| Metric | 11397903:btcusd:triple_med_gx:lsma30_125 | 11397903:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 13.98% | 61.16% |
| Max Drawdown | -14.66% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.49 | 0.85 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.7 | 1.07 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | 1.53 | 0.98 |
| Outlier Win Ratio | 23.46 | 3.24 |
| Outlier Loss Ratio | 4.01 | 3.25 |
| Volatility (ann.) | 12.42% | 25.19% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.93 | 2.0 |
| Skew | 2.32 | 0.21 |
| Kurtosis | 57.67 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.01% | 3.74% |
| Expected Yearly % | 6.76% | 26.95% |
| Kelly Criterion | 0.55% | 10.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.13% |
| Expected Shortfall (cVaR) | -1.06% | -2.13% |
| Year | 11397903:BTCUSD | 11397903:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.75 | 0.26 | - |
| 2025 | 16.76 | 3.86 | 0.23 | - |
| Metric | 11397903:btcusd:triple_med_gx:lsma30_125 | 11397903:BTCUSD |
|---|---|---|
| MTD | 1.12% | 4.16% |
| 3M | 10.64% | 31.46% |
| 6M | 4.4% | 12.77% |
| YTD | 3.86% | 16.76% |
| 1Y | 8.89% | 56.84% |
| 3Y (ann.) | 13.58% | 59.12% |
| 5Y (ann.) | 13.58% | 59.12% |
| Metric | 11397903:btcusd:triple_med_gx:lsma30_125 | 11397903:BTCUSD |
|---|---|---|
| Max Drawdown | -14.66% | -29.51% |
| Longest DD Days | 203.0 | 144.0 |
| Avg. Drawdown | -4.68% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.95 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-05-29 | -14.66 | 203 |
| 2024-06-05 | 2024-09-02 | -14.51 | 89 |
| 2024-09-03 | 2024-11-06 | -8.28 | 63 |
| 2025-05-29 | 2025-06-11 | -7.00 | 13 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11397903:btcusd:triple_med_gx:lsma30_125 | 11397903:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 7.42% | 18.93% |
| Worst Week | -7.22% | -12.33% |
| Best Month | 7.53% | 37.42% |
| Worst Month | -6.67% | -17.69% |
| Best Year | 9.75% | 38.02% |
| Worst Year | 3.86% | 16.76% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.83% | 6.12% |
| Avg. Down Week | -3.25% | -4.6% |
| Avg. Up Month | 4.09% | 12.93% |
| Avg. Down Month | -4.35% | -7.59% |
| Win Days % | 45.55% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 52.78% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |