| Metric | 11381071:btcusd:triple_med_gx:lsma30_65 | 11381071:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 13.86% | 79.62% |
| Max Drawdown | -8.14% | -29.51% |
| Sharpe | 0.37 | 0.65 |
| Sortino | 0.57 | 0.96 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.69 | 1.08 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | 1.48 | 0.98 |
| Outlier Win Ratio | 33.33 | 3.08 |
| Outlier Loss Ratio | 3.74 | 3.09 |
| Volatility (ann.) | 9.03% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.51 | 2.33 |
| Skew | 2.48 | 0.2 |
| Kurtosis | 59.7 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.93% | 4.27% |
| Expected Yearly % | 6.71% | 34.02% |
| Kelly Criterion | 2.65% | 9.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11381071:BTCUSD | 11381071:btcusd:triple_med_gx:lsma30_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.20 | 0.45 | - |
| 2025 | 30.14 | -2.84 | -0.09 | - |
| Metric | 11381071:btcusd:triple_med_gx:lsma30_65 | 11381071:BTCUSD |
|---|---|---|
| MTD | 0.46% | 13.36% |
| 3M | -4.05% | 45.08% |
| 6M | -4.6% | 28.47% |
| YTD | -2.84% | 30.14% |
| 1Y | 15.52% | 105.13% |
| 3Y (ann.) | 12.32% | 68.87% |
| 5Y (ann.) | 12.32% | 68.87% |
| Metric | 11381071:btcusd:triple_med_gx:lsma30_65 | 11381071:BTCUSD |
|---|---|---|
| Max Drawdown | -8.14% | -29.51% |
| Longest DD Days | 114.0 | 144.0 |
| Avg. Drawdown | -3.11% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.7 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-21 | 2025-07-14 | -8.14 | 54 |
| 2024-06-12 | 2024-07-10 | -6.70 | 27 |
| 2024-08-29 | 2024-11-06 | -6.16 | 68 |
| 2025-01-26 | 2025-05-21 | -6.04 | 114 |
| 2024-07-10 | 2024-07-26 | -5.40 | 16 |
| 2025-01-10 | 2025-01-14 | -5.21 | 3 |
| 2024-06-10 | 2024-06-12 | -4.13 | 1 |
| 2024-11-07 | 2024-11-20 | -2.68 | 13 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-13 | 2025-01-10 | -1.29 | 27 |
| Metric | 11381071:btcusd:triple_med_gx:lsma30_65 | 11381071:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 9.07% | 18.93% |
| Worst Week | -6.28% | -12.33% |
| Best Month | 16.42% | 37.42% |
| Worst Month | -4.77% | -17.69% |
| Best Year | 17.2% | 38.02% |
| Worst Year | -2.84% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 3.01% | 5.37% |
| Avg. Down Week | -2.22% | -4.04% |
| Avg. Up Month | 6.07% | 15.89% |
| Avg. Down Month | -2.97% | -8.04% |
| Win Days % | 47.9% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |