| Metric | 11370283:btcusd:triple_med_gx:lsma35_10 | 11370283:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 17.67% | 79.62% |
| Max Drawdown | -12.26% | -29.51% |
| Sharpe | 0.43 | 0.65 |
| Sortino | 0.69 | 0.96 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 2.07 | 1.08 |
| CPC Index | 0.68 | 0.71 |
| Tail Ratio | 1.74 | 0.98 |
| Outlier Win Ratio | 35.49 | 3.15 |
| Outlier Loss Ratio | 4.1 | 2.99 |
| Volatility (ann.) | 9.55% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.28 | 2.33 |
| Skew | 3.72 | 0.2 |
| Kurtosis | 94.33 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.17% | 4.27% |
| Expected Yearly % | 8.47% | 34.02% |
| Kelly Criterion | 1.15% | 13.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11370283:BTCUSD | 11370283:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.10 | 0.29 | - |
| 2025 | 30.14 | 5.91 | 0.20 | - |
| Metric | 11370283:btcusd:triple_med_gx:lsma35_10 | 11370283:BTCUSD |
|---|---|---|
| MTD | -1.92% | 13.36% |
| 3M | 6.27% | 45.08% |
| 6M | 2.52% | 28.47% |
| YTD | 5.91% | 30.14% |
| 1Y | 23.9% | 105.13% |
| 3Y (ann.) | 15.67% | 68.87% |
| 5Y (ann.) | 15.67% | 68.87% |
| Metric | 11370283:btcusd:triple_med_gx:lsma35_10 | 11370283:BTCUSD |
|---|---|---|
| Max Drawdown | -12.26% | -29.51% |
| Longest DD Days | 94.0 | 144.0 |
| Avg. Drawdown | -3.22% | -4.58% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-05-08 | -12.26 | 66 |
| 2024-06-16 | 2024-09-18 | -12.22 | 94 |
| 2025-01-30 | 2025-03-02 | -8.21 | 31 |
| 2025-05-21 | 2025-07-14 | -6.85 | 54 |
| 2024-12-26 | 2025-01-15 | -4.05 | 20 |
| 2024-10-07 | 2024-10-28 | -2.52 | 21 |
| 2024-11-23 | 2024-12-15 | -2.04 | 22 |
| 2024-09-20 | 2024-10-06 | -1.74 | 16 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11370283:btcusd:triple_med_gx:lsma35_10 | 11370283:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.46% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 7.3% | 37.42% |
| Worst Month | -5.4% | -17.69% |
| Best Year | 11.1% | 38.02% |
| Worst Year | 5.91% | 30.14% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 2.61% | 5.46% |
| Avg. Down Week | -2.34% | -4.73% |
| Avg. Up Month | 4.1% | 15.1% |
| Avg. Down Month | -3.81% | -12.52% |
| Win Days % | 44.84% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 52.38% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |