| Metric | 11438733:btcusd:triple_med_gx:lsma30_135 | 11438733:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 90.5% | 58.73% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 1.1 | 0.55 |
| Sortino | 1.76 | 0.81 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 1.37 | 1.09 |
| Common Sense Ratio | 1.99 | 1.06 |
| CPC Index | 0.86 | 0.63 |
| Tail Ratio | 1.46 | 0.97 |
| Outlier Win Ratio | 17.02 | 3.78 |
| Outlier Loss Ratio | 3.86 | 3.48 |
| Volatility (ann.) | 14.58% | 24.91% |
| R^2 | 0.34 | 0.34 |
| Calmar | 5.85 | 1.82 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 31.86 | 7.08 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 5.08% | 3.62% |
| Expected Yearly % | 38.02% | 25.99% |
| Kelly Criterion | 12.31% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.11% |
| Expected Shortfall (cVaR) | -1.21% | -2.11% |
| Year | 11438733:BTCUSD | 11438733:btcusd:triple_med_gx:lsma30_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 32.35 | 0.85 | - |
| 2025 | 15.00 | 43.94 | 2.93 | + |
| Metric | 11438733:btcusd:triple_med_gx:lsma30_135 | 11438733:BTCUSD |
|---|---|---|
| MTD | 3.12% | 2.59% |
| 3M | 19.55% | 27.24% |
| 6M | 42.69% | 14.0% |
| YTD | 43.94% | 15.0% |
| 1Y | 112.59% | 78.0% |
| 3Y (ann.) | 81.95% | 53.59% |
| 5Y (ann.) | 81.95% | 53.59% |
| Metric | 11438733:btcusd:triple_med_gx:lsma30_135 | 11438733:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 58.0 | 144.0 |
| Avg. Drawdown | -2.5% | -4.9% |
| Avg. Drawdown Days | 7.0 | 15.0 |
| Recovery Factor | 6.47 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2025-01-14 | 2025-03-01 | -10.19 | 45 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-12-21 | 2025-01-10 | -5.98 | 20 |
| 2024-08-09 | 2024-09-10 | -5.97 | 32 |
| 2025-06-16 | 2025-06-29 | -5.58 | 12 |
| 2025-01-10 | 2025-01-14 | -5.21 | 3 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2025-04-02 | 2025-04-11 | -4.75 | 8 |
| Metric | 11438733:btcusd:triple_med_gx:lsma30_135 | 11438733:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.62% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.11% | 37.42% |
| Worst Month | -6.89% | -17.69% |
| Best Year | 43.94% | 38.02% |
| Worst Year | 32.35% | 15.0% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.81% | -0.89% |
| Avg. Up Week | 3.91% | 4.0% |
| Avg. Down Week | -2.67% | -3.92% |
| Avg. Up Month | 5.73% | 12.03% |
| Avg. Down Month | -6.89% | -7.35% |
| Win Days % | 51.98% | 51.97% |
| Win Month % | 92.31% | 61.54% |
| Win Week % | 65.79% | 56.9% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |