| Metric | 11397033:btcusd:triple_med_gx:lsma60_120 | 11397033:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 13.66% | 61.16% |
| Max Drawdown | -26.21% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.41 | 0.85 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 17.53 | 3.75 |
| Outlier Loss Ratio | 3.63 | 3.57 |
| Volatility (ann.) | 15.99% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.51 | 2.0 |
| Skew | 1.22 | 0.21 |
| Kurtosis | 37.67 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.99% | 3.74% |
| Expected Yearly % | 6.61% | 26.95% |
| Kelly Criterion | 2.41% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11397033:BTCUSD | 11397033:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.20 | 0.06 | - |
| 2025 | 16.76 | 11.22 | 0.67 | - |
| Metric | 11397033:btcusd:triple_med_gx:lsma60_120 | 11397033:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 10.78% | 31.46% |
| 6M | 8.99% | 12.77% |
| YTD | 11.22% | 16.76% |
| 1Y | 13.46% | 56.84% |
| 3Y (ann.) | 13.28% | 59.12% |
| 5Y (ann.) | 13.28% | 59.12% |
| Metric | 11397033:btcusd:triple_med_gx:lsma60_120 | 11397033:BTCUSD |
|---|---|---|
| Max Drawdown | -26.21% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -5.53% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.52 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-29 | -26.21 | 174 |
| 2025-03-03 | 2025-05-08 | -17.02 | 66 |
| 2024-12-05 | 2025-03-02 | -9.50 | 87 |
| 2025-05-29 | 2025-06-09 | -6.66 | 11 |
| 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 |
| 2025-05-09 | 2025-05-29 | -0.84 | 20 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 11397033:btcusd:triple_med_gx:lsma60_120 | 11397033:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.05% | 18.93% |
| Worst Week | -8.68% | -12.33% |
| Best Month | 10.66% | 37.42% |
| Worst Month | -6.0% | -17.69% |
| Best Year | 11.22% | 38.02% |
| Worst Year | 2.2% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 3.35% | 4.37% |
| Avg. Down Week | -2.74% | -4.1% |
| Avg. Up Month | 4.53% | 12.93% |
| Avg. Down Month | -3.97% | -9.25% |
| Win Days % | 49.5% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |