| Metric | 11388455:btcusd:triple_med_gx:lsma30_95 | 11388455:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 8.82% | 61.52% |
| Max Drawdown | -14.49% | -29.51% |
| Sharpe | 0.23 | 0.59 |
| Sortino | 0.36 | 0.86 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.58 | 0.65 |
| Tail Ratio | 1.19 | 0.97 |
| Outlier Win Ratio | 25.65 | 3.35 |
| Outlier Loss Ratio | 4.14 | 3.34 |
| Volatility (ann.) | 12.14% | 25.2% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.59 | 2.02 |
| Skew | 3.04 | 0.21 |
| Kurtosis | 58.46 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.65% | 3.76% |
| Expected Yearly % | 4.32% | 27.09% |
| Kelly Criterion | -0.15% | 9.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.13% |
| Expected Shortfall (cVaR) | -1.04% | -2.13% |
| Year | 11388455:BTCUSD | 11388455:btcusd:triple_med_gx:lsma30_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.96 | 0.05 | - |
| 2025 | 17.02 | 6.73 | 0.40 | - |
| Metric | 11388455:btcusd:triple_med_gx:lsma30_95 | 11388455:BTCUSD |
|---|---|---|
| MTD | -2.38% | 4.4% |
| 3M | -1.08% | 31.76% |
| 6M | 4.0% | 12.25% |
| YTD | 6.73% | 17.02% |
| 1Y | 4.22% | 57.19% |
| 3Y (ann.) | 8.57% | 59.47% |
| 5Y (ann.) | 8.57% | 59.47% |
| Metric | 11388455:btcusd:triple_med_gx:lsma30_95 | 11388455:BTCUSD |
|---|---|---|
| Max Drawdown | -14.49% | -29.51% |
| Longest DD Days | 172.0 | 144.0 |
| Avg. Drawdown | -3.67% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.61 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -14.49 | 153 |
| 2024-11-30 | 2025-05-21 | -11.86 | 172 |
| 2025-05-28 | 2025-06-11 | -5.53 | 14 |
| 2024-11-21 | 2024-11-29 | -1.55 | 7 |
| 2024-11-06 | 2024-11-21 | -1.29 | 14 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11388455:btcusd:triple_med_gx:lsma30_95 | 11388455:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.9% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 11.8% | 37.42% |
| Worst Month | -9.09% | -17.69% |
| Best Year | 6.73% | 38.02% |
| Worst Year | 1.96% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.75% | 5.39% |
| Avg. Down Week | -2.56% | -4.03% |
| Avg. Up Month | 7.06% | 17.28% |
| Avg. Down Month | -6.62% | -9.42% |
| Win Days % | 46.49% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 43.24% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |