| Metric | 11371818:btcusd:triple_med_gx:lsma30_20 | 11371818:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 3.28% | 79.62% |
| Max Drawdown | -8.15% | -29.51% |
| Sharpe | 0.19 | 0.65 |
| Sortino | 0.29 | 0.96 |
| Payoff Ratio | 1.36 | 1.31 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.57 | 0.75 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 112.15 | 2.6 |
| Outlier Loss Ratio | 4.25 | 2.34 |
| Volatility (ann.) | 4.36% | 24.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.36 | 2.33 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 104.21 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.23% | 4.27% |
| Expected Yearly % | 1.63% | 34.02% |
| Kelly Criterion | -9.59% | 15.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.07% |
| Expected Shortfall (cVaR) | -0.37% | -2.07% |
| Year | 11371818:BTCUSD | 11371818:btcusd:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.48 | -0.07 | - |
| 2025 | 30.14 | 5.91 | 0.20 | - |
| Metric | 11371818:btcusd:triple_med_gx:lsma30_20 | 11371818:BTCUSD |
|---|---|---|
| MTD | 2.68% | 13.36% |
| 3M | 3.03% | 45.08% |
| 6M | 5.91% | 28.47% |
| YTD | 5.91% | 30.14% |
| 1Y | 4.39% | 105.13% |
| 3Y (ann.) | 2.93% | 68.87% |
| 5Y (ann.) | 2.93% | 68.87% |
| Metric | 11371818:btcusd:triple_med_gx:lsma30_20 | 11371818:BTCUSD |
|---|---|---|
| Max Drawdown | -8.15% | -29.51% |
| Longest DD Days | 276.0 | 144.0 |
| Avg. Drawdown | -4.19% | -4.58% |
| Avg. Drawdown Days | 96.0 | 14.0 |
| Recovery Factor | 0.4 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-11 | -8.15 | 276 |
| 2024-07-10 | 2024-08-23 | -5.35 | 44 |
| 2024-06-04 | 2024-07-10 | -2.69 | 35 |
| 2024-09-09 | 2024-10-07 | -0.56 | 27 |
| Metric | 11371818:btcusd:triple_med_gx:lsma30_20 | 11371818:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.84% | -9.32% |
| Best Week | 5.33% | 18.93% |
| Worst Week | -4.62% | -12.33% |
| Best Month | 5.1% | 37.42% |
| Worst Month | -3.66% | -17.69% |
| Best Year | 5.91% | 38.02% |
| Worst Year | -2.48% | 30.14% |
| Avg. Up Day | 0.9% | 0.96% |
| Avg. Down Day | -0.66% | -0.73% |
| Avg. Up Week | 1.55% | 6.47% |
| Avg. Down Week | -1.57% | -4.02% |
| Avg. Up Month | 2.0% | 15.4% |
| Avg. Down Month | -2.45% | -4.22% |
| Win Days % | 36.84% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 45.83% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |