| Metric | 11395463:btcusd:triple_med_gx:lsma30_115 | 11395463:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 15.8% | 61.16% |
| Max Drawdown | -29.43% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.45 | 0.85 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 16.39 | 3.52 |
| Outlier Loss Ratio | 3.68 | 3.6 |
| Volatility (ann.) | 15.97% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.52 | 2.0 |
| Skew | 1.13 | 0.21 |
| Kurtosis | 38.26 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.13% | 3.74% |
| Expected Yearly % | 7.61% | 26.95% |
| Kelly Criterion | 2.55% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11395463:BTCUSD | 11395463:btcusd:triple_med_gx:lsma30_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.60 | -0.12 | - |
| 2025 | 16.76 | 21.38 | 1.28 | + |
| Metric | 11395463:btcusd:triple_med_gx:lsma30_115 | 11395463:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 12.9% | 31.46% |
| 6M | 24.35% | 12.77% |
| YTD | 21.38% | 16.76% |
| 1Y | 15.45% | 56.84% |
| 3Y (ann.) | 15.34% | 59.12% |
| 5Y (ann.) | 15.34% | 59.12% |
| Metric | 11395463:btcusd:triple_med_gx:lsma30_115 | 11395463:BTCUSD |
|---|---|---|
| Max Drawdown | -29.43% | -29.51% |
| Longest DD Days | 203.0 | 144.0 |
| Avg. Drawdown | -6.91% | -4.82% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | 0.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-25 | -29.43 | 203 |
| 2025-03-03 | 2025-05-08 | -11.55 | 66 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-19 | 2025-06-09 | -5.95 | 21 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2025-05-15 | 2025-05-15 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395463:btcusd:triple_med_gx:lsma30_115 | 11395463:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.36% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 9.07% | 37.42% |
| Worst Month | -11.37% | -17.69% |
| Best Year | 21.38% | 38.02% |
| Worst Year | -4.6% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 3.05% | 3.94% |
| Avg. Down Week | -3.29% | -4.5% |
| Avg. Up Month | 4.09% | 12.93% |
| Avg. Down Month | -7.16% | -11.25% |
| Win Days % | 49.7% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 61.11% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |