| Metric | 11403789:btcusd:triple_med_gx:lsma30_140 | 11403789:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 29.06% | 61.16% |
| Max Drawdown | -22.64% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.73 | 0.85 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 18.68 | 3.76 |
| Outlier Loss Ratio | 3.7 | 3.57 |
| Volatility (ann.) | 15.64% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.25 | 2.0 |
| Skew | 1.41 | 0.21 |
| Kurtosis | 41.84 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.98% | 3.74% |
| Expected Yearly % | 13.61% | 26.95% |
| Kelly Criterion | 4.69% | 8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11403789:BTCUSD | 11403789:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.41 | 0.14 | - |
| 2025 | 16.76 | 22.44 | 1.34 | + |
| Metric | 11403789:btcusd:triple_med_gx:lsma30_140 | 11403789:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 10.27% | 31.46% |
| 6M | 19.34% | 12.77% |
| YTD | 22.44% | 16.76% |
| 1Y | 26.01% | 56.84% |
| 3Y (ann.) | 28.19% | 59.12% |
| 5Y (ann.) | 28.19% | 59.12% |
| Metric | 11403789:btcusd:triple_med_gx:lsma30_140 | 11403789:BTCUSD |
|---|---|---|
| Max Drawdown | -22.64% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.95% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -22.64 | 153 |
| 2025-03-03 | 2025-05-18 | -11.22 | 76 |
| 2024-12-12 | 2025-02-03 | -8.21 | 52 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-02-04 | 2025-03-02 | -5.26 | 26 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-07 | 2024-11-29 | -1.48 | 22 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11403789:btcusd:triple_med_gx:lsma30_140 | 11403789:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.07% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.78% | 37.42% |
| Worst Month | -10.71% | -17.69% |
| Best Year | 22.44% | 38.02% |
| Worst Year | 5.41% | 16.76% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 3.04% | 4.31% |
| Avg. Down Week | -3.12% | -4.32% |
| Avg. Up Month | 4.23% | 12.93% |
| Avg. Down Month | -10.71% | -7.35% |
| Win Days % | 49.68% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |