| Metric | 11437015:btcusd:triple_med_gx:lsma30_130 | 11437015:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 73.83% | 58.73% |
| Max Drawdown | -15.32% | -29.51% |
| Sharpe | 0.94 | 0.55 |
| Sortino | 1.49 | 0.81 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.31 | 1.09 |
| Common Sense Ratio | 1.83 | 1.06 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.4 | 0.97 |
| Outlier Win Ratio | 16.25 | 3.61 |
| Outlier Loss Ratio | 3.92 | 3.49 |
| Volatility (ann.) | 14.76% | 24.91% |
| R^2 | 0.35 | 0.35 |
| Calmar | 4.38 | 1.82 |
| Skew | 1.54 | 0.2 |
| Kurtosis | 32.19 | 7.08 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.34% | 3.62% |
| Expected Yearly % | 31.85% | 25.99% |
| Kelly Criterion | 10.16% | 9.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.11% |
| Expected Shortfall (cVaR) | -1.23% | -2.11% |
| Year | 11437015:BTCUSD | 11437015:btcusd:triple_med_gx:lsma30_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 35.79 | 0.94 | - |
| 2025 | 15.00 | 28.01 | 1.87 | + |
| Metric | 11437015:btcusd:triple_med_gx:lsma30_130 | 11437015:BTCUSD |
|---|---|---|
| MTD | 2.78% | 2.59% |
| 3M | 18.42% | 27.24% |
| 6M | 26.9% | 14.0% |
| YTD | 28.01% | 15.0% |
| 1Y | 92.76% | 78.0% |
| 3Y (ann.) | 67.12% | 53.59% |
| 5Y (ann.) | 67.12% | 53.59% |
| Metric | 11437015:btcusd:triple_med_gx:lsma30_130 | 11437015:BTCUSD |
|---|---|---|
| Max Drawdown | -15.32% | -29.51% |
| Longest DD Days | 79.0 | 144.0 |
| Avg. Drawdown | -2.8% | -4.9% |
| Avg. Drawdown Days | 8.0 | 15.0 |
| Recovery Factor | 4.82 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-03-10 | -15.32 | 79 |
| 2024-06-10 | 2024-08-05 | -14.00 | 55 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-09-12 | 2024-10-14 | -6.95 | 32 |
| 2024-08-09 | 2024-09-12 | -6.83 | 34 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-06-16 | 2025-06-29 | -5.58 | 12 |
| 2025-04-05 | 2025-04-11 | -4.61 | 6 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11437015:btcusd:triple_med_gx:lsma30_130 | 11437015:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -8.1% | -12.33% |
| Best Month | 17.78% | 37.42% |
| Worst Month | -7.8% | -17.69% |
| Best Year | 35.79% | 38.02% |
| Worst Year | 28.01% | 15.0% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.14% | 4.2% |
| Avg. Down Week | -2.81% | -4.5% |
| Avg. Up Month | 5.11% | 12.03% |
| Avg. Down Month | -7.05% | -12.52% |
| Win Days % | 51.62% | 51.97% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 58.97% | 56.9% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |