| Metric | 11400532:btcusd:triple_med_gx:lsma30_130 | 11400532:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 41.44% | 61.16% |
| Max Drawdown | -22.06% | -29.51% |
| Sharpe | 0.65 | 0.59 |
| Sortino | 0.95 | 0.85 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.79 | 1.07 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 1.47 | 0.98 |
| Outlier Win Ratio | 17.73 | 3.45 |
| Outlier Loss Ratio | 3.89 | 3.5 |
| Volatility (ann.) | 14.69% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.82 | 2.0 |
| Skew | 0.13 | 0.21 |
| Kurtosis | 40.5 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.7% | 3.74% |
| Expected Yearly % | 18.93% | 26.95% |
| Kelly Criterion | 7.51% | 9.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.13% |
| Expected Shortfall (cVaR) | -1.24% | -2.13% |
| Year | 11400532:BTCUSD | 11400532:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.69 | 0.18 | - |
| 2025 | 16.76 | 32.57 | 1.94 | + |
| Metric | 11400532:btcusd:triple_med_gx:lsma30_130 | 11400532:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 24.81% | 31.46% |
| 6M | 30.67% | 12.77% |
| YTD | 32.57% | 16.76% |
| 1Y | 41.35% | 56.84% |
| 3Y (ann.) | 40.14% | 59.12% |
| 5Y (ann.) | 40.14% | 59.12% |
| Metric | 11400532:btcusd:triple_med_gx:lsma30_130 | 11400532:BTCUSD |
|---|---|---|
| Max Drawdown | -22.06% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -2.91% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 1.88 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2024-11-06 | -22.06 | 156 |
| 2024-12-13 | 2025-03-10 | -7.29 | 86 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-03-14 | 2025-04-09 | -5.87 | 25 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| Metric | 11400532:btcusd:triple_med_gx:lsma30_130 | 11400532:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.78% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 12.53% | 37.42% |
| Worst Month | -11.46% | -17.69% |
| Best Year | 32.57% | 38.02% |
| Worst Year | 6.69% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.46% | 4.61% |
| Avg. Down Week | -2.73% | -3.72% |
| Avg. Up Month | 5.93% | 12.23% |
| Avg. Down Month | -6.45% | -12.52% |
| Win Days % | 50.11% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 61.76% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |