| Metric | 11392992:btcusd:triple_med_gx:lsma30_110 | 11392992:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 21.78% | 61.16% |
| Max Drawdown | -14.67% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.75 | 0.85 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.68 | 0.69 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 24.71 | 3.37 |
| Outlier Loss Ratio | 4.15 | 3.27 |
| Volatility (ann.) | 12.05% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.44 | 2.0 |
| Skew | 3.32 | 0.21 |
| Kurtosis | 58.77 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.53% | 3.74% |
| Expected Yearly % | 10.35% | 26.95% |
| Kelly Criterion | 3.74% | 12.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.13% |
| Expected Shortfall (cVaR) | -1.02% | -2.13% |
| Year | 11392992:BTCUSD | 11392992:btcusd:triple_med_gx:lsma30_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.98 | 0.21 | - |
| 2025 | 16.76 | 12.77 | 0.76 | - |
| Metric | 11392992:btcusd:triple_med_gx:lsma30_110 | 11392992:BTCUSD |
|---|---|---|
| MTD | 0.36% | 4.16% |
| 3M | 2.38% | 31.46% |
| 6M | 11.81% | 12.77% |
| YTD | 12.77% | 16.76% |
| 1Y | 16.37% | 56.84% |
| 3Y (ann.) | 21.14% | 59.12% |
| 5Y (ann.) | 21.14% | 59.12% |
| Metric | 11392992:btcusd:triple_med_gx:lsma30_110 | 11392992:BTCUSD |
|---|---|---|
| Max Drawdown | -14.67% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.05% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -14.67 | 153 |
| 2024-11-30 | 2025-01-14 | -8.56 | 45 |
| 2025-01-30 | 2025-03-02 | -8.49 | 31 |
| 2025-03-13 | 2025-05-08 | -7.09 | 56 |
| 2025-05-21 | 2025-06-11 | -6.63 | 21 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-03 | 2025-03-12 | -2.00 | 9 |
| 2025-05-09 | 2025-05-18 | -1.11 | 9 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11392992:btcusd:triple_med_gx:lsma30_110 | 11392992:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -6.18% | -12.33% |
| Best Month | 13.84% | 37.42% |
| Worst Month | -6.88% | -17.69% |
| Best Year | 12.77% | 38.02% |
| Worst Year | 7.98% | 16.76% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 3.72% | 4.65% |
| Avg. Down Week | -2.34% | -4.27% |
| Avg. Up Month | 5.08% | 14.57% |
| Avg. Down Month | -5.75% | -9.42% |
| Win Days % | 46.76% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |