| Metric | 11371003:btcusd:triple_med_gx:lsma30_15 | 11371003:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 29.59% | 79.62% |
| Max Drawdown | -8.59% | -29.51% |
| Sharpe | 0.73 | 0.65 |
| Sortino | 1.32 | 0.96 |
| Payoff Ratio | 1.53 | 1.45 |
| Profit Factor | 1.43 | 1.11 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.96 | 0.84 |
| Tail Ratio | 0.84 | 0.98 |
| Outlier Win Ratio | 44.3 | 3.11 |
| Outlier Loss Ratio | 4.39 | 2.77 |
| Volatility (ann.) | 8.38% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 3.04 | 2.33 |
| Skew | 6.0 | 0.2 |
| Kurtosis | 150.51 | 7.22 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 1.87% | 4.27% |
| Expected Yearly % | 13.84% | 34.02% |
| Kelly Criterion | 7.71% | 18.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11371003:BTCUSD | 11371003:btcusd:triple_med_gx:lsma30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.19 | 0.24 | - |
| 2025 | 30.14 | 18.69 | 0.62 | - |
| Metric | 11371003:btcusd:triple_med_gx:lsma30_15 | 11371003:BTCUSD |
|---|---|---|
| MTD | 0.59% | 13.36% |
| 3M | 11.75% | 45.08% |
| 6M | 15.95% | 28.47% |
| YTD | 18.69% | 30.14% |
| 1Y | 27.44% | 105.13% |
| 3Y (ann.) | 26.1% | 68.87% |
| 5Y (ann.) | 26.1% | 68.87% |
| Metric | 11371003:btcusd:triple_med_gx:lsma30_15 | 11371003:BTCUSD |
|---|---|---|
| Max Drawdown | -8.59% | -29.51% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -2.0% | -4.58% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 3.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-02 | -8.59 | 99 |
| 2025-04-02 | 2025-04-22 | -8.24 | 20 |
| 2024-07-29 | 2024-08-08 | -4.11 | 10 |
| 2025-05-21 | 2025-07-14 | -3.25 | 54 |
| 2024-06-17 | 2024-07-09 | -2.84 | 21 |
| 2024-08-09 | 2024-09-19 | -2.29 | 41 |
| 2024-07-22 | 2024-07-29 | -2.08 | 7 |
| 2025-03-03 | 2025-03-14 | -2.00 | 11 |
| 2024-09-20 | 2024-10-07 | -1.74 | 16 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11371003:btcusd:triple_med_gx:lsma30_15 | 11371003:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -3.68% | -12.33% |
| Best Month | 11.32% | 37.42% |
| Worst Month | -3.3% | -17.69% |
| Best Year | 18.69% | 38.02% |
| Worst Year | 9.19% | 30.14% |
| Avg. Up Day | 0.95% | 0.99% |
| Avg. Down Day | -0.63% | -0.68% |
| Avg. Up Week | 2.07% | 5.72% |
| Avg. Down Week | -1.45% | -4.11% |
| Avg. Up Month | 3.05% | 15.0% |
| Avg. Down Month | -2.74% | -9.42% |
| Win Days % | 44.24% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 56.82% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |