| Metric | 11371011:btcusd:triple_med_gx:lsma30_15 | 11371011:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 9.65% | 75.42% |
| Max Drawdown | -10.53% | -29.51% |
| Sharpe | 0.29 | 0.63 |
| Sortino | 0.52 | 0.92 |
| Payoff Ratio | 1.61 | 1.65 |
| Profit Factor | 1.18 | 1.11 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.7 | 0.95 |
| Tail Ratio | 0.0 | 0.96 |
| Outlier Win Ratio | 56.8 | 3.07 |
| Outlier Loss Ratio | 4.22 | 2.69 |
| Volatility (ann.) | 8.07% | 24.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.81 | 2.19 |
| Skew | 6.56 | 0.2 |
| Kurtosis | 174.67 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.66% | 4.1% |
| Expected Yearly % | 4.72% | 32.45% |
| Kelly Criterion | -2.22% | 22.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11371011:BTCUSD | 11371011:btcusd:triple_med_gx:lsma30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.07 | 0.08 | - |
| 2025 | 27.10 | 6.38 | 0.24 | - |
| Metric | 11371011:btcusd:triple_med_gx:lsma30_15 | 11371011:BTCUSD |
|---|---|---|
| MTD | 0.19% | 10.71% |
| 3M | 8.72% | 41.88% |
| 6M | 4.47% | 22.91% |
| YTD | 6.38% | 27.1% |
| 1Y | 13.77% | 82.29% |
| 3Y (ann.) | 8.53% | 64.73% |
| 5Y (ann.) | 8.53% | 64.73% |
| Metric | 11371011:btcusd:triple_med_gx:lsma30_15 | 11371011:BTCUSD |
|---|---|---|
| Max Drawdown | -10.53% | -29.51% |
| Longest DD Days | 167.0 | 144.0 |
| Avg. Drawdown | -2.55% | -4.71% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.92 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-08 | -10.53 | 167 |
| 2024-06-03 | 2024-08-08 | -6.62 | 66 |
| 2025-06-03 | 2025-07-17 | -4.09 | 43 |
| 2024-08-09 | 2024-09-09 | -2.03 | 31 |
| 2025-05-09 | 2025-05-21 | -1.63 | 12 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-09-21 | 2024-10-06 | -0.73 | 15 |
| 2024-09-10 | 2024-09-20 | -0.55 | 10 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-10-28 | 2024-10-29 | -0.18 | 0 |
| Metric | 11371011:btcusd:triple_med_gx:lsma30_15 | 11371011:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -4.9% | -12.33% |
| Best Month | 8.46% | 37.42% |
| Worst Month | -4.97% | -17.69% |
| Best Year | 6.38% | 38.02% |
| Worst Year | 3.07% | 27.1% |
| Avg. Up Day | 1.08% | 1.11% |
| Avg. Down Day | -0.67% | -0.67% |
| Avg. Up Week | 2.5% | 5.63% |
| Avg. Down Week | -2.41% | -3.93% |
| Avg. Up Month | 2.4% | 15.27% |
| Avg. Down Month | -4.34% | -9.42% |
| Win Days % | 36.87% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 47.5% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |