| Metric | 11370290:btcusd:triple_med_gx:lsma30_10 | 11370290:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 12.78% | 79.62% |
| Max Drawdown | -12.73% | -29.51% |
| Sharpe | 0.35 | 0.65 |
| Sortino | 0.58 | 0.96 |
| Payoff Ratio | 1.5 | 1.42 |
| Profit Factor | 1.18 | 1.11 |
| Common Sense Ratio | 0.52 | 1.08 |
| CPC Index | 0.72 | 0.82 |
| Tail Ratio | 0.44 | 0.98 |
| Outlier Win Ratio | 44.32 | 3.12 |
| Outlier Loss Ratio | 3.91 | 2.8 |
| Volatility (ann.) | 8.91% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.89 | 2.33 |
| Skew | 4.8 | 0.2 |
| Kurtosis | 122.73 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.86% | 4.27% |
| Expected Yearly % | 6.2% | 34.02% |
| Kelly Criterion | 1.38% | 17.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11370290:BTCUSD | 11370290:btcusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.91 | 0.18 | - |
| 2025 | 30.14 | 5.49 | 0.18 | - |
| Metric | 11370290:btcusd:triple_med_gx:lsma30_10 | 11370290:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | 10.65% | 45.08% |
| 6M | 3.41% | 28.47% |
| YTD | 5.49% | 30.14% |
| 1Y | 18.39% | 105.13% |
| 3Y (ann.) | 11.36% | 68.87% |
| 5Y (ann.) | 11.36% | 68.87% |
| Metric | 11370290:btcusd:triple_med_gx:lsma30_10 | 11370290:BTCUSD |
|---|---|---|
| Max Drawdown | -12.73% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -2.21% | -4.58% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.0 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-05-08 | -12.73 | 133 |
| 2024-06-03 | 2024-09-09 | -12.20 | 98 |
| 2025-06-03 | 2025-07-14 | -6.99 | 40 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-05-09 | 2025-05-21 | -1.63 | 12 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-23 | 2024-12-12 | -1.09 | 19 |
| 2024-09-28 | 2024-10-06 | -1.09 | 8 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-09-10 | 2024-09-20 | -0.55 | 10 |
| Metric | 11370290:btcusd:triple_med_gx:lsma30_10 | 11370290:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.78% | 18.93% |
| Worst Week | -6.31% | -12.33% |
| Best Month | 11.65% | 37.42% |
| Worst Month | -8.68% | -17.69% |
| Best Year | 6.91% | 38.02% |
| Worst Year | 5.49% | 30.14% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 2.71% | 5.88% |
| Avg. Down Week | -2.53% | -4.14% |
| Avg. Up Month | 3.67% | 15.71% |
| Avg. Down Month | -2.66% | -9.42% |
| Win Days % | 40.83% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |