| Metric | 11391493:btcusd:triple_med_gx:lsma30_105 | 11391493:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 13.65% | 61.16% |
| Max Drawdown | -14.83% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.51 | 0.85 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.63 | 0.7 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 24.69 | 3.37 |
| Outlier Loss Ratio | 4.14 | 3.25 |
| Volatility (ann.) | 12.16% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.89 | 2.0 |
| Skew | 3.09 | 0.21 |
| Kurtosis | 57.46 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.99% | 3.74% |
| Expected Yearly % | 6.61% | 26.95% |
| Kelly Criterion | 0.36% | 12.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.13% |
| Expected Shortfall (cVaR) | -1.04% | -2.13% |
| Year | 11391493:BTCUSD | 11391493:btcusd:triple_med_gx:lsma30_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.08 | 0.21 | - |
| 2025 | 16.76 | 5.15 | 0.31 | - |
| Metric | 11391493:btcusd:triple_med_gx:lsma30_105 | 11391493:BTCUSD |
|---|---|---|
| MTD | 2.0% | 4.16% |
| 3M | 6.27% | 31.46% |
| 6M | 6.18% | 12.77% |
| YTD | 5.15% | 16.76% |
| 1Y | 8.58% | 56.84% |
| 3Y (ann.) | 13.27% | 59.12% |
| 5Y (ann.) | 13.27% | 59.12% |
| Metric | 11391493:btcusd:triple_med_gx:lsma30_105 | 11391493:BTCUSD |
|---|---|---|
| Max Drawdown | -14.83% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -2.98% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.92 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -14.83 | 154 |
| 2025-01-15 | 2025-06-11 | -11.58 | 147 |
| 2024-11-30 | 2024-12-24 | -5.91 | 24 |
| 2025-01-02 | 2025-01-13 | -3.86 | 11 |
| 2024-12-26 | 2025-01-02 | -3.79 | 7 |
| 2024-11-07 | 2024-11-21 | -1.48 | 14 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| Metric | 11391493:btcusd:triple_med_gx:lsma30_105 | 11391493:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.13% | 18.93% |
| Worst Week | -7.22% | -12.33% |
| Best Month | 12.42% | 37.42% |
| Worst Month | -8.94% | -17.69% |
| Best Year | 8.08% | 38.02% |
| Worst Year | 5.15% | 16.76% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 3.79% | 6.04% |
| Avg. Down Week | -3.15% | -4.65% |
| Avg. Up Month | 5.03% | 12.73% |
| Avg. Down Month | -6.26% | -9.42% |
| Win Days % | 44.17% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |