| Metric | 11401196:btcusd:triple_med_gx:lsma30_135 | 11401196:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 29.28% | 61.16% |
| Max Drawdown | -12.07% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 1.01 | 0.85 |
| Payoff Ratio | 1.3 | 1.29 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.83 | 1.07 |
| CPC Index | 0.74 | 0.73 |
| Tail Ratio | 1.5 | 0.98 |
| Outlier Win Ratio | 24.92 | 3.37 |
| Outlier Loss Ratio | 4.36 | 3.25 |
| Volatility (ann.) | 11.74% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.35 | 2.0 |
| Skew | 3.93 | 0.21 |
| Kurtosis | 62.6 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.0% | 3.74% |
| Expected Yearly % | 13.7% | 26.95% |
| Kelly Criterion | 5.09% | 14.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11401196:BTCUSD | 11401196:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.31 | 0.14 | - |
| 2025 | 16.76 | 22.76 | 1.36 | + |
| Metric | 11401196:btcusd:triple_med_gx:lsma30_135 | 11401196:BTCUSD |
|---|---|---|
| MTD | 0.41% | 4.16% |
| 3M | 13.72% | 31.46% |
| 6M | 20.03% | 12.77% |
| YTD | 22.76% | 16.76% |
| 1Y | 23.45% | 56.84% |
| 3Y (ann.) | 28.4% | 59.12% |
| 5Y (ann.) | 28.4% | 59.12% |
| Metric | 11401196:btcusd:triple_med_gx:lsma30_135 | 11401196:BTCUSD |
|---|---|---|
| Max Drawdown | -12.07% | -29.51% |
| Longest DD Days | 102.0 | 144.0 |
| Avg. Drawdown | -2.91% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 2.43 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2024-11-06 | -12.07 | 89 |
| 2024-11-30 | 2025-03-12 | -10.56 | 102 |
| 2024-06-05 | 2024-08-08 | -10.20 | 64 |
| 2025-05-27 | 2025-06-11 | -6.52 | 14 |
| 2025-04-09 | 2025-04-11 | -4.21 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-02 | 2025-04-04 | -1.60 | 2 |
| 2025-03-13 | 2025-04-01 | -1.21 | 19 |
| 2025-04-11 | 2025-05-08 | -0.99 | 26 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11401196:btcusd:triple_med_gx:lsma30_135 | 11401196:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.8% | 18.93% |
| Worst Week | -7.27% | -12.33% |
| Best Month | 9.54% | 37.42% |
| Worst Month | -6.87% | -17.69% |
| Best Year | 22.76% | 38.02% |
| Worst Year | 5.31% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 4.82% | 5.99% |
| Avg. Down Week | -2.5% | -3.97% |
| Avg. Up Month | 5.66% | 14.57% |
| Avg. Down Month | -4.47% | -9.42% |
| Win Days % | 46.32% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 47.22% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |