| Metric | 11380938:btcusd:triple_med_gx:lsma30_65 | 11380938:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 19.28% | 79.62% |
| Max Drawdown | -25.9% | -29.51% |
| Sharpe | 0.33 | 0.65 |
| Sortino | 0.48 | 0.96 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 17.81 | 3.68 |
| Outlier Loss Ratio | 3.69 | 3.64 |
| Volatility (ann.) | 15.4% | 24.6% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.66 | 2.33 |
| Skew | 0.49 | 0.2 |
| Kurtosis | 37.48 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.27% | 4.27% |
| Expected Yearly % | 9.21% | 34.02% |
| Kelly Criterion | 2.09% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.07% |
| Expected Shortfall (cVaR) | -1.31% | -2.07% |
| Year | 11380938:BTCUSD | 11380938:btcusd:triple_med_gx:lsma30_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.28 | -0.06 | - |
| 2025 | 30.14 | 22.06 | 0.73 | - |
| Metric | 11380938:btcusd:triple_med_gx:lsma30_65 | 11380938:BTCUSD |
|---|---|---|
| MTD | 3.84% | 13.36% |
| 3M | 13.71% | 45.08% |
| 6M | 22.06% | 28.47% |
| YTD | 22.06% | 30.14% |
| 1Y | 20.26% | 105.13% |
| 3Y (ann.) | 17.08% | 68.87% |
| 5Y (ann.) | 17.08% | 68.87% |
| Metric | 11380938:btcusd:triple_med_gx:lsma30_65 | 11380938:BTCUSD |
|---|---|---|
| Max Drawdown | -25.9% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -4.88% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-27 | -25.90 | 121 |
| 2024-11-29 | 2025-04-22 | -21.87 | 144 |
| 2025-06-16 | 2025-07-10 | -7.67 | 23 |
| 2024-06-03 | 2024-07-27 | -5.37 | 53 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-30 | 2025-06-16 | -2.40 | 17 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-11-27 | 2024-11-29 | -1.52 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-20 | 2025-05-20 | -0.84 | 0 |
| Metric | 11380938:btcusd:triple_med_gx:lsma30_65 | 11380938:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.78% | 18.93% |
| Worst Week | -9.1% | -12.33% |
| Best Month | 12.57% | 37.42% |
| Worst Month | -11.58% | -17.69% |
| Best Year | 22.06% | 38.02% |
| Worst Year | -2.28% | 30.14% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.1% | 5.0% |
| Avg. Down Week | -3.17% | -4.99% |
| Avg. Up Month | 5.98% | 16.1% |
| Avg. Down Month | -5.85% | -9.25% |
| Win Days % | 49.62% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 58.14% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |