| Metric | 11370310:btcusd:triple_med_gx:lsma35_10 | 11370310:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 7.79% | 79.62% |
| Max Drawdown | -20.99% | -29.51% |
| Sharpe | 0.23 | 0.65 |
| Sortino | 0.36 | 0.96 |
| Payoff Ratio | 1.36 | 1.33 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 0.05 | 1.08 |
| CPC Index | 0.62 | 0.77 |
| Tail Ratio | 0.04 | 0.98 |
| Outlier Win Ratio | 47.41 | 3.17 |
| Outlier Loss Ratio | 3.82 | 2.99 |
| Volatility (ann.) | 9.0% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.33 | 2.33 |
| Skew | 3.88 | 0.2 |
| Kurtosis | 119.19 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.54% | 4.27% |
| Expected Yearly % | 3.82% | 34.02% |
| Kelly Criterion | -2.64% | 15.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11370310:BTCUSD | 11370310:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.56 | -0.01 | - |
| 2025 | 30.14 | 8.40 | 0.28 | - |
| Metric | 11370310:btcusd:triple_med_gx:lsma35_10 | 11370310:BTCUSD |
|---|---|---|
| MTD | 2.68% | 13.36% |
| 3M | 19.18% | 45.08% |
| 6M | 8.4% | 28.47% |
| YTD | 8.4% | 30.14% |
| 1Y | 13.45% | 105.13% |
| 3Y (ann.) | 6.94% | 68.87% |
| 5Y (ann.) | 6.94% | 68.87% |
| Metric | 11370310:btcusd:triple_med_gx:lsma35_10 | 11370310:BTCUSD |
|---|---|---|
| Max Drawdown | -20.99% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -5.91% | -4.58% |
| Avg. Drawdown Days | 65.0 | 14.0 |
| Recovery Factor | 0.37 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-14 | -20.99 | 133 |
| 2024-06-04 | 2024-11-07 | -6.86 | 155 |
| 2024-12-26 | 2025-03-02 | -4.37 | 66 |
| 2024-11-07 | 2024-12-15 | -2.21 | 37 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-12-25 | 2024-12-25 | -0.18 | 0 |
| Metric | 11370310:btcusd:triple_med_gx:lsma35_10 | 11370310:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.26% | 18.93% |
| Worst Week | -3.67% | -12.33% |
| Best Month | 8.41% | 37.42% |
| Worst Month | -8.13% | -17.69% |
| Best Year | 8.4% | 38.02% |
| Worst Year | -0.56% | 30.14% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.02% | 6.86% |
| Avg. Down Week | -1.94% | -3.17% |
| Avg. Up Month | 3.24% | 14.85% |
| Avg. Down Month | -2.78% | -7.59% |
| Win Days % | 40.8% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 44.12% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |