| Metric | 11397248:btcusd:triple_med_gx:lsma30_120 | 11397248:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 10.17% | 61.16% |
| Max Drawdown | -26.01% | -29.51% |
| Sharpe | 0.23 | 0.59 |
| Sortino | 0.32 | 0.85 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 16.98 | 3.46 |
| Outlier Loss Ratio | 3.8 | 3.6 |
| Volatility (ann.) | 14.93% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.38 | 2.0 |
| Skew | -0.7 | 0.21 |
| Kurtosis | 32.6 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.75% | 3.74% |
| Expected Yearly % | 4.96% | 26.95% |
| Kelly Criterion | 1.67% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.13% |
| Expected Shortfall (cVaR) | -1.28% | -2.13% |
| Year | 11397248:BTCUSD | 11397248:btcusd:triple_med_gx:lsma30_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.92 | -0.21 | - |
| 2025 | 16.76 | 19.65 | 1.17 | + |
| Metric | 11397248:btcusd:triple_med_gx:lsma30_120 | 11397248:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 24.5% | 31.46% |
| 6M | 18.41% | 12.77% |
| YTD | 19.65% | 16.76% |
| 1Y | 9.26% | 56.84% |
| 3Y (ann.) | 9.89% | 59.12% |
| 5Y (ann.) | 9.89% | 59.12% |
| Metric | 11397248:btcusd:triple_med_gx:lsma30_120 | 11397248:BTCUSD |
|---|---|---|
| Max Drawdown | -26.01% | -29.51% |
| Longest DD Days | 331.0 | 144.0 |
| Avg. Drawdown | -4.1% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-05-08 | -26.01 | 331 |
| 2025-05-29 | 2025-06-11 | -8.11 | 13 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2025-05-09 | 2025-05-15 | -0.60 | 6 |
| 2024-06-02 | 2024-06-07 | -0.43 | 5 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-08 | 2024-06-09 | -0.24 | 1 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11397248:btcusd:triple_med_gx:lsma30_120 | 11397248:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.4% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 11.68% | 37.42% |
| Worst Month | -8.78% | -17.69% |
| Best Year | 19.65% | 38.02% |
| Worst Year | -7.92% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 3.6% | 4.65% |
| Avg. Down Week | -2.99% | -4.34% |
| Avg. Up Month | 5.58% | 14.57% |
| Avg. Down Month | -3.76% | -7.82% |
| Win Days % | 49.4% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 48.57% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |