| Metric | 11402090:btcusd:triple_med_gx:lsma30_135 | 11402090:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 30.99% | 61.16% |
| Max Drawdown | -23.4% | -29.51% |
| Sharpe | 0.5 | 0.59 |
| Sortino | 0.78 | 0.85 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 17.7 | 3.49 |
| Outlier Loss Ratio | 3.74 | 3.52 |
| Volatility (ann.) | 15.39% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.28 | 2.0 |
| Skew | 1.41 | 0.21 |
| Kurtosis | 44.08 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.1% | 3.74% |
| Expected Yearly % | 14.45% | 26.95% |
| Kelly Criterion | 4.93% | 7.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11402090:BTCUSD | 11402090:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.49 | 0.22 | - |
| 2025 | 16.76 | 20.73 | 1.24 | + |
| Metric | 11402090:btcusd:triple_med_gx:lsma30_135 | 11402090:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 12.19% | 31.46% |
| 6M | 22.09% | 12.77% |
| YTD | 20.73% | 16.76% |
| 1Y | 29.64% | 56.84% |
| 3Y (ann.) | 30.05% | 59.12% |
| 5Y (ann.) | 30.05% | 59.12% |
| Metric | 11402090:btcusd:triple_med_gx:lsma30_135 | 11402090:BTCUSD |
|---|---|---|
| Max Drawdown | -23.4% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -4.72% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -23.40 | 154 |
| 2025-03-03 | 2025-04-11 | -11.33 | 39 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-22 | 2025-06-11 | -6.83 | 20 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2024-11-07 | 2024-12-04 | -4.18 | 27 |
| 2024-12-12 | 2024-12-24 | -3.96 | 11 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-11 | 2025-05-18 | -1.78 | 37 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11402090:btcusd:triple_med_gx:lsma30_135 | 11402090:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.07% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 7.96% | 37.42% |
| Worst Month | -11.92% | -17.69% |
| Best Year | 20.73% | 38.02% |
| Worst Year | 8.49% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 3.52% | 4.31% |
| Avg. Down Week | -3.45% | -4.33% |
| Avg. Up Month | 4.36% | 12.93% |
| Avg. Down Month | -6.23% | -12.52% |
| Win Days % | 49.78% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |