| Metric | 11398684:btcusd:triple_med_gx:lsma60_125 | 11398684:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 23.74% | 61.16% |
| Max Drawdown | -26.29% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.63 | 0.85 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 18.09 | 3.75 |
| Outlier Loss Ratio | 3.73 | 3.56 |
| Volatility (ann.) | 15.71% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.88 | 2.0 |
| Skew | 1.34 | 0.21 |
| Kurtosis | 40.29 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.65% | 3.74% |
| Expected Yearly % | 11.24% | 26.95% |
| Kelly Criterion | 3.99% | 6.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11398684:BTCUSD | 11398684:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.01 | -0.00 | - |
| 2025 | 16.76 | 23.75 | 1.42 | + |
| Metric | 11398684:btcusd:triple_med_gx:lsma60_125 | 11398684:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 18.52% | 31.46% |
| 6M | 20.36% | 12.77% |
| YTD | 23.75% | 16.76% |
| 1Y | 26.41% | 56.84% |
| 3Y (ann.) | 23.04% | 59.12% |
| 5Y (ann.) | 23.04% | 59.12% |
| Metric | 11398684:btcusd:triple_med_gx:lsma60_125 | 11398684:BTCUSD |
|---|---|---|
| Max Drawdown | -26.29% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -4.38% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.9 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -26.29 | 151 |
| 2025-03-03 | 2025-05-08 | -11.69 | 66 |
| 2024-12-05 | 2025-03-02 | -8.82 | 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 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| 2025-05-09 | 2025-05-21 | -0.29 | 12 |
| Metric | 11398684:btcusd:triple_med_gx:lsma60_125 | 11398684:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.05% | 18.93% |
| Worst Week | -7.34% | -12.33% |
| Best Month | 9.16% | 37.42% |
| Worst Month | -7.56% | -17.69% |
| Best Year | 23.75% | 38.02% |
| Worst Year | -0.01% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 3.34% | 4.33% |
| Avg. Down Week | -2.38% | -5.0% |
| Avg. Up Month | 6.15% | 14.57% |
| Avg. Down Month | -3.69% | -9.25% |
| Win Days % | 49.8% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |