| Metric | 11370277:btcusd:triple_med_gx:lsma35_10 | 11370277:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 23.34% | 79.62% |
| Max Drawdown | -11.36% | -29.51% |
| Sharpe | 0.54 | 0.65 |
| Sortino | 0.87 | 0.96 |
| Payoff Ratio | 1.26 | 1.28 |
| Profit Factor | 1.23 | 1.11 |
| Common Sense Ratio | 2.2 | 1.08 |
| CPC Index | 0.71 | 0.73 |
| Tail Ratio | 1.78 | 0.98 |
| Outlier Win Ratio | 32.78 | 3.12 |
| Outlier Loss Ratio | 4.1 | 2.99 |
| Volatility (ann.) | 9.6% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.82 | 2.33 |
| Skew | 3.6 | 0.2 |
| Kurtosis | 91.26 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.51% | 4.27% |
| Expected Yearly % | 11.06% | 34.02% |
| Kelly Criterion | 2.85% | 14.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11370277:BTCUSD | 11370277:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.91 | 0.13 | - |
| 2025 | 30.14 | 17.57 | 0.58 | - |
| Metric | 11370277:btcusd:triple_med_gx:lsma35_10 | 11370277:BTCUSD |
|---|---|---|
| MTD | -1.92% | 13.36% |
| 3M | 6.26% | 45.08% |
| 6M | 13.12% | 28.47% |
| YTD | 17.57% | 30.14% |
| 1Y | 28.4% | 105.13% |
| 3Y (ann.) | 20.65% | 68.87% |
| 5Y (ann.) | 20.65% | 68.87% |
| Metric | 11370277:btcusd:triple_med_gx:lsma35_10 | 11370277:BTCUSD |
|---|---|---|
| Max Drawdown | -11.36% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -2.55% | -4.58% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.06 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2024-10-07 | -11.36 | 125 |
| 2025-04-02 | 2025-04-22 | -7.67 | 19 |
| 2025-06-03 | 2025-07-14 | -7.59 | 40 |
| 2025-01-30 | 2025-03-02 | -6.93 | 31 |
| 2025-03-03 | 2025-03-24 | -6.29 | 21 |
| 2024-12-01 | 2025-01-15 | -4.14 | 44 |
| 2024-10-07 | 2024-10-14 | -3.39 | 6 |
| 2025-05-02 | 2025-05-08 | -1.75 | 5 |
| 2024-10-15 | 2024-10-28 | -1.63 | 13 |
| 2025-04-01 | 2025-04-02 | -1.43 | 0 |
| Metric | 11370277:btcusd:triple_med_gx:lsma35_10 | 11370277:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.39% | 18.93% |
| Worst Week | -6.01% | -12.33% |
| Best Month | 9.42% | 37.42% |
| Worst Month | -6.04% | -17.69% |
| Best Year | 17.57% | 38.02% |
| Worst Year | 4.91% | 30.14% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 2.52% | 5.45% |
| Avg. Down Week | -2.3% | -4.48% |
| Avg. Up Month | 4.13% | 15.1% |
| Avg. Down Month | -2.01% | -9.42% |
| Win Days % | 45.76% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 55.81% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |