| Metric | 11399479:btcusd:triple_med_gx:lsma30_130 | 11399479:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 30.1% | 61.16% |
| Max Drawdown | -11.33% | -29.51% |
| Sharpe | 0.61 | 0.59 |
| Sortino | 1.06 | 0.85 |
| Payoff Ratio | 1.33 | 1.31 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.96 | 1.07 |
| CPC Index | 0.75 | 0.75 |
| Tail Ratio | 1.58 | 0.98 |
| Outlier Win Ratio | 25.82 | 3.37 |
| Outlier Loss Ratio | 4.32 | 3.11 |
| Volatility (ann.) | 11.55% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.58 | 2.0 |
| Skew | 4.17 | 0.21 |
| Kurtosis | 66.59 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.04% | 3.74% |
| Expected Yearly % | 14.06% | 26.95% |
| Kelly Criterion | 4.8% | 15.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.13% |
| Expected Shortfall (cVaR) | -0.97% | -2.13% |
| Year | 11399479:BTCUSD | 11399479:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.88 | 0.18 | - |
| 2025 | 16.76 | 21.72 | 1.30 | + |
| Metric | 11399479:btcusd:triple_med_gx:lsma30_130 | 11399479:BTCUSD |
|---|---|---|
| MTD | -1.32% | 4.16% |
| 3M | 13.18% | 31.46% |
| 6M | 17.82% | 12.77% |
| YTD | 21.72% | 16.76% |
| 1Y | 24.23% | 56.84% |
| 3Y (ann.) | 29.19% | 59.12% |
| 5Y (ann.) | 29.19% | 59.12% |
| Metric | 11399479:btcusd:triple_med_gx:lsma30_130 | 11399479:BTCUSD |
|---|---|---|
| Max Drawdown | -11.33% | -29.51% |
| Longest DD Days | 122.0 | 144.0 |
| Avg. Drawdown | -2.55% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 2.66 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-04-01 | -11.33 | 122 |
| 2024-06-05 | 2024-08-08 | -10.20 | 64 |
| 2024-08-09 | 2024-10-28 | -8.48 | 80 |
| 2025-05-27 | 2025-06-11 | -6.52 | 14 |
| 2025-04-09 | 2025-04-11 | -4.21 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-11 | 2025-05-08 | -0.99 | 26 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-16 | 2025-05-18 | -0.86 | 1 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| Metric | 11399479:btcusd:triple_med_gx:lsma30_130 | 11399479:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.23% | 18.93% |
| Worst Week | -7.27% | -12.33% |
| Best Month | 9.54% | 37.42% |
| Worst Month | -7.8% | -17.69% |
| Best Year | 21.72% | 38.02% |
| Worst Year | 6.88% | 16.76% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 4.52% | 5.99% |
| Avg. Down Week | -2.41% | -4.03% |
| Avg. Up Month | 6.68% | 16.65% |
| Avg. Down Month | -4.76% | -9.42% |
| Win Days % | 45.68% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |