| Metric | 11398955:btcusd:triple_med_gx:lsma30_125 | 11398955:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 52.96% | 61.16% |
| Max Drawdown | -21.18% | -29.51% |
| Sharpe | 0.75 | 0.59 |
| Sortino | 1.1 | 0.85 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 1.78 | 1.07 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.43 | 0.98 |
| Outlier Win Ratio | 16.08 | 3.48 |
| Outlier Loss Ratio | 3.89 | 3.52 |
| Volatility (ann.) | 15.45% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.42 | 2.0 |
| Skew | 0.01 | 0.21 |
| Kurtosis | 35.11 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.32% | 3.74% |
| Expected Yearly % | 23.68% | 26.95% |
| Kelly Criterion | 8.03% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11398955:BTCUSD | 11398955:btcusd:triple_med_gx:lsma30_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.34 | 0.43 | - |
| 2025 | 16.76 | 31.47 | 1.88 | + |
| Metric | 11398955:btcusd:triple_med_gx:lsma30_125 | 11398955:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 34.06% | 31.46% |
| 6M | 38.05% | 12.77% |
| YTD | 31.47% | 16.76% |
| 1Y | 49.83% | 56.84% |
| 3Y (ann.) | 51.23% | 59.12% |
| 5Y (ann.) | 51.23% | 59.12% |
| Metric | 11398955:btcusd:triple_med_gx:lsma30_125 | 11398955:BTCUSD |
|---|---|---|
| Max Drawdown | -21.18% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -3.13% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 2.5 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -21.18 | 126 |
| 2024-12-21 | 2025-04-09 | -17.62 | 109 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-05-30 | 2025-06-08 | -4.26 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| 2025-05-09 | 2025-05-18 | -1.26 | 9 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-06-10 | 2025-06-11 | -0.86 | 1 |
| Metric | 11398955:btcusd:triple_med_gx:lsma30_125 | 11398955:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.55% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.03% | 37.42% |
| Worst Month | -7.07% | -17.69% |
| Best Year | 31.47% | 38.02% |
| Worst Year | 16.34% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 3.53% | 4.12% |
| Avg. Down Week | -2.68% | -4.55% |
| Avg. Up Month | 7.0% | 12.59% |
| Avg. Down Month | -4.19% | -11.25% |
| Win Days % | 50.8% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |