| Metric | 11373042:btcusd:triple_med_gx:lsma30_25 | 11373042:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 1.81% | 79.62% |
| Max Drawdown | -6.26% | -29.51% |
| Sharpe | 0.14 | 0.65 |
| Sortino | 0.22 | 0.96 |
| Payoff Ratio | 1.37 | 0.99 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 182.88 | 2.27 |
| Outlier Loss Ratio | 4.22 | 2.22 |
| Volatility (ann.) | 3.27% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.26 | 2.33 |
| Skew | 2.81 | 0.2 |
| Kurtosis | 155.98 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.13% | 4.27% |
| Expected Yearly % | 0.9% | 34.02% |
| Kelly Criterion | -5.15% | 3.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.07% |
| Expected Shortfall (cVaR) | -0.28% | -2.07% |
| Year | 11373042:BTCUSD | 11373042:btcusd:triple_med_gx:lsma30_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.96 | -0.03 | - |
| 2025 | 30.14 | 2.80 | 0.09 | - |
| Metric | 11373042:btcusd:triple_med_gx:lsma30_25 | 11373042:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.97% | 45.08% |
| 6M | 2.8% | 28.47% |
| YTD | 2.8% | 30.14% |
| 1Y | 1.0% | 105.13% |
| 3Y (ann.) | 1.62% | 68.87% |
| 5Y (ann.) | 1.62% | 68.87% |
| Metric | 11373042:btcusd:triple_med_gx:lsma30_25 | 11373042:BTCUSD |
|---|---|---|
| Max Drawdown | -6.26% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -1.53% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.29 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-03-05 | -6.26 | 183 |
| 2025-03-09 | 2025-05-08 | -2.60 | 60 |
| 2025-06-11 | 2025-07-14 | -1.06 | 33 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2025-05-22 | 2025-05-22 | -0.18 | 0 |
| 2024-07-10 | 2024-07-11 | -0.18 | 0 |
| 2024-08-20 | 2024-08-21 | -0.18 | 0 |
| Metric | 11373042:btcusd:triple_med_gx:lsma30_25 | 11373042:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -2.34% | -9.32% |
| Best Week | 3.85% | 18.93% |
| Worst Week | -3.24% | -12.33% |
| Best Month | 2.07% | 37.42% |
| Worst Month | -3.47% | -17.69% |
| Best Year | 2.8% | 38.02% |
| Worst Year | -0.96% | 30.14% |
| Avg. Up Day | 0.78% | 0.88% |
| Avg. Down Day | -0.57% | -0.88% |
| Avg. Up Week | 1.11% | 5.16% |
| Avg. Down Week | -2.12% | -8.09% |
| Avg. Up Month | 1.11% | 9.78% |
| Avg. Down Month | -0.76% | -17.69% |
| Win Days % | 39.29% | 51.93% |
| Win Month % | 66.67% | 64.29% |
| Win Week % | 57.89% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |