| Metric | 11394580:btcusd:triple_med_gx:lsma30_115 | 11394580:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 18.75% | 61.16% |
| Max Drawdown | -14.34% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.7 | 0.85 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.67 | 0.7 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 25.43 | 3.29 |
| Outlier Loss Ratio | 4.25 | 3.25 |
| Volatility (ann.) | 11.62% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.27 | 2.0 |
| Skew | 3.86 | 0.21 |
| Kurtosis | 65.33 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.33% | 3.74% |
| Expected Yearly % | 8.97% | 26.95% |
| Kelly Criterion | 3.19% | 12.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11394580:BTCUSD | 11394580:btcusd:triple_med_gx:lsma30_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.01 | 0.13 | - |
| 2025 | 16.76 | 13.09 | 0.78 | - |
| Metric | 11394580:btcusd:triple_med_gx:lsma30_115 | 11394580:BTCUSD |
|---|---|---|
| MTD | 0.36% | 4.16% |
| 3M | 8.26% | 31.46% |
| 6M | 11.74% | 12.77% |
| YTD | 13.09% | 16.76% |
| 1Y | 13.48% | 56.84% |
| 3Y (ann.) | 18.21% | 59.12% |
| 5Y (ann.) | 18.21% | 59.12% |
| Metric | 11394580:btcusd:triple_med_gx:lsma30_115 | 11394580:BTCUSD |
|---|---|---|
| Max Drawdown | -14.34% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.31 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -14.34 | 153 |
| 2024-11-30 | 2025-03-02 | -10.73 | 92 |
| 2025-05-21 | 2025-06-11 | -6.63 | 21 |
| 2025-03-13 | 2025-04-02 | -4.38 | 20 |
| 2025-04-04 | 2025-04-11 | -4.35 | 6 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-03 | 2025-03-12 | -2.00 | 9 |
| 2025-05-03 | 2025-05-08 | -1.17 | 4 |
| 2025-05-09 | 2025-05-18 | -1.11 | 9 |
| 2025-04-03 | 2025-04-04 | -0.80 | 0 |
| Metric | 11394580:btcusd:triple_med_gx:lsma30_115 | 11394580: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 | 10.31% | 37.42% |
| Worst Month | -6.6% | -17.69% |
| Best Year | 13.09% | 38.02% |
| Worst Year | 5.01% | 16.76% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.86% | 4.5% |
| Avg. Down Week | -2.58% | -4.56% |
| Avg. Up Month | 4.59% | 14.57% |
| Avg. Down Month | -5.59% | -9.42% |
| Win Days % | 46.28% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 48.65% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |