| Metric | 11370408:btcusd:triple_med_gx:lsma35_10 | 11370408:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 12.73% | 79.62% |
| Max Drawdown | -15.75% | -29.51% |
| Sharpe | 0.4 | 0.65 |
| Sortino | 0.55 | 0.96 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 1.0 | 1.08 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 0.83 | 0.98 |
| Outlier Win Ratio | 51.13 | 3.06 |
| Outlier Loss Ratio | 3.47 | 2.7 |
| Volatility (ann.) | 7.35% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.72 | 2.33 |
| Skew | -2.19 | 0.2 |
| Kurtosis | 55.03 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.86% | 4.27% |
| Expected Yearly % | 6.17% | 34.02% |
| Kelly Criterion | 2.99% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.07% |
| Expected Shortfall (cVaR) | -0.62% | -2.07% |
| Year | 11370408:BTCUSD | 11370408:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.22 | 0.14 | - |
| 2025 | 30.14 | 7.13 | 0.24 | - |
| Metric | 11370408:btcusd:triple_med_gx:lsma35_10 | 11370408:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 8.97% | 45.08% |
| 6M | 5.79% | 28.47% |
| YTD | 7.13% | 30.14% |
| 1Y | 14.61% | 105.13% |
| 3Y (ann.) | 11.31% | 68.87% |
| 5Y (ann.) | 11.31% | 68.87% |
| Metric | 11370408:btcusd:triple_med_gx:lsma35_10 | 11370408:BTCUSD |
|---|---|---|
| Max Drawdown | -15.75% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -2.59% | -4.58% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.81 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-09 | -15.75 | 144 |
| 2024-07-07 | 2024-10-29 | -5.49 | 114 |
| 2024-11-22 | 2025-01-15 | -4.63 | 54 |
| 2024-10-30 | 2024-11-06 | -1.53 | 7 |
| 2025-06-10 | 2025-06-18 | -1.21 | 8 |
| 2024-06-05 | 2024-06-29 | -1.21 | 23 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-07 | 2024-11-21 | -0.95 | 13 |
| 2024-06-29 | 2024-06-30 | -0.84 | 0 |
| 2025-06-26 | 2025-07-14 | -0.47 | 18 |
| Metric | 11370408:btcusd:triple_med_gx:lsma35_10 | 11370408:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.38% | 18.93% |
| Worst Week | -9.71% | -12.33% |
| Best Month | 7.26% | 37.42% |
| Worst Month | -7.51% | -17.69% |
| Best Year | 7.13% | 38.02% |
| Worst Year | 5.22% | 30.14% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.74% | -0.83% |
| Avg. Up Week | 1.77% | 5.42% |
| Avg. Down Week | -0.64% | -4.21% |
| Avg. Up Month | 4.11% | 13.29% |
| Avg. Down Month | -3.39% | -7.93% |
| Win Days % | 48.99% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 60.61% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |