| Metric | 11397192:btcusd:triple_med_gx:lsma30_120 | 11397192:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 39.45% | 61.16% |
| Max Drawdown | -27.77% | -29.51% |
| Sharpe | 0.6 | 0.59 |
| Sortino | 0.88 | 0.85 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 16.81 | 3.52 |
| Outlier Loss Ratio | 3.8 | 3.57 |
| Volatility (ann.) | 15.34% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.38 | 2.0 |
| Skew | 0.12 | 0.21 |
| Kurtosis | 35.42 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.59% | 3.74% |
| Expected Yearly % | 18.09% | 26.95% |
| Kelly Criterion | 7.18% | 7.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11397192:BTCUSD | 11397192:btcusd:triple_med_gx:lsma30_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.74 | 0.10 | - |
| 2025 | 16.76 | 34.43 | 2.05 | + |
| Metric | 11397192:btcusd:triple_med_gx:lsma30_120 | 11397192:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 36.81% | 31.46% |
| 6M | 38.28% | 12.77% |
| YTD | 34.43% | 16.76% |
| 1Y | 39.07% | 56.84% |
| 3Y (ann.) | 38.22% | 59.12% |
| 5Y (ann.) | 38.22% | 59.12% |
| Metric | 11397192:btcusd:triple_med_gx:lsma30_120 | 11397192:BTCUSD |
|---|---|---|
| Max Drawdown | -27.77% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -2.95% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 1.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-05 | -27.77 | 177 |
| 2025-02-06 | 2025-04-11 | -13.75 | 64 |
| 2024-12-26 | 2025-02-06 | -6.93 | 42 |
| 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 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2024-12-13 | 2024-12-24 | -1.37 | 10 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| Metric | 11397192:btcusd:triple_med_gx:lsma30_120 | 11397192:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.68% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 17.78% | 37.42% |
| Worst Month | -12.87% | -17.69% |
| Best Year | 34.43% | 38.02% |
| Worst Year | 3.74% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 3.56% | 4.0% |
| Avg. Down Week | -2.27% | -5.39% |
| Avg. Up Month | 7.4% | 12.93% |
| Avg. Down Month | -6.65% | -6.06% |
| Win Days % | 51.12% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |