| Metric | 11370309:btcusd:triple_med_gx:lsma30_10 | 11370309:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 13.75% | 79.62% |
| Max Drawdown | -12.91% | -29.51% |
| Sharpe | 0.39 | 0.65 |
| Sortino | 0.66 | 0.96 |
| Payoff Ratio | 1.49 | 1.49 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.72 | 0.86 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 54.07 | 3.09 |
| Outlier Loss Ratio | 3.94 | 2.77 |
| Volatility (ann.) | 8.25% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.95 | 2.33 |
| Skew | 5.66 | 0.2 |
| Kurtosis | 159.89 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.92% | 4.27% |
| Expected Yearly % | 6.65% | 34.02% |
| Kelly Criterion | -1.38% | 19.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11370309:BTCUSD | 11370309:btcusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.64 | -0.07 | - |
| 2025 | 30.14 | 16.83 | 0.56 | - |
| Metric | 11370309:btcusd:triple_med_gx:lsma30_10 | 11370309:BTCUSD |
|---|---|---|
| MTD | 3.87% | 13.36% |
| 3M | 13.58% | 45.08% |
| 6M | 16.83% | 28.47% |
| YTD | 16.83% | 30.14% |
| 1Y | 21.42% | 105.13% |
| 3Y (ann.) | 12.21% | 68.87% |
| 5Y (ann.) | 12.21% | 68.87% |
| Metric | 11370309:btcusd:triple_med_gx:lsma30_10 | 11370309:BTCUSD |
|---|---|---|
| Max Drawdown | -12.91% | -29.51% |
| Longest DD Days | 131.0 | 144.0 |
| Avg. Drawdown | -5.17% | -4.58% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | 1.07 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-05-21 | -12.91 | 79 |
| 2024-06-20 | 2024-10-29 | -7.90 | 131 |
| 2024-11-07 | 2025-03-02 | -5.24 | 115 |
| 2025-05-27 | 2025-07-10 | -3.30 | 44 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-11-06 | 2024-11-06 | -0.79 | 0 |
| Metric | 11370309:btcusd:triple_med_gx:lsma30_10 | 11370309:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 4.45% | 18.93% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 6.62% | 37.42% |
| Worst Month | -3.96% | -17.69% |
| Best Year | 16.83% | 38.02% |
| Worst Year | -2.64% | 30.14% |
| Avg. Up Day | 1.13% | 1.17% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.68% | 5.93% |
| Avg. Down Week | -1.8% | -3.19% |
| Avg. Up Month | 3.54% | 11.09% |
| Avg. Down Month | -2.78% | -5.29% |
| Win Days % | 39.41% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 48.57% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |