| Metric | 11397142:btcusd:triple_med_gx:lsma60_120 | 11397142:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 39.77% | 61.16% |
| Max Drawdown | -21.95% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 0.92 | 0.85 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.69 | 0.65 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 16.91 | 3.76 |
| Outlier Loss Ratio | 3.93 | 3.57 |
| Volatility (ann.) | 15.88% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.76 | 2.0 |
| Skew | 1.35 | 0.21 |
| Kurtosis | 39.08 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.61% | 3.74% |
| Expected Yearly % | 18.23% | 26.95% |
| Kelly Criterion | 6.07% | 9.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11397142:BTCUSD | 11397142:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.38 | 0.35 | - |
| 2025 | 16.76 | 23.28 | 1.39 | + |
| Metric | 11397142:btcusd:triple_med_gx:lsma60_120 | 11397142:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 18.71% | 31.46% |
| 6M | 24.33% | 12.77% |
| YTD | 23.28% | 16.76% |
| 1Y | 42.46% | 56.84% |
| 3Y (ann.) | 38.53% | 59.12% |
| 5Y (ann.) | 38.53% | 59.12% |
| Metric | 11397142:btcusd:triple_med_gx:lsma60_120 | 11397142:BTCUSD |
|---|---|---|
| Max Drawdown | -21.95% | -29.51% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -4.78% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.81 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-14 | -21.95 | 128 |
| 2025-03-03 | 2025-05-07 | -11.60 | 65 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-09 | 2025-06-09 | -5.18 | 31 |
| 2024-11-29 | 2024-12-04 | -3.12 | 5 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| Metric | 11397142:btcusd:triple_med_gx:lsma60_120 | 11397142:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.16% | 18.93% |
| Worst Week | -7.34% | -12.33% |
| Best Month | 9.79% | 37.42% |
| Worst Month | -8.24% | -17.69% |
| Best Year | 23.28% | 38.02% |
| Worst Year | 13.38% | 16.76% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.77% | 4.3% |
| Avg. Down Week | -1.9% | -3.91% |
| Avg. Up Month | 5.41% | 12.23% |
| Avg. Down Month | -3.24% | -11.25% |
| Win Days % | 49.22% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |