| Metric | 11391382:btcusd:triple_med_gx:lsma30_105 | 11391382:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 21.12% | 61.52% |
| Max Drawdown | -14.86% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.74 | 0.86 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.87 | 1.07 |
| CPC Index | 0.67 | 0.68 |
| Tail Ratio | 1.59 | 0.97 |
| Outlier Win Ratio | 25.73 | 3.24 |
| Outlier Loss Ratio | 4.38 | 3.26 |
| Volatility (ann.) | 11.73% | 25.2% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.38 | 2.02 |
| Skew | 3.45 | 0.21 |
| Kurtosis | 65.58 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.48% | 3.76% |
| Expected Yearly % | 10.06% | 27.09% |
| Kelly Criterion | 2.25% | 11.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.13% |
| Expected Shortfall (cVaR) | -1.0% | -2.13% |
| Year | 11391382:BTCUSD | 11391382:btcusd:triple_med_gx:lsma30_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.28 | 0.17 | - |
| 2025 | 17.02 | 13.96 | 0.82 | - |
| Metric | 11391382:btcusd:triple_med_gx:lsma30_105 | 11391382:BTCUSD |
|---|---|---|
| MTD | -3.7% | 4.4% |
| 3M | 0.88% | 31.76% |
| 6M | 11.68% | 12.25% |
| YTD | 13.96% | 17.02% |
| 1Y | 14.56% | 57.19% |
| 3Y (ann.) | 20.5% | 59.47% |
| 5Y (ann.) | 20.5% | 59.47% |
| Metric | 11391382:btcusd:triple_med_gx:lsma30_105 | 11391382:BTCUSD |
|---|---|---|
| Max Drawdown | -14.86% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -2.9% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.42 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2024-11-06 | -14.86 | 145 |
| 2025-04-02 | 2025-05-18 | -8.06 | 45 |
| 2024-11-30 | 2025-01-13 | -8.00 | 44 |
| 2025-01-30 | 2025-03-02 | -7.77 | 31 |
| 2025-05-27 | 2025-06-11 | -6.47 | 14 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 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 | -0.73 | 14 |
| Metric | 11391382:btcusd:triple_med_gx:lsma30_105 | 11391382: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 | 11.19% | 37.42% |
| Worst Month | -5.41% | -17.69% |
| Best Year | 13.96% | 38.02% |
| Worst Year | 6.28% | 17.02% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 4.02% | 5.62% |
| Avg. Down Week | -2.43% | -4.27% |
| Avg. Up Month | 7.26% | 17.28% |
| Avg. Down Month | -3.51% | -9.42% |
| Win Days % | 45.89% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 44.74% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |