| Metric | 11395469:btcusd:triple_med_gx:lsma60_115 | 11395469:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 11.49% | 61.16% |
| Max Drawdown | -26.78% | -29.51% |
| Sharpe | 0.24 | 0.59 |
| Sortino | 0.37 | 0.85 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 17.2 | 3.75 |
| Outlier Loss Ratio | 3.74 | 3.57 |
| Volatility (ann.) | 15.96% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.42 | 2.0 |
| Skew | 1.27 | 0.21 |
| Kurtosis | 38.36 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.84% | 3.74% |
| Expected Yearly % | 5.59% | 26.95% |
| Kelly Criterion | 1.75% | 6.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11395469:BTCUSD | 11395469:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.63 | -0.07 | - |
| 2025 | 16.76 | 14.50 | 0.87 | - |
| Metric | 11395469:btcusd:triple_med_gx:lsma60_115 | 11395469:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 9.91% | 31.46% |
| 6M | 11.66% | 12.77% |
| YTD | 14.5% | 16.76% |
| 1Y | 13.38% | 56.84% |
| 3Y (ann.) | 11.17% | 59.12% |
| 5Y (ann.) | 11.17% | 59.12% |
| Metric | 11395469:btcusd:triple_med_gx:lsma60_115 | 11395469:BTCUSD |
|---|---|---|
| Max Drawdown | -26.78% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -7.72% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | 0.43 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -26.78 | 180 |
| 2025-03-03 | 2025-06-09 | -16.18 | 98 |
| 2024-12-05 | 2025-03-02 | -8.18 | 87 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395469:btcusd:triple_med_gx:lsma60_115 | 11395469:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.97% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 8.67% | 37.42% |
| Worst Month | -7.34% | -17.69% |
| Best Year | 14.5% | 38.02% |
| Worst Year | -2.63% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 2.95% | 4.22% |
| Avg. Down Week | -2.77% | -4.39% |
| Avg. Up Month | 4.14% | 12.93% |
| Avg. Down Month | -4.23% | -9.25% |
| Win Days % | 49.15% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |