| Metric | 11371012:btcusd:triple_med_gx:lsma35_15 | 11371012:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 2.7% | 75.42% |
| Max Drawdown | -14.71% | -29.51% |
| Sharpe | 0.11 | 0.63 |
| Sortino | 0.18 | 0.92 |
| Payoff Ratio | 1.25 | 1.29 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 0.29 | 1.06 |
| CPC Index | 0.54 | 0.74 |
| Tail Ratio | 0.28 | 0.96 |
| Outlier Win Ratio | 50.06 | 3.07 |
| Outlier Loss Ratio | 3.98 | 2.8 |
| Volatility (ann.) | 8.65% | 24.55% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.16 | 2.19 |
| Skew | 4.45 | 0.2 |
| Kurtosis | 139.86 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.19% | 4.1% |
| Expected Yearly % | 1.34% | 32.45% |
| Kelly Criterion | -7.11% | 14.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11371012:BTCUSD | 11371012:btcusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.24 | 0.01 | - |
| 2025 | 27.10 | 2.46 | 0.09 | - |
| Metric | 11371012:btcusd:triple_med_gx:lsma35_15 | 11371012:BTCUSD |
|---|---|---|
| MTD | -1.69% | 10.71% |
| 3M | 9.07% | 41.88% |
| 6M | 1.67% | 22.91% |
| YTD | 2.46% | 27.1% |
| 1Y | 7.68% | 82.29% |
| 3Y (ann.) | 2.4% | 64.73% |
| 5Y (ann.) | 2.4% | 64.73% |
| Metric | 11371012:btcusd:triple_med_gx:lsma35_15 | 11371012:BTCUSD |
|---|---|---|
| Max Drawdown | -14.71% | -29.51% |
| Longest DD Days | 111.0 | 144.0 |
| Avg. Drawdown | -4.58% | -4.71% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.18 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-05-22 | -14.71 | 111 |
| 2024-06-03 | 2024-08-08 | -7.05 | 66 |
| 2024-12-26 | 2025-01-15 | -3.79 | 20 |
| 2024-08-09 | 2024-11-06 | -3.46 | 89 |
| 2024-11-07 | 2024-12-15 | -3.37 | 38 |
| 2025-06-03 | 2025-07-17 | -2.92 | 43 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-25 | 2024-12-25 | -0.18 | 0 |
| Metric | 11371012:btcusd:triple_med_gx:lsma35_15 | 11371012:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.11% | 18.93% |
| Worst Week | -4.9% | -12.33% |
| Best Month | 6.83% | 37.42% |
| Worst Month | -6.1% | -17.69% |
| Best Year | 2.46% | 38.02% |
| Worst Year | 0.24% | 27.1% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.73% | -0.73% |
| Avg. Up Week | 1.82% | 4.86% |
| Avg. Down Week | -2.33% | -5.02% |
| Avg. Up Month | 2.6% | 16.65% |
| Avg. Down Month | -5.56% | -12.52% |
| Win Days % | 40.47% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 47.5% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |