| Metric | 11370321:btcusd:triple_med_gx:lsma35_10 | 11370321:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 19.05% | 79.62% |
| Max Drawdown | -16.83% | -29.51% |
| Sharpe | 0.47 | 0.65 |
| Sortino | 0.77 | 0.96 |
| Payoff Ratio | 1.31 | 1.27 |
| Profit Factor | 1.26 | 1.11 |
| Common Sense Ratio | 0.49 | 1.08 |
| CPC Index | 0.75 | 0.73 |
| Tail Ratio | 0.39 | 0.98 |
| Outlier Win Ratio | 44.94 | 3.19 |
| Outlier Loss Ratio | 3.64 | 2.97 |
| Volatility (ann.) | 9.11% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.0 | 2.33 |
| Skew | 3.95 | 0.2 |
| Kurtosis | 114.48 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.25% | 4.27% |
| Expected Yearly % | 9.11% | 34.02% |
| Kelly Criterion | 3.9% | 14.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11370321:BTCUSD | 11370321:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.67 | 0.23 | - |
| 2025 | 30.14 | 9.55 | 0.32 | - |
| Metric | 11370321:btcusd:triple_med_gx:lsma35_10 | 11370321:BTCUSD |
|---|---|---|
| MTD | 5.7% | 13.36% |
| 3M | 12.01% | 45.08% |
| 6M | 9.55% | 28.47% |
| YTD | 9.55% | 30.14% |
| 1Y | 21.69% | 105.13% |
| 3Y (ann.) | 16.88% | 68.87% |
| 5Y (ann.) | 16.88% | 68.87% |
| Metric | 11370321:btcusd:triple_med_gx:lsma35_10 | 11370321:BTCUSD |
|---|---|---|
| Max Drawdown | -16.83% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -2.97% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.13 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-14 | -16.83 | 133 |
| 2024-06-20 | 2024-08-23 | -6.72 | 64 |
| 2024-12-26 | 2025-03-02 | -4.37 | 66 |
| 2024-10-07 | 2024-11-06 | -2.64 | 30 |
| 2024-11-07 | 2024-12-15 | -2.34 | 37 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-09-10 | 2024-10-07 | -1.01 | 27 |
| 2024-12-25 | 2024-12-25 | -0.18 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-09-09 | 2024-09-09 | -0.18 | 0 |
| Metric | 11370321:btcusd:triple_med_gx:lsma35_10 | 11370321:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.7% | 18.93% |
| Worst Week | -3.19% | -12.33% |
| Best Month | 8.04% | 37.42% |
| Worst Month | -3.57% | -17.69% |
| Best Year | 9.55% | 38.02% |
| Worst Year | 8.67% | 30.14% |
| Avg. Up Day | 1.04% | 1.08% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.0% | 6.56% |
| Avg. Down Week | -1.44% | -3.17% |
| Avg. Up Month | 3.34% | 14.97% |
| Avg. Down Month | -1.72% | -4.22% |
| Win Days % | 45.45% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |