| Metric | 11398844:btcusd:triple_med_gx:lsma30_125 | 11398844:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 29.05% | 61.16% |
| Max Drawdown | -25.64% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.71 | 0.85 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 17.37 | 3.46 |
| Outlier Loss Ratio | 3.84 | 3.57 |
| Volatility (ann.) | 15.12% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.1 | 2.0 |
| Skew | 0.1 | 0.21 |
| Kurtosis | 37.45 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.98% | 3.74% |
| Expected Yearly % | 13.6% | 26.95% |
| Kelly Criterion | 5.34% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.13% |
| Expected Shortfall (cVaR) | -1.28% | -2.13% |
| Year | 11398844:BTCUSD | 11398844:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.54 | 0.12 | - |
| 2025 | 16.76 | 23.45 | 1.40 | + |
| Metric | 11398844:btcusd:triple_med_gx:lsma30_125 | 11398844:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 28.37% | 31.46% |
| 6M | 27.29% | 12.77% |
| YTD | 23.45% | 16.76% |
| 1Y | 28.86% | 56.84% |
| 3Y (ann.) | 28.18% | 59.12% |
| 5Y (ann.) | 28.18% | 59.12% |
| Metric | 11398844:btcusd:triple_med_gx:lsma30_125 | 11398844:BTCUSD |
|---|---|---|
| Max Drawdown | -25.64% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -3.15% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.13 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-05 | -25.64 | 177 |
| 2024-12-26 | 2025-05-08 | -14.56 | 133 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2024-12-13 | 2024-12-24 | -1.14 | 10 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11398844:btcusd:triple_med_gx:lsma30_125 | 11398844:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.78% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 14.56% | 37.42% |
| Worst Month | -11.38% | -17.69% |
| Best Year | 23.45% | 38.02% |
| Worst Year | 4.54% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 3.5% | 4.12% |
| Avg. Down Week | -2.77% | -4.0% |
| Avg. Up Month | 7.26% | 14.57% |
| Avg. Down Month | -6.52% | -9.04% |
| Win Days % | 50.21% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |