| Metric | 11394635:btcusd:triple_med_gx:lsma30_115 | 11394635:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 4.48% | 61.16% |
| Max Drawdown | -20.39% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.22 | 0.85 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.56 | 0.66 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 24.33 | 3.34 |
| Outlier Loss Ratio | 3.93 | 3.27 |
| Volatility (ann.) | 12.61% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.21 | 2.0 |
| Skew | 1.99 | 0.21 |
| Kurtosis | 55.74 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.34% | 3.74% |
| Expected Yearly % | 2.22% | 26.95% |
| Kelly Criterion | -2.01% | 10.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.13% |
| Expected Shortfall (cVaR) | -1.08% | -2.13% |
| Year | 11394635:BTCUSD | 11394635:btcusd:triple_med_gx:lsma30_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.94 | 0.29 | - |
| 2025 | 16.76 | -5.82 | -0.35 | - |
| Metric | 11394635:btcusd:triple_med_gx:lsma30_115 | 11394635:BTCUSD |
|---|---|---|
| MTD | 2.0% | 4.16% |
| 3M | 6.65% | 31.46% |
| 6M | -4.77% | 12.77% |
| YTD | -5.82% | 16.76% |
| 1Y | -0.17% | 56.84% |
| 3Y (ann.) | 4.36% | 59.12% |
| 5Y (ann.) | 4.36% | 59.12% |
| Metric | 11394635:btcusd:triple_med_gx:lsma30_115 | 11394635:BTCUSD |
|---|---|---|
| Max Drawdown | -20.39% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -4.62% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-06-11 | -20.39 | 131 |
| 2024-06-05 | 2024-11-06 | -14.53 | 153 |
| 2024-11-07 | 2024-12-25 | -6.05 | 48 |
| 2024-12-26 | 2025-01-02 | -3.79 | 7 |
| 2025-01-13 | 2025-01-13 | -3.73 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394635:btcusd:triple_med_gx:lsma30_115 | 11394635:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 8.13% | 18.93% |
| Worst Week | -7.22% | -12.33% |
| Best Month | 8.49% | 37.42% |
| Worst Month | -9.33% | -17.69% |
| Best Year | 10.94% | 38.02% |
| Worst Year | -5.82% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.98% | 6.07% |
| Avg. Down Week | -3.36% | -4.48% |
| Avg. Up Month | 4.85% | 12.73% |
| Avg. Down Month | -6.39% | -7.59% |
| Win Days % | 44.5% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 48.65% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |