| Metric | 11401255:btcusd:triple_med_gx:lsma30_135 | 11401255:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 24.09% | 75.42% |
| Max Drawdown | -12.15% | -29.51% |
| Sharpe | 0.48 | 0.63 |
| Sortino | 0.8 | 0.92 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.18 | 1.11 |
| Common Sense Ratio | 1.88 | 1.06 |
| CPC Index | 0.68 | 0.69 |
| Tail Ratio | 1.59 | 0.96 |
| Outlier Win Ratio | 24.38 | 3.18 |
| Outlier Loss Ratio | 4.13 | 3.29 |
| Volatility (ann.) | 11.36% | 24.55% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.74 | 2.19 |
| Skew | 3.8 | 0.2 |
| Kurtosis | 65.77 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.55% | 4.1% |
| Expected Yearly % | 11.39% | 32.45% |
| Kelly Criterion | 3.37% | 12.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.07% |
| Expected Shortfall (cVaR) | -0.96% | -2.07% |
| Year | 11401255:BTCUSD | 11401255:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.80 | 0.18 | - |
| 2025 | 27.10 | 16.19 | 0.60 | - |
| Metric | 11401255:btcusd:triple_med_gx:lsma30_135 | 11401255:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.42% | 41.88% |
| 6M | 12.44% | 22.91% |
| YTD | 16.19% | 27.1% |
| 1Y | 27.79% | 82.29% |
| 3Y (ann.) | 21.12% | 64.73% |
| 5Y (ann.) | 21.12% | 64.73% |
| Metric | 11401255:btcusd:triple_med_gx:lsma30_135 | 11401255:BTCUSD |
|---|---|---|
| Max Drawdown | -12.15% | -29.51% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.71% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.98 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-08-08 | -12.15 | 57 |
| 2024-11-30 | 2025-04-02 | -11.42 | 123 |
| 2024-08-09 | 2024-11-06 | -10.64 | 89 |
| 2025-05-28 | 2025-07-17 | -5.53 | 50 |
| 2025-04-10 | 2025-04-11 | -3.31 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-18 | -1.11 | 9 |
| 2025-04-11 | 2025-05-08 | -0.99 | 26 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11401255:btcusd:triple_med_gx:lsma30_135 | 11401255:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -6.18% | -12.33% |
| Best Month | 10.69% | 37.42% |
| Worst Month | -5.68% | -17.69% |
| Best Year | 16.19% | 38.02% |
| Worst Year | 6.8% | 27.1% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.51% | 4.76% |
| Avg. Down Week | -2.65% | -3.9% |
| Avg. Up Month | 4.66% | 14.39% |
| Avg. Down Month | -4.76% | -9.42% |
| Win Days % | 46.75% | 51.89% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 51.28% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |