| Metric | 11380939:btcusd:triple_med_gx:lsma35_65 | 11380939:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 14.52% | 79.62% |
| Max Drawdown | -26.28% | -29.51% |
| Sharpe | 0.27 | 0.65 |
| Sortino | 0.39 | 0.96 |
| Payoff Ratio | 1.03 | 0.99 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 16.98 | 3.72 |
| Outlier Loss Ratio | 3.71 | 3.66 |
| Volatility (ann.) | 15.69% | 24.6% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.49 | 2.33 |
| Skew | 0.38 | 0.2 |
| Kurtosis | 35.25 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.97% | 4.27% |
| Expected Yearly % | 7.01% | 34.02% |
| Kelly Criterion | 0.87% | 3.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.07% |
| Expected Shortfall (cVaR) | -1.34% | -2.07% |
| Year | 11380939:BTCUSD | 11380939:btcusd:triple_med_gx:lsma35_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.19 | -0.03 | - |
| 2025 | 30.14 | 15.90 | 0.53 | - |
| Metric | 11380939:btcusd:triple_med_gx:lsma35_65 | 11380939:BTCUSD |
|---|---|---|
| MTD | -0.75% | 13.36% |
| 3M | 10.8% | 45.08% |
| 6M | 15.9% | 28.47% |
| YTD | 15.9% | 30.14% |
| 1Y | 16.67% | 105.13% |
| 3Y (ann.) | 12.89% | 68.87% |
| 5Y (ann.) | 12.89% | 68.87% |
| Metric | 11380939:btcusd:triple_med_gx:lsma35_65 | 11380939:BTCUSD |
|---|---|---|
| Max Drawdown | -26.28% | -29.51% |
| Longest DD Days | 121.0 | 144.0 |
| Avg. Drawdown | -5.94% | -4.58% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.55 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-27 | -26.28 | 121 |
| 2025-01-30 | 2025-05-08 | -20.35 | 98 |
| 2024-11-29 | 2025-01-30 | -10.76 | 61 |
| 2025-06-16 | 2025-07-14 | -7.67 | 27 |
| 2024-06-03 | 2024-07-29 | -5.45 | 55 |
| 2025-05-30 | 2025-06-16 | -2.40 | 17 |
| 2024-11-27 | 2024-11-29 | -1.52 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-20 | 2025-05-20 | -0.84 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11380939:btcusd:triple_med_gx:lsma35_65 | 11380939:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.78% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 10.07% | 37.42% |
| Worst Month | -13.48% | -17.69% |
| Best Year | 15.9% | 38.02% |
| Worst Year | -1.19% | 30.14% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 3.18% | 4.35% |
| Avg. Down Week | -3.37% | -4.99% |
| Avg. Up Month | 6.24% | 14.28% |
| Avg. Down Month | -6.17% | -9.25% |
| Win Days % | 49.65% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 54.55% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |