| Metric | 11387081:btcusd:triple_med_gx:lsma35_90 | 11387081:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 10.58% | 61.52% |
| Max Drawdown | -13.22% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.44 | 0.86 |
| Payoff Ratio | 1.21 | 1.1 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 1.32 | 0.97 |
| Outlier Win Ratio | 28.45 | 3.35 |
| Outlier Loss Ratio | 3.88 | 3.02 |
| Volatility (ann.) | 10.9% | 25.2% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.78 | 2.02 |
| Skew | 3.03 | 0.21 |
| Kurtosis | 63.62 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.78% | 3.76% |
| Expected Yearly % | 5.16% | 27.09% |
| Kelly Criterion | 1.46% | 7.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.13% |
| Expected Shortfall (cVaR) | -0.93% | -2.13% |
| Year | 11387081:BTCUSD | 11387081:btcusd:triple_med_gx:lsma35_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.61 | 0.15 | - |
| 2025 | 17.02 | 4.71 | 0.28 | - |
| Metric | 11387081:btcusd:triple_med_gx:lsma35_90 | 11387081:BTCUSD |
|---|---|---|
| MTD | -0.71% | 4.4% |
| 3M | 2.93% | 31.76% |
| 6M | 3.83% | 12.25% |
| YTD | 4.71% | 17.02% |
| 1Y | 4.93% | 57.19% |
| 3Y (ann.) | 10.29% | 59.47% |
| 5Y (ann.) | 10.29% | 59.47% |
| Metric | 11387081:btcusd:triple_med_gx:lsma35_90 | 11387081:BTCUSD |
|---|---|---|
| Max Drawdown | -13.22% | -29.51% |
| Longest DD Days | 160.0 | 144.0 |
| Avg. Drawdown | -3.23% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.8 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2024-11-21 | -13.22 | 160 |
| 2025-01-15 | 2025-05-22 | -12.56 | 126 |
| 2025-05-29 | 2025-06-11 | -6.20 | 12 |
| 2024-12-26 | 2025-01-14 | -5.93 | 19 |
| 2024-11-23 | 2024-12-06 | -3.61 | 13 |
| 2024-12-06 | 2024-12-24 | -1.41 | 17 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-13 | 2024-06-14 | -0.37 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 11387081:btcusd:triple_med_gx:lsma35_90 | 11387081:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.13% | 18.93% |
| Worst Week | -7.17% | -12.33% |
| Best Month | 7.54% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 5.61% | 38.02% |
| Worst Year | 4.71% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.72% | -0.81% |
| Avg. Up Week | 3.3% | 5.4% |
| Avg. Down Week | -2.89% | -4.19% |
| Avg. Up Month | 3.21% | 15.33% |
| Avg. Down Month | -6.36% | -12.52% |
| Win Days % | 46.04% | 51.9% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 48.57% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |