| Metric | 11400700:btcusd:triple_med_gx:lsma30_130 | 11400700:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 95.42% | 54.3% |
| Max Drawdown | -14.12% | -29.51% |
| Sharpe | 1.22 | 0.54 |
| Sortino | 1.96 | 0.78 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.41 | 1.09 |
| Common Sense Ratio | 2.0 | 1.06 |
| CPC Index | 0.89 | 0.62 |
| Tail Ratio | 1.42 | 0.97 |
| Outlier Win Ratio | 17.09 | 3.66 |
| Outlier Loss Ratio | 3.77 | 3.26 |
| Volatility (ann.) | 13.93% | 25.08% |
| R^2 | 0.34 | 0.34 |
| Calmar | 6.35 | 1.74 |
| Skew | 1.41 | 0.21 |
| Kurtosis | 30.64 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 5.29% | 3.39% |
| Expected Yearly % | 39.79% | 24.22% |
| Kelly Criterion | 14.12% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.12% |
| Expected Shortfall (cVaR) | -1.15% | -2.12% |
| Year | 11400700:BTCUSD | 11400700:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 38.84 | 1.02 | + |
| 2025 | 11.80 | 40.75 | 3.45 | + |
| Metric | 11400700:btcusd:triple_med_gx:lsma30_130 | 11400700:BTCUSD |
|---|---|---|
| MTD | 3.15% | -0.27% |
| 3M | 19.51% | 26.2% |
| 6M | 40.42% | -1.67% |
| YTD | 40.75% | 11.8% |
| 1Y | 96.19% | 56.98% |
| 3Y (ann.) | 89.68% | 51.35% |
| 5Y (ann.) | 89.68% | 51.35% |
| Metric | 11400700:btcusd:triple_med_gx:lsma30_130 | 11400700:BTCUSD |
|---|---|---|
| Max Drawdown | -14.12% | -29.51% |
| Longest DD Days | 56.0 | 144.0 |
| Avg. Drawdown | -2.47% | -4.82% |
| Avg. Drawdown Days | 6.0 | 14.0 |
| Recovery Factor | 6.76 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-06 | -14.12 | 56 |
| 2025-01-31 | 2025-03-02 | -10.02 | 30 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-08-09 | 2024-09-10 | -6.47 | 32 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-12-21 | 2025-01-12 | -5.74 | 22 |
| 2025-04-02 | 2025-04-12 | -5.70 | 9 |
| 2024-09-12 | 2024-10-11 | -5.26 | 29 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| Metric | 11400700:btcusd:triple_med_gx:lsma30_130 | 11400700:BTCUSD |
|---|---|---|
| Best Day | 9.17% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 17.15% | 18.93% |
| Worst Week | -7.23% | -12.33% |
| Best Month | 16.31% | 37.42% |
| Worst Month | -6.24% | -17.69% |
| Best Year | 40.75% | 38.02% |
| Worst Year | 38.84% | 11.8% |
| Avg. Up Day | 0.94% | 0.98% |
| Avg. Down Day | -0.8% | -0.89% |
| Avg. Up Week | 3.82% | 3.96% |
| Avg. Down Week | -2.8% | -3.73% |
| Avg. Up Month | 5.44% | 13.38% |
| Avg. Down Month | -4.54% | -12.52% |
| Win Days % | 53.41% | 51.76% |
| Win Month % | 84.62% | 53.85% |
| Win Week % | 63.16% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |