| Metric | 11395519:btcusd:triple_med_gx:lsma30_115 | 11395519:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 41.3% | 61.16% |
| Max Drawdown | -29.69% | -29.51% |
| Sharpe | 0.6 | 0.59 |
| Sortino | 0.93 | 0.85 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 16.67 | 3.75 |
| Outlier Loss Ratio | 3.78 | 3.57 |
| Volatility (ann.) | 15.99% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.35 | 2.0 |
| Skew | 1.22 | 0.21 |
| Kurtosis | 37.83 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.7% | 3.74% |
| Expected Yearly % | 18.87% | 26.95% |
| Kelly Criterion | 6.42% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11395519:BTCUSD | 11395519:btcusd:triple_med_gx:lsma30_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.69 | 0.07 | - |
| 2025 | 16.76 | 37.60 | 2.24 | + |
| Metric | 11395519:btcusd:triple_med_gx:lsma30_115 | 11395519:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 19.75% | 31.46% |
| 6M | 40.8% | 12.77% |
| YTD | 37.6% | 16.76% |
| 1Y | 41.93% | 56.84% |
| 3Y (ann.) | 40.0% | 59.12% |
| 5Y (ann.) | 40.0% | 59.12% |
| Metric | 11395519:btcusd:triple_med_gx:lsma30_115 | 11395519:BTCUSD |
|---|---|---|
| Max Drawdown | -29.69% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -4.2% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -29.69 | 182 |
| 2025-03-03 | 2025-03-14 | -11.01 | 11 |
| 2025-03-14 | 2025-04-11 | -8.75 | 27 |
| 2024-12-26 | 2025-01-27 | -6.93 | 32 |
| 2024-12-05 | 2024-12-11 | -6.22 | 6 |
| 2025-05-19 | 2025-06-09 | -4.65 | 21 |
| 2025-02-06 | 2025-03-02 | -3.24 | 24 |
| 2024-12-13 | 2024-12-24 | -2.92 | 10 |
| 2025-01-28 | 2025-02-06 | -2.24 | 9 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| Metric | 11395519:btcusd:triple_med_gx:lsma30_115 | 11395519:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.88% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 10.98% | 37.42% |
| Worst Month | -11.01% | -17.69% |
| Best Year | 37.6% | 38.02% |
| Worst Year | 2.69% | 16.76% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 3.46% | 4.23% |
| Avg. Down Week | -2.49% | -4.42% |
| Avg. Up Month | 5.29% | 12.23% |
| Avg. Down Month | -6.71% | -11.25% |
| Win Days % | 50.29% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |