| Metric | 11371004:btcusd:triple_med_gx:lsma35_15 | 11371004:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 22.83% | 79.62% |
| Max Drawdown | -8.37% | -29.51% |
| Sharpe | 0.56 | 0.65 |
| Sortino | 0.94 | 0.96 |
| Payoff Ratio | 1.34 | 1.29 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 2.06 | 1.08 |
| CPC Index | 0.77 | 0.74 |
| Tail Ratio | 1.62 | 0.98 |
| Outlier Win Ratio | 38.89 | 3.14 |
| Outlier Loss Ratio | 4.29 | 2.89 |
| Volatility (ann.) | 8.94% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.41 | 2.33 |
| Skew | 4.72 | 0.2 |
| Kurtosis | 118.05 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.48% | 4.27% |
| Expected Yearly % | 10.83% | 34.02% |
| Kelly Criterion | 3.77% | 14.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11371004:BTCUSD | 11371004:btcusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.48 | 0.14 | - |
| 2025 | 30.14 | 16.45 | 0.55 | - |
| Metric | 11371004:btcusd:triple_med_gx:lsma35_15 | 11371004:BTCUSD |
|---|---|---|
| MTD | -1.3% | 13.36% |
| 3M | 9.4% | 45.08% |
| 6M | 14.1% | 28.47% |
| YTD | 16.45% | 30.14% |
| 1Y | 23.84% | 105.13% |
| 3Y (ann.) | 20.19% | 68.87% |
| 5Y (ann.) | 20.19% | 68.87% |
| Metric | 11371004:btcusd:triple_med_gx:lsma35_15 | 11371004:BTCUSD |
|---|---|---|
| Max Drawdown | -8.37% | -29.51% |
| Longest DD Days | 114.0 | 144.0 |
| Avg. Drawdown | -2.28% | -4.58% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 2.73 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-03-02 | -8.37 | 114 |
| 2025-04-02 | 2025-04-22 | -7.12 | 19 |
| 2024-07-29 | 2024-08-08 | -4.92 | 10 |
| 2025-03-03 | 2025-04-02 | -4.62 | 30 |
| 2024-06-17 | 2024-07-10 | -4.49 | 22 |
| 2025-05-21 | 2025-07-14 | -3.18 | 54 |
| 2024-07-10 | 2024-07-29 | -2.75 | 18 |
| 2024-08-09 | 2024-09-09 | -2.65 | 31 |
| 2024-10-07 | 2024-10-29 | -2.52 | 21 |
| 2024-09-20 | 2024-10-07 | -2.04 | 16 |
| Metric | 11371004:btcusd:triple_med_gx:lsma35_15 | 11371004:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.11% | 18.93% |
| Worst Week | -4.2% | -12.33% |
| Best Month | 8.93% | 37.42% |
| Worst Month | -5.35% | -17.69% |
| Best Year | 16.45% | 38.02% |
| Worst Year | 5.48% | 30.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.66% | -0.71% |
| Avg. Up Week | 2.05% | 5.58% |
| Avg. Down Week | -1.75% | -4.69% |
| Avg. Up Month | 2.84% | 13.38% |
| Avg. Down Month | -4.06% | -9.42% |
| Win Days % | 44.83% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 54.76% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |