| Metric | 11393825:btcusd:triple_med_gx:lsma30_110 | 11393825:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 17.04% | 61.16% |
| Max Drawdown | -29.15% | -29.51% |
| Sharpe | 0.31 | 0.59 |
| Sortino | 0.48 | 0.85 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 16.75 | 3.84 |
| Outlier Loss Ratio | 3.7 | 3.57 |
| Volatility (ann.) | 16.46% | 25.19% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.57 | 2.0 |
| Skew | 1.23 | 0.21 |
| Kurtosis | 34.52 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.22% | 3.74% |
| Expected Yearly % | 8.19% | 26.95% |
| Kelly Criterion | 2.56% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.13% |
| Expected Shortfall (cVaR) | -1.4% | -2.13% |
| Year | 11393825:BTCUSD | 11393825:btcusd:triple_med_gx:lsma30_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.42 | -0.04 | - |
| 2025 | 16.76 | 18.73 | 1.12 | + |
| Metric | 11393825:btcusd:triple_med_gx:lsma30_110 | 11393825:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 1.31% | 31.46% |
| 6M | 17.6% | 12.77% |
| YTD | 18.73% | 16.76% |
| 1Y | 15.84% | 56.84% |
| 3Y (ann.) | 16.55% | 59.12% |
| 5Y (ann.) | 16.55% | 59.12% |
| Metric | 11393825:btcusd:triple_med_gx:lsma30_110 | 11393825:BTCUSD |
|---|---|---|
| Max Drawdown | -29.15% | -29.51% |
| Longest DD Days | 189.0 | 144.0 |
| Avg. Drawdown | -5.75% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-11 | -29.15 | 189 |
| 2025-03-03 | 2025-06-11 | -12.94 | 100 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2024-12-12 | 2024-12-25 | -5.93 | 13 |
| 2025-02-04 | 2025-02-28 | -5.26 | 24 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2025-03-02 | 2025-03-02 | -0.14 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393825:btcusd:triple_med_gx:lsma30_110 | 11393825:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.94% | 18.93% |
| Worst Week | -6.99% | -12.33% |
| Best Month | 9.33% | 37.42% |
| Worst Month | -11.61% | -17.69% |
| Best Year | 18.73% | 38.02% |
| Worst Year | -1.42% | 16.76% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.87% | -0.93% |
| Avg. Up Week | 3.03% | 4.5% |
| Avg. Down Week | -3.09% | -4.34% |
| Avg. Up Month | 3.98% | 13.23% |
| Avg. Down Month | -9.28% | -8.04% |
| Win Days % | 47.89% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |