| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 100.92% | 36.85% |
| Max Drawdown | -13.28% | -32.7% |
| Sharpe | 1.99 | 0.68 |
| Sortino | 3.59 | 0.98 |
| Payoff Ratio | 1.27 | 1.06 |
| Profit Factor | 1.74 | 1.11 |
| Common Sense Ratio | 2.93 | 1.16 |
| CPC Index | 1.25 | 0.61 |
| Tail Ratio | 1.69 | 1.05 |
| Outlier Win Ratio | 17.21 | 3.69 |
| Outlier Loss Ratio | 4.18 | 3.1 |
| Volatility (ann.) | 24.48% | 46.0% |
| R^2 | 0.26 | 0.26 |
| Calmar | 4.37 | 0.7 |
| Skew | 1.82 | -0.16 |
| Kurtosis | 17.29 | 3.36 |
| Expected Daily % | 0.13% | 0.06% |
| Expected Monthly % | 3.74% | 1.66% |
| Expected Yearly % | 41.75% | 16.98% |
| Kelly Criterion | 22.55% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -3.88% |
| Expected Shortfall (cVaR) | -1.97% | -3.88% |
| Year | 11402425:BTCUSD | 11402425:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 31.83 | 0.87 | - |
| 2025 | 0.11 | 52.41 | 477.72 | + |
| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | -0.33% | -16.59% |
| 6M | 4.25% | -12.21% |
| YTD | 52.41% | 0.11% |
| 1Y | 54.46% | -6.96% |
| 3Y (ann.) | 57.97% | 22.82% |
| 5Y (ann.) | 57.97% | 22.82% |
| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| Max Drawdown | -13.28% | -32.7% |
| Longest DD Days | 105.0 | 154.0 |
| Avg. Drawdown | -3.93% | -10.02% |
| Avg. Drawdown Days | 23.0 | 40.0 |
| Recovery Factor | 7.6 | 1.13 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -13.28 | 64 |
| 2025-11-17 | 2025-12-10 | -12.11 | 23 |
| 2024-12-22 | 2025-03-01 | -10.56 | 69 |
| 2025-06-18 | 2025-10-01 | -6.45 | 105 |
| 2024-12-06 | 2024-12-21 | -5.44 | 15 |
| 2024-08-12 | 2024-09-12 | -4.90 | 31 |
| 2024-09-13 | 2024-10-12 | -3.35 | 29 |
| 2025-03-11 | 2025-03-13 | -2.51 | 2 |
| 2025-06-04 | 2025-06-10 | -2.37 | 6 |
| 2025-04-03 | 2025-04-12 | -1.40 | 9 |
| Metric | 11402425:btcusd:triple_med_gx:lsma30_135 | 11402425:BTCUSD |
|---|---|---|
| Best Day | 9.55% | 9.49% |
| Worst Day | -6.98% | -13.23% |
| Best Week | 17.82% | 15.41% |
| Worst Week | -10.08% | -18.81% |
| Best Month | 22.6% | 34.43% |
| Worst Month | -9.84% | -23.44% |
| Best Year | 52.41% | 36.7% |
| Worst Year | 31.83% | 0.11% |
| Avg. Up Day | 1.72% | 1.77% |
| Avg. Down Day | -1.35% | -1.67% |
| Avg. Up Week | 4.61% | 4.92% |
| Avg. Down Week | -3.12% | -5.74% |
| Avg. Up Month | 6.71% | 11.21% |
| Avg. Down Month | -7.9% | -17.02% |
| Win Days % | 56.68% | 51.89% |
| Win Month % | 83.33% | 63.16% |
| Win Week % | 66.67% | 55.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |