| Metric | 11402369:btcusd:triple_med_gx:lsma30_135 | 11402369:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 73.12% | 54.3% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 1.03 | 0.54 |
| Sortino | 1.61 | 0.78 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.33 | 1.09 |
| Common Sense Ratio | 1.75 | 1.06 |
| CPC Index | 0.83 | 0.63 |
| Tail Ratio | 1.32 | 0.97 |
| Outlier Win Ratio | 17.79 | 3.66 |
| Outlier Loss Ratio | 3.98 | 3.45 |
| Volatility (ann.) | 13.58% | 25.08% |
| R^2 | 0.31 | 0.31 |
| Calmar | 4.93 | 1.74 |
| Skew | 0.97 | 0.21 |
| Kurtosis | 24.06 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.31% | 3.39% |
| Expected Yearly % | 31.57% | 24.22% |
| Kelly Criterion | 12.18% | 8.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.12% |
| Expected Shortfall (cVaR) | -1.13% | -2.12% |
| Year | 11402369:BTCUSD | 11402369:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 32.45 | 0.85 | - |
| 2025 | 11.80 | 30.70 | 2.60 | + |
| Metric | 11402369:btcusd:triple_med_gx:lsma30_135 | 11402369:BTCUSD |
|---|---|---|
| MTD | 3.15% | -0.27% |
| 3M | 18.77% | 26.2% |
| 6M | 28.48% | -1.67% |
| YTD | 30.7% | 11.8% |
| 1Y | 74.18% | 56.98% |
| 3Y (ann.) | 68.94% | 51.35% |
| 5Y (ann.) | 68.94% | 51.35% |
| Metric | 11402369:btcusd:triple_med_gx:lsma30_135 | 11402369:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.69% | -4.82% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 5.22 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-21 | 2025-03-10 | -10.89 | 78 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-08-09 | 2024-09-12 | -6.98 | 34 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-02 | 2025-04-11 | -4.02 | 9 |
| 2025-06-16 | 2025-06-18 | -3.68 | 1 |
| Metric | 11402369:btcusd:triple_med_gx:lsma30_135 | 11402369:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 17.15% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 16.65% | 37.42% |
| Worst Month | -6.45% | -17.69% |
| Best Year | 32.45% | 38.02% |
| Worst Year | 30.7% | 11.8% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 3.62% | 4.31% |
| Avg. Down Week | -2.87% | -3.91% |
| Avg. Up Month | 4.68% | 13.38% |
| Avg. Down Month | -6.45% | -7.35% |
| Win Days % | 52.24% | 51.76% |
| Win Month % | 92.31% | 53.85% |
| Win Week % | 61.11% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |