| Metric | 11395525:btcusd:triple_med_gx:lsma60_115 | 11395525:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 34.42% | 61.16% |
| Max Drawdown | -26.97% | -29.51% |
| Sharpe | 0.53 | 0.59 |
| Sortino | 0.81 | 0.85 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 16.41 | 3.76 |
| Outlier Loss Ratio | 3.83 | 3.57 |
| Volatility (ann.) | 16.06% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.24 | 2.0 |
| Skew | 1.29 | 0.21 |
| Kurtosis | 37.3 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.3% | 3.74% |
| Expected Yearly % | 15.94% | 26.95% |
| Kelly Criterion | 5.32% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11395525:BTCUSD | 11395525:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.57 | 0.33 | - |
| 2025 | 16.76 | 19.40 | 1.16 | + |
| Metric | 11395525:btcusd:triple_med_gx:lsma60_115 | 11395525:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 13.11% | 31.46% |
| 6M | 20.79% | 12.77% |
| YTD | 19.4% | 16.76% |
| 1Y | 35.89% | 56.84% |
| 3Y (ann.) | 33.36% | 59.12% |
| 5Y (ann.) | 33.36% | 59.12% |
| Metric | 11395525:btcusd:triple_med_gx:lsma60_115 | 11395525:BTCUSD |
|---|---|---|
| Max Drawdown | -26.97% | -29.51% |
| Longest DD Days | 150.0 | 144.0 |
| Avg. Drawdown | -5.1% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-05 | -26.97 | 150 |
| 2025-03-03 | 2025-05-08 | -16.33 | 66 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-09 | 2025-06-09 | -4.54 | 31 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| Metric | 11395525:btcusd:triple_med_gx:lsma60_115 | 11395525:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.16% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 10.03% | 37.42% |
| Worst Month | -6.38% | -17.69% |
| Best Year | 19.4% | 38.02% |
| Worst Year | 12.57% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 3.72% | 4.17% |
| Avg. Down Week | -2.19% | -4.24% |
| Avg. Up Month | 5.24% | 12.23% |
| Avg. Down Month | -4.41% | -11.25% |
| Win Days % | 49.62% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |