| Metric | 11381765:btcusd:triple_med_gx:lsma30_70 | 11381765:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 21.45% | 61.52% |
| Max Drawdown | -13.52% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.79 | 0.86 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.68 | 0.69 |
| Tail Ratio | 1.42 | 0.97 |
| Outlier Win Ratio | 26.99 | 3.28 |
| Outlier Loss Ratio | 4.22 | 3.09 |
| Volatility (ann.) | 11.47% | 25.2% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.54 | 2.02 |
| Skew | 3.95 | 0.21 |
| Kurtosis | 70.58 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.51% | 3.76% |
| Expected Yearly % | 10.2% | 27.09% |
| Kelly Criterion | 1.92% | 12.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.13% |
| Expected Shortfall (cVaR) | -0.97% | -2.13% |
| Year | 11381765:BTCUSD | 11381765:btcusd:triple_med_gx:lsma30_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.79 | 0.49 | - |
| 2025 | 17.02 | 2.24 | 0.13 | - |
| Metric | 11381765:btcusd:triple_med_gx:lsma30_70 | 11381765:BTCUSD |
|---|---|---|
| MTD | -1.33% | 4.4% |
| 3M | 4.37% | 31.76% |
| 6M | 3.14% | 12.25% |
| YTD | 2.24% | 17.02% |
| 1Y | 19.74% | 57.19% |
| 3Y (ann.) | 20.82% | 59.47% |
| 5Y (ann.) | 20.82% | 59.47% |
| Metric | 11381765:btcusd:triple_med_gx:lsma30_70 | 11381765:BTCUSD |
|---|---|---|
| Max Drawdown | -13.52% | -29.51% |
| Longest DD Days | 115.0 | 144.0 |
| Avg. Drawdown | -3.55% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.59 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-05-21 | -13.52 | 115 |
| 2024-08-09 | 2024-11-06 | -8.84 | 89 |
| 2024-06-03 | 2024-07-29 | -7.02 | 55 |
| 2024-12-26 | 2025-01-15 | -7.02 | 20 |
| 2024-07-29 | 2024-08-08 | -5.47 | 10 |
| 2025-05-29 | 2025-06-11 | -4.15 | 12 |
| 2024-11-23 | 2024-12-24 | -3.74 | 31 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2025-01-24 | 2025-01-26 | -0.67 | 1 |
| Metric | 11381765:btcusd:triple_med_gx:lsma30_70 | 11381765:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.64% | 18.93% |
| Worst Week | -6.79% | -12.33% |
| Best Month | 12.76% | 37.42% |
| Worst Month | -6.73% | -17.69% |
| Best Year | 18.79% | 38.02% |
| Worst Year | 2.24% | 17.02% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.99% | 6.16% |
| Avg. Down Week | -2.9% | -4.54% |
| Avg. Up Month | 6.8% | 15.63% |
| Avg. Down Month | -4.67% | -12.52% |
| Win Days % | 45.32% | 51.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 46.15% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |