| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 100.92% | 36.61% |
| Max Drawdown | -14.2% | -34.42% |
| Sharpe | 0.93 | 0.33 |
| Sortino | 1.45 | 0.48 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.94 | 0.94 |
| CPC Index | 0.81 | 0.61 |
| Tail Ratio | 1.47 | 0.89 |
| Outlier Win Ratio | 17.5 | 3.53 |
| Outlier Loss Ratio | 3.99 | 3.56 |
| Volatility (ann.) | 13.19% | 23.45% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.08 | 0.66 |
| Skew | 1.37 | 0.11 |
| Kurtosis | 36.27 | 7.09 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.74% | 1.66% |
| Expected Yearly % | 41.75% | 16.88% |
| Kelly Criterion | 10.31% | 8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.0% |
| Expected Shortfall (cVaR) | -1.1% | -2.0% |
| Year | 11402425:BTCUSD | 11402425:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 33.11 | 0.87 | - |
| 2025 | -1.03 | 50.95 | -49.68 | + |
| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -0.33% | -17.17% |
| 6M | 0.51% | -16.23% |
| YTD | 50.95% | -1.03% |
| 1Y | 57.89% | -5.06% |
| 3Y (ann.) | 57.97% | 22.68% |
| 5Y (ann.) | 57.97% | 22.68% |
| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| Max Drawdown | -14.2% | -34.42% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.46% | -5.99% |
| Avg. Drawdown Days | 9.0 | 18.0 |
| Recovery Factor | 7.11 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-16 | 2025-12-10 | -14.20 | 24 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-03-01 | -10.56 | 69 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-06-16 | 2025-09-03 | -7.89 | 78 |
| 2024-08-09 | 2024-09-11 | -6.60 | 33 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-09-12 | 2024-10-11 | -4.98 | 29 |
| 2025-04-02 | 2025-04-11 | -4.75 | 8 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -11.12% | -12.33% |
| Best Month | 16.41% | 37.42% |
| Worst Month | -8.77% | -17.69% |
| Best Year | 50.95% | 38.02% |
| Worst Year | 33.11% | -1.03% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.77% | -0.85% |
| Avg. Up Week | 4.07% | 4.62% |
| Avg. Down Week | -3.3% | -4.09% |
| Avg. Up Month | 5.0% | 11.28% |
| Avg. Down Month | -7.84% | -12.42% |
| Win Days % | 51.15% | 51.97% |
| Win Month % | 83.33% | 57.89% |
| Win Week % | 64.58% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |