.51% |
| Sharpe | 0.64 | 0.65 |
| Sortino | 1.06 | 0.96 |
| Payoff Ratio | 1.32 | 1.18 |
| Profit Factor | 1.28 | 1.11 |
| Common Sense Ratio | 2.0 | 1.08 |
| CPC Index | 0.8 | 0.68 |
| Tail Ratio | 1.56 | 0.98 |
| Outlier Win Ratio | 31.1 | 3.27 |
| Outlier Loss Ratio | 4.07 | 3.0 |
| Volatility (ann.) | 10.13% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 3.09 | 2.33 |
| Skew | 3.64 | 0.2 |
| Kurtosis | 78.52 | 7.22 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 1.92% | 4.27% |
| Expected Yearly % | 14.26% | 34.02% |
| Kelly Criterion | 7.32% | 11.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11380554:BTCUSD | 11380554:btcusd:triple_med_gx:lsma35_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.66 | 0.33 | - |
| 2025 | 30.14 | 15.90 | 0.53 | - |
| Metric | 11380554:btcusd:triple_med_gx:lsma35_65 | 11380554:BTCUSD |
|---|---|---|
| MTD | -1.59% | 13.36% |
| 3M | 8.6% | 45.08% |
| 6M | 15.9% | 28.47% |
| YTD | 15.9% | 30.14% |
| 1Y | 30.46% | 105.13% |
| 3Y (ann.) | 26.94% | 68.87% |
| 5Y (ann.) | 26.94% | 68.87% |
| Metric | 11380554:btcusd:triple_med_gx:lsma35_65 | 11380554:BTCUSD |
|---|---|---|
| Max Drawdown | -8.73% | -29.51% |
| Longest DD Days | 89.0 | 144.0 |
| Avg. Drawdown | -3.04% | -4.58% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.5 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-15 | 2025-03-02 | -8.73 | 46 |
| 2024-06-03 | 2024-07-29 | -7.33 | 55 |
| 2024-08-09 | 2024-11-06 | -7.09 | 89 |
| 2025-05-29 | 2025-07-14 | -5.68 | 45 |
| 2025-04-02 | 2025-04-21 | -5.54 | 18 |
| 2024-07-29 | 2024-08-08 | -5.50 | 10 |
| 2025-03-03 | 2025-03-14 | -4.87 | 11 |
| 2024-12-26 | 2025-01-14 | -4.13 | 19 |
| 2025-05-02 | 2025-05-18 | -3.61 | 16 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11380554:btcusd:triple_med_gx:lsma35_65 | 11380554:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.34% | 18.93% |
| Worst Week | -6.86% | -12.33% |
| Best Month | 9.38% | 37.42% |
| Worst Month | -4.44% | -17.69% |
| Best Year | 15.9% | 38.02% |
| Worst Year | 12.66% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.67% | -0.77% |
| Avg. Up Week | 3.14% | 4.99% |
| Avg. Down Week | -2.51% | -4.73% |
| Avg. Up Month | 5.12% | 15.33% |
| Avg. Down Month | -2.75% | -12.52% |
| Win Days % | 47.34% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 56.1% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |