| Metric | 11399536:btcusd:triple_med_gx:lsma30_130 | 11399536:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 31.23% | 61.16% |
| Max Drawdown | -12.15% | -29.51% |
| Sharpe | 0.62 | 0.59 |
| Sortino | 1.06 | 0.85 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 2.0 | 1.07 |
| CPC Index | 0.75 | 0.7 |
| Tail Ratio | 1.61 | 0.98 |
| Outlier Win Ratio | 25.21 | 3.37 |
| Outlier Loss Ratio | 4.24 | 3.25 |
| Volatility (ann.) | 11.65% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.49 | 2.0 |
| Skew | 3.89 | 0.21 |
| Kurtosis | 64.52 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.11% | 3.74% |
| Expected Yearly % | 14.55% | 26.95% |
| Kelly Criterion | 6.43% | 12.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.13% |
| Expected Shortfall (cVaR) | -0.98% | -2.13% |
| Year | 11399536:BTCUSD | 11399536:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.13 | 0.24 | - |
| 2025 | 16.76 | 20.25 | 1.21 | + |
| Metric | 11399536:btcusd:triple_med_gx:lsma30_130 | 11399536:BTCUSD |
|---|---|---|
| MTD | 2.12% | 4.16% |
| 3M | 14.94% | 31.46% |
| 6M | 19.17% | 12.77% |
| YTD | 20.25% | 16.76% |
| 1Y | 24.49% | 56.84% |
| 3Y (ann.) | 30.28% | 59.12% |
| 5Y (ann.) | 30.28% | 59.12% |
| Metric | 11399536:btcusd:triple_med_gx:lsma30_130 | 11399536:BTCUSD |
|---|---|---|
| Max Drawdown | -12.15% | -29.51% |
| Longest DD Days | 92.0 | 144.0 |
| Avg. Drawdown | -2.81% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 2.57 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-08-08 | -12.15 | 57 |
| 2024-11-30 | 2025-03-02 | -10.35 | 92 |
| 2024-08-09 | 2024-11-06 | -8.06 | 89 |
| 2025-05-28 | 2025-06-11 | -5.53 | 14 |
| 2025-03-13 | 2025-04-01 | -4.38 | 19 |
| 2025-04-10 | 2025-04-11 | -3.31 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-03 | 2025-03-12 | -2.00 | 9 |
| 2025-04-02 | 2025-04-02 | -1.25 | 0 |
| 2025-05-09 | 2025-05-18 | -1.11 | 9 |
| Metric | 11399536:btcusd:triple_med_gx:lsma30_130 | 11399536:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -6.18% | -12.33% |
| Best Month | 10.69% | 37.42% |
| Worst Month | -5.68% | -17.69% |
| Best Year | 20.25% | 38.02% |
| Worst Year | 9.13% | 16.76% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 3.4% | 5.4% |
| Avg. Down Week | -2.78% | -4.22% |
| Avg. Up Month | 4.13% | 12.93% |
| Avg. Down Month | -4.52% | -9.42% |
| Win Days % | 47.92% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 59.46% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |