| Metric | 11384230:btcusd:triple_med_gx:lsma30_80 | 11384230:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 13.67% | 61.52% |
| Max Drawdown | -13.15% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.56 | 0.86 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.63 | 0.7 |
| Tail Ratio | 1.29 | 0.97 |
| Outlier Win Ratio | 27.99 | 3.11 |
| Outlier Loss Ratio | 4.33 | 3.1 |
| Volatility (ann.) | 11.11% | 25.2% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.01 | 2.02 |
| Skew | 4.16 | 0.21 |
| Kurtosis | 79.13 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.99% | 3.76% |
| Expected Yearly % | 6.62% | 27.09% |
| Kelly Criterion | 0.45% | 12.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.13% |
| Expected Shortfall (cVaR) | -0.95% | -2.13% |
| Year | 11384230:BTCUSD | 11384230:btcusd:triple_med_gx:lsma30_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.99 | 0.32 | - |
| 2025 | 17.02 | 1.50 | 0.09 | - |
| Metric | 11384230:btcusd:triple_med_gx:lsma30_80 | 11384230:BTCUSD |
|---|---|---|
| MTD | -3.51% | 4.4% |
| 3M | -0.49% | 31.76% |
| 6M | -0.86% | 12.25% |
| YTD | 1.5% | 17.02% |
| 1Y | 11.73% | 57.19% |
| 3Y (ann.) | 13.28% | 59.47% |
| 5Y (ann.) | 13.28% | 59.47% |
| Metric | 11384230:btcusd:triple_med_gx:lsma30_80 | 11384230:BTCUSD |
|---|---|---|
| Max Drawdown | -13.15% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -3.94% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-04-02 | -13.15 | 97 |
| 2024-06-03 | 2024-11-05 | -12.14 | 154 |
| 2025-05-21 | 2025-06-11 | -7.23 | 21 |
| 2024-11-30 | 2024-12-25 | -5.99 | 25 |
| 2025-04-02 | 2025-05-18 | -5.39 | 46 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-22 | 2024-11-29 | -1.09 | 6 |
| 2024-11-06 | 2024-11-20 | -0.97 | 14 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11384230:btcusd:triple_med_gx:lsma30_80 | 11384230:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.8% | 18.93% |
| Worst Week | -7.27% | -12.33% |
| Best Month | 15.7% | 37.42% |
| Worst Month | -5.21% | -17.69% |
| Best Year | 11.99% | 38.02% |
| Worst Year | 1.5% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 4.36% | 5.97% |
| Avg. Down Week | -2.43% | -4.15% |
| Avg. Up Month | 6.74% | 18.38% |
| Avg. Down Month | -3.17% | -9.42% |
| Win Days % | 44.71% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |