| Metric | 11398899:btcusd:triple_med_gx:lsma30_125 | 11398899:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 33.71% | 61.16% |
| Max Drawdown | -22.07% | -29.51% |
| Sharpe | 0.56 | 0.59 |
| Sortino | 0.8 | 0.85 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 17.26 | 3.45 |
| Outlier Loss Ratio | 3.87 | 3.49 |
| Volatility (ann.) | 14.55% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.48 | 2.0 |
| Skew | -0.39 | 0.21 |
| Kurtosis | 36.1 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.26% | 3.74% |
| Expected Yearly % | 15.63% | 26.95% |
| Kelly Criterion | 6.24% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11398899:BTCUSD | 11398899:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.38 | 0.04 | - |
| 2025 | 16.76 | 31.89 | 1.90 | + |
| Metric | 11398899:btcusd:triple_med_gx:lsma30_125 | 11398899:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 28.67% | 31.46% |
| 6M | 38.43% | 12.77% |
| YTD | 31.89% | 16.76% |
| 1Y | 33.69% | 56.84% |
| 3Y (ann.) | 32.68% | 59.12% |
| 5Y (ann.) | 32.68% | 59.12% |
| Metric | 11398899:btcusd:triple_med_gx:lsma30_125 | 11398899:BTCUSD |
|---|---|---|
| Max Drawdown | -22.07% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -3.54% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.53 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2024-12-05 | -22.07 | 185 |
| 2024-12-26 | 2025-04-09 | -9.39 | 104 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-18 | -1.53 | 9 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| Metric | 11398899:btcusd:triple_med_gx:lsma30_125 | 11398899:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.69% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 11.9% | 37.42% |
| Worst Month | -8.27% | -17.69% |
| Best Year | 31.89% | 38.02% |
| Worst Year | 1.38% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.81% | -0.88% |
| Avg. Up Week | 3.26% | 4.66% |
| Avg. Down Week | -2.6% | -4.52% |
| Avg. Up Month | 5.18% | 12.93% |
| Avg. Down Month | -3.86% | -11.25% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |