| Metric | 11397028:btcusd:triple_med_gx:lsma30_120 | 11397028:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 14.67% | 61.16% |
| Max Drawdown | -30.46% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.43 | 0.85 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 16.71 | 3.52 |
| Outlier Loss Ratio | 3.59 | 3.57 |
| Volatility (ann.) | 15.93% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.47 | 2.0 |
| Skew | 1.18 | 0.21 |
| Kurtosis | 38.58 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.06% | 3.74% |
| Expected Yearly % | 7.08% | 26.95% |
| Kelly Criterion | 2.3% | 6.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11397028:BTCUSD | 11397028:btcusd:triple_med_gx:lsma30_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.22 | -0.01 | - |
| 2025 | 16.76 | 14.92 | 0.89 | - |
| Metric | 11397028:btcusd:triple_med_gx:lsma30_120 | 11397028:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 12.0% | 31.46% |
| 6M | 16.79% | 12.77% |
| YTD | 14.92% | 16.76% |
| 1Y | 12.94% | 56.84% |
| 3Y (ann.) | 14.25% | 59.12% |
| 5Y (ann.) | 14.25% | 59.12% |
| Metric | 11397028:btcusd:triple_med_gx:lsma30_120 | 11397028:BTCUSD |
|---|---|---|
| Max Drawdown | -30.46% | -29.51% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -5.94% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-24 | -30.46 | 201 |
| 2025-03-03 | 2025-05-08 | -13.72 | 66 |
| 2024-12-26 | 2025-03-02 | -8.14 | 66 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-18 | -1.57 | 9 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-05-28 | 2025-05-29 | -0.26 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11397028:btcusd:triple_med_gx:lsma30_120 | 11397028:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.07% | 18.93% |
| Worst Week | -8.68% | -12.33% |
| Best Month | 10.68% | 37.42% |
| Worst Month | -11.49% | -17.69% |
| Best Year | 14.92% | 38.02% |
| Worst Year | -0.22% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 3.46% | 4.45% |
| Avg. Down Week | -3.33% | -4.17% |
| Avg. Up Month | 4.97% | 12.73% |
| Avg. Down Month | -6.94% | -11.25% |
| Win Days % | 49.6% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |