| Metric | 11395574:btcusd:triple_med_gx:lsma30_115 | 11395574:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 58.64% | 61.16% |
| Max Drawdown | -27.37% | -29.51% |
| Sharpe | 0.77 | 0.59 |
| Sortino | 1.19 | 0.85 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 1.66 | 1.07 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 16.25 | 3.75 |
| Outlier Loss Ratio | 3.78 | 3.55 |
| Volatility (ann.) | 16.17% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.07 | 2.0 |
| Skew | 0.99 | 0.21 |
| Kurtosis | 37.76 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.61% | 3.74% |
| Expected Yearly % | 25.95% | 26.95% |
| Kelly Criterion | 9.07% | 7.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11395574:BTCUSD | 11395574:btcusd:triple_med_gx:lsma30_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.03 | 0.26 | - |
| 2025 | 16.76 | 44.18 | 2.64 | + |
| Metric | 11395574:btcusd:triple_med_gx:lsma30_115 | 11395574:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 30.36% | 31.46% |
| 6M | 47.85% | 12.77% |
| YTD | 44.18% | 16.76% |
| 1Y | 58.96% | 56.84% |
| 3Y (ann.) | 56.7% | 59.12% |
| 5Y (ann.) | 56.7% | 59.12% |
| Metric | 11395574:btcusd:triple_med_gx:lsma30_115 | 11395574:BTCUSD |
|---|---|---|
| Max Drawdown | -27.37% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -2.84% | -4.82% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 2.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -27.37 | 148 |
| 2025-03-03 | 2025-04-11 | -12.28 | 39 |
| 2024-12-26 | 2025-01-28 | -6.93 | 33 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-02-06 | 2025-03-02 | -3.19 | 24 |
| 2024-11-29 | 2024-12-04 | -3.12 | 5 |
| 2025-02-05 | 2025-02-06 | -1.74 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| Metric | 11395574:btcusd:triple_med_gx:lsma30_115 | 11395574:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.64% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.75% | 37.42% |
| Worst Month | -11.88% | -17.69% |
| Best Year | 44.18% | 38.02% |
| Worst Year | 10.03% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.67% | 4.02% |
| Avg. Down Week | -2.22% | -4.28% |
| Avg. Up Month | 7.38% | 12.23% |
| Avg. Down Month | -5.86% | -11.25% |
| Win Days % | 51.64% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 62.86% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |