| Metric | 11398679:btcusd:triple_med_gx:lsma30_125 | 11398679:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 29.42% | 61.16% |
| Max Drawdown | -28.17% | -29.51% |
| Sharpe | 0.48 | 0.59 |
| Sortino | 0.73 | 0.85 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 17.69 | 3.65 |
| Outlier Loss Ratio | 3.68 | 3.55 |
| Volatility (ann.) | 15.65% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.01 | 2.0 |
| Skew | 1.3 | 0.21 |
| Kurtosis | 41.33 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.0% | 3.74% |
| Expected Yearly % | 13.76% | 26.95% |
| Kelly Criterion | 5.2% | 5.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11398679:BTCUSD | 11398679:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.96 | 0.03 | - |
| 2025 | 16.76 | 28.19 | 1.68 | + |
| Metric | 11398679:btcusd:triple_med_gx:lsma30_125 | 11398679:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 20.13% | 31.46% |
| 6M | 29.29% | 12.77% |
| YTD | 28.19% | 16.76% |
| 1Y | 30.45% | 56.84% |
| 3Y (ann.) | 28.53% | 59.12% |
| 5Y (ann.) | 28.53% | 59.12% |
| Metric | 11398679:btcusd:triple_med_gx:lsma30_125 | 11398679:BTCUSD |
|---|---|---|
| Max Drawdown | -28.17% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.74% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-11 | -28.17 | 188 |
| 2025-03-03 | 2025-04-11 | -11.33 | 39 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2024-12-12 | 2024-12-24 | -4.21 | 11 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-11 | 2025-05-08 | -1.38 | 26 |
| 2025-05-09 | 2025-05-18 | -1.22 | 9 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11398679:btcusd:triple_med_gx:lsma30_125 | 11398679:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.07% | 18.93% |
| Worst Week | -7.34% | -12.33% |
| Best Month | 9.18% | 37.42% |
| Worst Month | -13.51% | -17.69% |
| Best Year | 28.19% | 38.02% |
| Worst Year | 0.96% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 3.45% | 4.45% |
| Avg. Down Week | -2.94% | -5.15% |
| Avg. Up Month | 5.4% | 12.93% |
| Avg. Down Month | -6.27% | -11.25% |
| Win Days % | 50.52% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 55.88% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |