| Metric | 11381129:btcusd:triple_med_gx:lsma30_65 | 11381129:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 21.3% | 61.52% |
| Max Drawdown | -8.69% | -29.51% |
| Sharpe | 0.66 | 0.59 |
| Sortino | 0.99 | 0.86 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 2.15 | 1.07 |
| CPC Index | 0.75 | 0.61 |
| Tail Ratio | 1.65 | 0.97 |
| Outlier Win Ratio | 41.76 | 3.01 |
| Outlier Loss Ratio | 3.75 | 2.78 |
| Volatility (ann.) | 7.57% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.38 | 2.02 |
| Skew | 0.13 | 0.21 |
| Kurtosis | 31.37 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.5% | 3.76% |
| Expected Yearly % | 10.13% | 27.09% |
| Kelly Criterion | 6.96% | 6.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11381129:BTCUSD | 11381129:btcusd:triple_med_gx:lsma30_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.72 | 0.10 | - |
| 2025 | 17.02 | 16.94 | 1.00 | - |
| Metric | 11381129:btcusd:triple_med_gx:lsma30_65 | 11381129:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.04% | 31.76% |
| 6M | 18.7% | 12.25% |
| YTD | 16.94% | 17.02% |
| 1Y | 22.45% | 57.19% |
| 3Y (ann.) | 20.67% | 59.47% |
| 5Y (ann.) | 20.67% | 59.47% |
| Metric | 11381129:btcusd:triple_med_gx:lsma30_65 | 11381129:BTCUSD |
|---|---|---|
| Max Drawdown | -8.69% | -29.51% |
| Longest DD Days | 163.0 | 144.0 |
| Avg. Drawdown | -2.54% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 2.45 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-20 | -8.69 | 163 |
| 2024-11-24 | 2025-01-14 | -5.63 | 51 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-05-02 | 2025-05-20 | -3.85 | 18 |
| 2025-02-25 | 2025-03-11 | -2.51 | 13 |
| 2025-01-15 | 2025-01-27 | -2.28 | 12 |
| 2025-03-14 | 2025-05-01 | -2.19 | 47 |
| 2025-01-28 | 2025-01-29 | -1.62 | 1 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| Metric | 11381129:btcusd:triple_med_gx:lsma30_65 | 11381129:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.46% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 7.46% | 37.42% |
| Worst Month | -6.81% | -17.69% |
| Best Year | 16.94% | 38.02% |
| Worst Year | 3.72% | 17.02% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 2.49% | 4.72% |
| Avg. Down Week | -1.4% | -5.85% |
| Avg. Up Month | 3.64% | 13.26% |
| Avg. Down Month | -2.69% | -11.25% |
| Win Days % | 50.47% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 61.54% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |