| Metric | 11397851:btcusd:triple_med_gx:lsma30_125 | 11397851:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 29.52% | 61.16% |
| Max Drawdown | -12.15% | -29.51% |
| Sharpe | 0.6 | 0.59 |
| Sortino | 1.01 | 0.85 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.96 | 1.07 |
| CPC Index | 0.74 | 0.71 |
| Tail Ratio | 1.6 | 0.98 |
| Outlier Win Ratio | 24.9 | 3.34 |
| Outlier Loss Ratio | 4.25 | 3.25 |
| Volatility (ann.) | 11.69% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.36 | 2.0 |
| Skew | 3.84 | 0.21 |
| Kurtosis | 63.76 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.01% | 3.74% |
| Expected Yearly % | 13.81% | 26.95% |
| Kelly Criterion | 6.14% | 13.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11397851:BTCUSD | 11397851:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.48 | 0.30 | - |
| 2025 | 16.76 | 16.18 | 0.97 | - |
| Metric | 11397851:btcusd:triple_med_gx:lsma30_125 | 11397851:BTCUSD |
|---|---|---|
| MTD | 2.12% | 4.16% |
| 3M | 11.52% | 31.46% |
| 6M | 14.79% | 12.77% |
| YTD | 16.18% | 16.76% |
| 1Y | 22.86% | 56.84% |
| 3Y (ann.) | 28.63% | 59.12% |
| 5Y (ann.) | 28.63% | 59.12% |
| Metric | 11397851:btcusd:triple_med_gx:lsma30_125 | 11397851:BTCUSD |
|---|---|---|
| Max Drawdown | -12.15% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -2.91% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 2.43 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-08-08 | -12.15 | 57 |
| 2024-11-30 | 2025-04-04 | -11.00 | 125 |
| 2024-08-09 | 2024-11-05 | -9.23 | 88 |
| 2025-05-28 | 2025-06-11 | -5.53 | 14 |
| 2025-04-04 | 2025-04-11 | -4.14 | 6 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-11 | 2025-05-08 | -1.37 | 26 |
| 2025-05-09 | 2025-05-18 | -1.11 | 9 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| Metric | 11397851:btcusd:triple_med_gx:lsma30_125 | 11397851:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -6.18% | -12.33% |
| Best Month | 10.31% | 37.42% |
| Worst Month | -6.6% | -17.69% |
| Best Year | 16.18% | 38.02% |
| Worst Year | 11.48% | 16.76% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.99% | 4.88% |
| Avg. Down Week | -2.58% | -4.14% |
| Avg. Up Month | 4.45% | 12.93% |
| Avg. Down Month | -4.75% | -9.42% |
| Win Days % | 47.38% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 52.78% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |