| Metric | 11371029:btcusd:triple_med_gx:lsma30_15 | 11371029:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 12.19% | 79.62% |
| Max Drawdown | -14.47% | -29.51% |
| Sharpe | 0.44 | 0.65 |
| Sortino | 0.65 | 0.96 |
| Payoff Ratio | 1.31 | 1.13 |
| Profit Factor | 1.25 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.73 | 0.65 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 63.72 | 2.97 |
| Outlier Loss Ratio | 3.79 | 2.61 |
| Volatility (ann.) | 6.31% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.75 | 2.33 |
| Skew | -0.02 | 0.2 |
| Kurtosis | 51.74 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.83% | 4.27% |
| Expected Yearly % | 5.92% | 34.02% |
| Kelly Criterion | 2.25% | 9.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11371029:BTCUSD | 11371029:btcusd:triple_med_gx:lsma30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.52 | 0.04 | - |
| 2025 | 30.14 | 10.51 | 0.35 | - |
| Metric | 11371029:btcusd:triple_med_gx:lsma30_15 | 11371029:BTCUSD |
|---|---|---|
| MTD | 3.91% | 13.36% |
| 3M | 13.26% | 45.08% |
| 6M | 10.51% | 28.47% |
| YTD | 10.51% | 30.14% |
| 1Y | 10.24% | 105.13% |
| 3Y (ann.) | 10.84% | 68.87% |
| 5Y (ann.) | 10.84% | 68.87% |
| Metric | 11371029:btcusd:triple_med_gx:lsma30_15 | 11371029:BTCUSD |
|---|---|---|
| Max Drawdown | -14.47% | -29.51% |
| Longest DD Days | 245.0 | 144.0 |
| Avg. Drawdown | -2.84% | -4.58% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.84 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-10 | -14.47 | 245 |
| 2024-07-10 | 2024-09-09 | -4.61 | 61 |
| 2024-10-07 | 2024-11-06 | -2.52 | 30 |
| 2024-06-27 | 2024-07-09 | -2.29 | 12 |
| 2024-09-28 | 2024-10-07 | -0.91 | 8 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-09-27 | 2024-09-28 | -0.18 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11371029:btcusd:triple_med_gx:lsma30_15 | 11371029:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 3.99% | 18.93% |
| Worst Week | -5.58% | -12.33% |
| Best Month | 4.52% | 37.42% |
| Worst Month | -4.76% | -17.69% |
| Best Year | 10.51% | 38.02% |
| Worst Year | 1.52% | 30.14% |
| Avg. Up Day | 0.9% | 0.95% |
| Avg. Down Day | -0.69% | -0.84% |
| Avg. Up Week | 2.07% | 6.19% |
| Avg. Down Week | -1.54% | -3.58% |
| Avg. Up Month | 2.65% | 9.85% |
| Avg. Down Month | -4.7% | -2.66% |
| Win Days % | 44.52% | 51.93% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 54.55% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |