| Metric | 11402257:btcusd:triple_med_gx:lsma30_135 | 11402257:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 60.04% | 61.16% |
| Max Drawdown | -20.42% | -29.51% |
| Sharpe | 0.87 | 0.59 |
| Sortino | 1.33 | 0.85 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 1.95 | 1.07 |
| CPC Index | 0.83 | 0.68 |
| Tail Ratio | 1.49 | 0.98 |
| Outlier Win Ratio | 18.31 | 3.46 |
| Outlier Loss Ratio | 3.96 | 3.47 |
| Volatility (ann.) | 14.36% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.84 | 2.0 |
| Skew | 0.57 | 0.21 |
| Kurtosis | 44.04 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.68% | 3.74% |
| Expected Yearly % | 26.51% | 26.95% |
| Kelly Criterion | 10.96% | 11.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.13% |
| Expected Shortfall (cVaR) | -1.2% | -2.13% |
| Year | 11402257:BTCUSD | 11402257:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.63 | 0.54 | - |
| 2025 | 16.76 | 32.67 | 1.95 | + |
| Metric | 11402257:btcusd:triple_med_gx:lsma30_135 | 11402257:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 23.1% | 31.46% |
| 6M | 39.41% | 12.77% |
| YTD | 32.67% | 16.76% |
| 1Y | 59.88% | 56.84% |
| 3Y (ann.) | 58.04% | 59.12% |
| 5Y (ann.) | 58.04% | 59.12% |
| Metric | 11402257:btcusd:triple_med_gx:lsma30_135 | 11402257:BTCUSD |
|---|---|---|
| Max Drawdown | -20.42% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -2.52% | -4.82% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 2.94 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -20.42 | 125 |
| 2024-12-26 | 2025-03-04 | -6.93 | 68 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -3.00 | 3 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| Metric | 11402257:btcusd:triple_med_gx:lsma30_135 | 11402257:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.64% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.64% | 37.42% |
| Worst Month | -11.43% | -17.69% |
| Best Year | 32.67% | 38.02% |
| Worst Year | 20.63% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.65% | 4.12% |
| Avg. Down Week | -2.92% | -4.47% |
| Avg. Up Month | 5.42% | 12.23% |
| Avg. Down Month | -11.43% | -7.35% |
| Win Days % | 50.69% | 51.86% |
| Win Month % | 92.31% | 61.54% |
| Win Week % | 64.52% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |