| Metric | 11402959:btcusd:triple_med_gx:lsma30_140 | 11402959:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 19.55% | 61.16% |
| Max Drawdown | -14.4% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.69 | 0.85 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.65 | 0.69 |
| Tail Ratio | 1.43 | 0.98 |
| Outlier Win Ratio | 24.0 | 3.37 |
| Outlier Loss Ratio | 4.44 | 3.41 |
| Volatility (ann.) | 12.03% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.32 | 2.0 |
| Skew | 3.45 | 0.21 |
| Kurtosis | 57.64 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.38% | 3.74% |
| Expected Yearly % | 9.34% | 26.95% |
| Kelly Criterion | 2.29% | 12.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.13% |
| Expected Shortfall (cVaR) | -1.02% | -2.13% |
| Year | 11402959:BTCUSD | 11402959:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.59 | 0.09 | - |
| 2025 | 16.76 | 15.41 | 0.92 | - |
| Metric | 11402959:btcusd:triple_med_gx:lsma30_140 | 11402959:BTCUSD |
|---|---|---|
| MTD | -0.45% | 4.16% |
| 3M | 6.8% | 31.46% |
| 6M | 16.2% | 12.77% |
| YTD | 15.41% | 16.76% |
| 1Y | 13.07% | 56.84% |
| 3Y (ann.) | 18.99% | 59.12% |
| 5Y (ann.) | 18.99% | 59.12% |
| Metric | 11402959:btcusd:triple_med_gx:lsma30_140 | 11402959:BTCUSD |
|---|---|---|
| Max Drawdown | -14.4% | -29.51% |
| Longest DD Days | 112.0 | 144.0 |
| Avg. Drawdown | -3.58% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.36 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2024-11-29 | -14.40 | 112 |
| 2024-06-14 | 2024-08-08 | -9.15 | 55 |
| 2025-01-30 | 2025-03-02 | -9.00 | 31 |
| 2024-11-30 | 2024-12-24 | -8.00 | 24 |
| 2025-03-03 | 2025-05-08 | -6.63 | 66 |
| 2025-05-27 | 2025-06-11 | -6.52 | 14 |
| 2024-12-26 | 2025-01-14 | -6.26 | 19 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11402959:btcusd:triple_med_gx:lsma30_140 | 11402959:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.68% | 18.93% |
| Worst Week | -7.27% | -12.33% |
| Best Month | 9.54% | 37.42% |
| Worst Month | -7.23% | -17.69% |
| Best Year | 15.41% | 38.02% |
| Worst Year | 3.59% | 16.76% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.96% | 5.65% |
| Avg. Down Week | -2.86% | -3.97% |
| Avg. Up Month | 6.54% | 16.65% |
| Avg. Down Month | -3.99% | -9.88% |
| Win Days % | 45.99% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 51.35% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |