| Metric | 11392936:btcusd:triple_med_gx:lsma30_110 | 11392936:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 21.71% | 61.16% |
| Max Drawdown | -12.89% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.8 | 0.85 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.69 | 0.7 |
| Tail Ratio | 1.39 | 0.98 |
| Outlier Win Ratio | 25.32 | 3.24 |
| Outlier Loss Ratio | 4.38 | 3.17 |
| Volatility (ann.) | 11.49% | 25.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.64 | 2.0 |
| Skew | 4.14 | 0.21 |
| Kurtosis | 67.95 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.52% | 3.74% |
| Expected Yearly % | 10.32% | 26.95% |
| Kelly Criterion | 2.8% | 12.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.13% |
| Expected Shortfall (cVaR) | -0.97% | -2.13% |
| Year | 11392936:BTCUSD | 11392936:btcusd:triple_med_gx:lsma30_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.64 | 0.10 | - |
| 2025 | 16.76 | 17.43 | 1.04 | + |
| Metric | 11392936:btcusd:triple_med_gx:lsma30_110 | 11392936:BTCUSD |
|---|---|---|
| MTD | -4.02% | 4.16% |
| 3M | 7.62% | 31.46% |
| 6M | 13.23% | 12.77% |
| YTD | 17.43% | 16.76% |
| 1Y | 15.11% | 56.84% |
| 3Y (ann.) | 21.07% | 59.12% |
| 5Y (ann.) | 21.07% | 59.12% |
| Metric | 11392936:btcusd:triple_med_gx:lsma30_110 | 11392936:BTCUSD |
|---|---|---|
| Max Drawdown | -12.89% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -2.42% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.68 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2024-11-06 | -12.89 | 145 |
| 2024-11-30 | 2025-03-02 | -10.45 | 92 |
| 2025-05-27 | 2025-06-11 | -6.69 | 14 |
| 2025-04-09 | 2025-05-08 | -4.21 | 28 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-03 | 2025-04-01 | -2.75 | 29 |
| 2025-04-02 | 2025-04-02 | -1.25 | 0 |
| 2025-05-16 | 2025-05-18 | -0.86 | 1 |
| 2024-11-06 | 2024-11-28 | -0.73 | 22 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11392936:btcusd:triple_med_gx:lsma30_110 | 11392936:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.68% | 18.93% |
| Worst Week | -7.27% | -12.33% |
| Best Month | 9.54% | 37.42% |
| Worst Month | -8.15% | -17.69% |
| Best Year | 17.43% | 38.02% |
| Worst Year | 3.64% | 16.76% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 5.12% | 5.8% |
| Avg. Down Week | -2.35% | -4.27% |
| Avg. Up Month | 6.28% | 16.65% |
| Avg. Down Month | -4.91% | -9.42% |
| Win Days % | 45.33% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 36.84% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |