| Metric | 11393936:btcusd:triple_med_gx:lsma30_110 | 11393936:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 31.86% | 61.16% |
| Max Drawdown | -28.94% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.76 | 0.85 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 16.62 | 3.84 |
| Outlier Loss Ratio | 3.74 | 3.57 |
| Volatility (ann.) | 16.28% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.07 | 2.0 |
| Skew | 1.2 | 0.21 |
| Kurtosis | 35.42 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.15% | 3.74% |
| Expected Yearly % | 14.83% | 26.95% |
| Kelly Criterion | 4.57% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11393936:BTCUSD | 11393936:btcusd:triple_med_gx:lsma30_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.12 | 0.13 | - |
| 2025 | 16.76 | 25.43 | 1.52 | + |
| Metric | 11393936:btcusd:triple_med_gx:lsma30_110 | 11393936:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 12.93% | 31.46% |
| 6M | 28.31% | 12.77% |
| YTD | 25.43% | 16.76% |
| 1Y | 29.43% | 56.84% |
| 3Y (ann.) | 30.89% | 59.12% |
| 5Y (ann.) | 30.89% | 59.12% |
| Metric | 11393936:btcusd:triple_med_gx:lsma30_110 | 11393936:BTCUSD |
|---|---|---|
| Max Drawdown | -28.94% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -4.47% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.1 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -28.94 | 182 |
| 2025-03-03 | 2025-03-14 | -11.01 | 11 |
| 2025-03-14 | 2025-04-12 | -9.51 | 28 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-19 | 2025-06-09 | -6.29 | 21 |
| 2024-12-05 | 2024-12-11 | -6.22 | 6 |
| 2024-12-13 | 2024-12-24 | -2.96 | 10 |
| 2025-05-04 | 2025-05-06 | -2.53 | 2 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11393936:btcusd:triple_med_gx:lsma30_110 | 11393936:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.4% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.58% | 37.42% |
| Worst Month | -8.73% | -17.69% |
| Best Year | 25.43% | 38.02% |
| Worst Year | 5.12% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 2.96% | 4.12% |
| Avg. Down Week | -2.18% | -4.71% |
| Avg. Up Month | 3.98% | 12.23% |
| Avg. Down Month | -5.99% | -11.25% |
| Win Days % | 49.43% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |