| Metric | 11403845:btcusd:triple_med_gx:lsma30_140 | 11403845:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 23.53% | 61.16% |
| Max Drawdown | -23.75% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.63 | 0.85 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 19.05 | 3.75 |
| Outlier Loss Ratio | 3.7 | 3.52 |
| Volatility (ann.) | 15.48% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.96 | 2.0 |
| Skew | 1.39 | 0.21 |
| Kurtosis | 43.17 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.64% | 3.74% |
| Expected Yearly % | 11.14% | 26.95% |
| Kelly Criterion | 3.37% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11403845:BTCUSD | 11403845:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.35 | 0.09 | - |
| 2025 | 16.76 | 19.53 | 1.17 | + |
| Metric | 11403845:btcusd:triple_med_gx:lsma30_140 | 11403845:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 14.79% | 31.46% |
| 6M | 17.58% | 12.77% |
| YTD | 19.53% | 16.76% |
| 1Y | 21.68% | 56.84% |
| 3Y (ann.) | 22.84% | 59.12% |
| 5Y (ann.) | 22.84% | 59.12% |
| Metric | 11403845:btcusd:triple_med_gx:lsma30_140 | 11403845:BTCUSD |
|---|---|---|
| Max Drawdown | -23.75% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -5.08% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.99 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -23.75 | 182 |
| 2025-03-03 | 2025-04-11 | -11.33 | 39 |
| 2024-12-12 | 2025-03-02 | -8.56 | 79 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2025-05-22 | 2025-06-09 | -4.67 | 18 |
| 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 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| Metric | 11403845:btcusd:triple_med_gx:lsma30_140 | 11403845:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.38% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 7.6% | 37.42% |
| Worst Month | -11.5% | -17.69% |
| Best Year | 19.53% | 38.02% |
| Worst Year | 3.35% | 16.76% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 3.49% | 4.31% |
| Avg. Down Week | -2.91% | -4.82% |
| Avg. Up Month | 4.47% | 12.93% |
| Avg. Down Month | -5.2% | -11.25% |
| Win Days % | 48.69% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |