| Metric | 11384339:btcusd:triple_med_gx:lsma30_80 | 11384339:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 15.01% | 61.52% |
| Max Drawdown | -13.2% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.56 | 0.86 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 1.34 | 0.97 |
| Outlier Win Ratio | 25.97 | 3.29 |
| Outlier Loss Ratio | 4.22 | 3.19 |
| Volatility (ann.) | 11.8% | 25.2% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.1 | 2.02 |
| Skew | 3.39 | 0.21 |
| Kurtosis | 64.27 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.08% | 3.76% |
| Expected Yearly % | 7.24% | 27.09% |
| Kelly Criterion | 0.51% | 11.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.13% |
| Expected Shortfall (cVaR) | -1.01% | -2.13% |
| Year | 11384339:BTCUSD | 11384339:btcusd:triple_med_gx:lsma30_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.93 | 0.39 | - |
| 2025 | 17.02 | 0.07 | 0.00 | - |
| Metric | 11384339:btcusd:triple_med_gx:lsma30_80 | 11384339:BTCUSD |
|---|---|---|
| MTD | -2.15% | 4.4% |
| 3M | 2.24% | 31.76% |
| 6M | 1.04% | 12.25% |
| YTD | 0.07% | 17.02% |
| 1Y | 10.81% | 57.19% |
| 3Y (ann.) | 14.59% | 59.47% |
| 5Y (ann.) | 14.59% | 59.47% |
| Metric | 11384339:btcusd:triple_med_gx:lsma30_80 | 11384339:BTCUSD |
|---|---|---|
| Max Drawdown | -13.2% | -29.51% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -4.34% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 1.14 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-05-29 | -13.20 | 123 |
| 2024-08-09 | 2024-11-06 | -9.23 | 89 |
| 2024-11-23 | 2025-01-26 | -8.21 | 64 |
| 2024-06-04 | 2024-08-08 | -7.61 | 65 |
| 2025-05-29 | 2025-06-11 | -7.00 | 12 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-11-20 | 2024-11-20 | -0.18 | 0 |
| Metric | 11384339:btcusd:triple_med_gx:lsma30_80 | 11384339:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.64% | 18.93% |
| Worst Week | -6.5% | -12.33% |
| Best Month | 13.5% | 37.42% |
| Worst Month | -6.39% | -17.69% |
| Best Year | 14.93% | 38.02% |
| Worst Year | 0.07% | 17.02% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 4.36% | 5.76% |
| Avg. Down Week | -3.27% | -4.63% |
| Avg. Up Month | 6.95% | 15.63% |
| Avg. Down Month | -4.11% | -9.42% |
| Win Days % | 45.13% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |