| Metric | 11401312:btcusd:triple_med_gx:lsma30_135 | 11401312:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 18.39% | 75.42% |
| Max Drawdown | -14.79% | -29.51% |
| Sharpe | 0.37 | 0.63 |
| Sortino | 0.58 | 0.92 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.73 | 1.06 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | 1.52 | 0.96 |
| Outlier Win Ratio | 23.55 | 3.19 |
| Outlier Loss Ratio | 3.93 | 3.3 |
| Volatility (ann.) | 12.02% | 24.55% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.09 | 2.19 |
| Skew | 2.36 | 0.2 |
| Kurtosis | 60.35 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.21% | 4.1% |
| Expected Yearly % | 8.81% | 32.45% |
| Kelly Criterion | 1.27% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.07% |
| Expected Shortfall (cVaR) | -1.02% | -2.07% |
| Year | 11401312:BTCUSD | 11401312:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.92 | 0.23 | - |
| 2025 | 27.10 | 8.70 | 0.32 | - |
| Metric | 11401312:btcusd:triple_med_gx:lsma30_135 | 11401312:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 12.15% | 41.88% |
| 6M | 3.12% | 22.91% |
| YTD | 8.7% | 27.1% |
| 1Y | 21.83% | 82.29% |
| 3Y (ann.) | 16.18% | 64.73% |
| 5Y (ann.) | 16.18% | 64.73% |
| Metric | 11401312:btcusd:triple_med_gx:lsma30_135 | 11401312:BTCUSD |
|---|---|---|
| Max Drawdown | -14.79% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -4.0% | -4.71% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.24 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -14.79 | 153 |
| 2025-01-30 | 2025-05-22 | -13.62 | 111 |
| 2025-05-29 | 2025-06-24 | -7.00 | 26 |
| 2024-11-07 | 2025-01-03 | -6.35 | 57 |
| 2025-01-03 | 2025-01-13 | -3.74 | 10 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2025-05-22 | 2025-05-29 | -0.18 | 7 |
| Metric | 11401312:btcusd:triple_med_gx:lsma30_135 | 11401312:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 7.42% | 18.93% |
| Worst Week | -7.22% | -12.33% |
| Best Month | 7.53% | 37.42% |
| Worst Month | -6.56% | -17.69% |
| Best Year | 8.92% | 38.02% |
| Worst Year | 8.7% | 27.1% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.89% | 5.4% |
| Avg. Down Week | -3.37% | -3.72% |
| Avg. Up Month | 4.59% | 12.68% |
| Avg. Down Month | -4.08% | -7.59% |
| Win Days % | 46.82% | 51.89% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 55.26% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |