| Metric | 11388399:btcusd:triple_med_gx:lsma30_95 | 11388399:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 14.66% | 61.52% |
| Max Drawdown | -14.64% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.56 | 0.86 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.62 | 0.68 |
| Tail Ratio | 1.38 | 0.97 |
| Outlier Win Ratio | 26.42 | 3.28 |
| Outlier Loss Ratio | 4.31 | 3.26 |
| Volatility (ann.) | 11.73% | 25.2% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.97 | 2.02 |
| Skew | 3.61 | 0.21 |
| Kurtosis | 65.15 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.06% | 3.76% |
| Expected Yearly % | 7.08% | 27.09% |
| Kelly Criterion | 0.51% | 11.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.13% |
| Expected Shortfall (cVaR) | -1.0% | -2.13% |
| Year | 11388399:BTCUSD | 11388399:btcusd:triple_med_gx:lsma30_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.54 | 0.25 | - |
| 2025 | 17.02 | 4.68 | 0.27 | - |
| Metric | 11388399:btcusd:triple_med_gx:lsma30_95 | 11388399:BTCUSD |
|---|---|---|
| MTD | -3.38% | 4.4% |
| 3M | -1.89% | 31.76% |
| 6M | 2.58% | 12.25% |
| YTD | 4.68% | 17.02% |
| 1Y | 9.43% | 57.19% |
| 3Y (ann.) | 14.25% | 59.47% |
| 5Y (ann.) | 14.25% | 59.47% |
| Metric | 11388399:btcusd:triple_med_gx:lsma30_95 | 11388399:BTCUSD |
|---|---|---|
| Max Drawdown | -14.64% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -3.17% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2024-11-06 | -14.64 | 145 |
| 2024-12-26 | 2025-03-02 | -9.99 | 66 |
| 2025-04-02 | 2025-05-20 | -8.80 | 48 |
| 2025-05-21 | 2025-06-11 | -7.56 | 21 |
| 2024-11-30 | 2024-12-25 | -5.96 | 25 |
| 2025-03-02 | 2025-03-12 | -1.60 | 10 |
| 2025-04-02 | 2025-04-02 | -1.25 | 0 |
| 2025-03-13 | 2025-04-01 | -0.98 | 19 |
| 2024-11-06 | 2024-11-20 | -0.97 | 14 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11388399:btcusd:triple_med_gx:lsma30_95 | 11388399:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.8% | 18.93% |
| Worst Week | -7.27% | -12.33% |
| Best Month | 15.5% | 37.42% |
| Worst Month | -5.31% | -17.69% |
| Best Year | 9.54% | 38.02% |
| Worst Year | 4.68% | 17.02% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 3.74% | 5.5% |
| Avg. Down Week | -2.53% | -4.27% |
| Avg. Up Month | 6.75% | 17.28% |
| Avg. Down Month | -3.86% | -9.42% |
| Win Days % | 45.63% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 43.59% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |