| Metric | 11385580:btcusd:triple_med_gx:lsma30_85 | 11385580:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 18.31% | 61.52% |
| Max Drawdown | -14.62% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.69 | 0.86 |
| Payoff Ratio | 1.24 | 1.24 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.66 | 0.7 |
| Tail Ratio | 1.33 | 0.97 |
| Outlier Win Ratio | 27.03 | 3.28 |
| Outlier Loss Ratio | 4.32 | 3.17 |
| Volatility (ann.) | 11.5% | 25.2% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.22 | 2.02 |
| Skew | 3.92 | 0.21 |
| Kurtosis | 69.48 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.3% | 3.76% |
| Expected Yearly % | 8.77% | 27.09% |
| Kelly Criterion | 1.68% | 12.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.13% |
| Expected Shortfall (cVaR) | -0.98% | -2.13% |
| Year | 11385580:BTCUSD | 11385580:btcusd:triple_med_gx:lsma30_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.45 | 0.35 | - |
| 2025 | 17.02 | 4.28 | 0.25 | - |
| Metric | 11385580:btcusd:triple_med_gx:lsma30_85 | 11385580:BTCUSD |
|---|---|---|
| MTD | -3.96% | 4.4% |
| 3M | 1.38% | 31.76% |
| 6M | 3.29% | 12.25% |
| YTD | 4.28% | 17.02% |
| 1Y | 13.64% | 57.19% |
| 3Y (ann.) | 17.78% | 59.47% |
| 5Y (ann.) | 17.78% | 59.47% |
| Metric | 11385580:btcusd:triple_med_gx:lsma30_85 | 11385580:BTCUSD |
|---|---|---|
| Max Drawdown | -14.62% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -3.41% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.25 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2024-11-06 | -14.62 | 154 |
| 2024-12-26 | 2025-04-01 | -11.17 | 96 |
| 2025-05-21 | 2025-06-11 | -7.66 | 21 |
| 2024-11-30 | 2024-12-25 | -5.99 | 25 |
| 2025-04-02 | 2025-05-08 | -5.85 | 36 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-02 | 2025-04-02 | -1.25 | 0 |
| 2024-11-23 | 2024-11-28 | -0.98 | 5 |
| 2024-11-06 | 2024-11-20 | -0.97 | 14 |
| 2025-05-16 | 2025-05-18 | -0.86 | 1 |
| Metric | 11385580:btcusd:triple_med_gx:lsma30_85 | 11385580:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.8% | 18.93% |
| Worst Week | -7.27% | -12.33% |
| Best Month | 15.63% | 37.42% |
| Worst Month | -5.31% | -17.69% |
| Best Year | 13.45% | 38.02% |
| Worst Year | 4.28% | 17.02% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 4.25% | 5.9% |
| Avg. Down Week | -2.75% | -4.41% |
| Avg. Up Month | 6.55% | 18.38% |
| Avg. Down Month | -3.11% | -9.42% |
| Win Days % | 45.56% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 44.74% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |