| Metric | 11402096:btcusd:triple_med_gx:lsma60_135 | 11402096:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 19.87% | 61.16% |
| Max Drawdown | -24.04% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.56 | 0.85 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 18.87 | 3.75 |
| Outlier Loss Ratio | 3.82 | 3.56 |
| Volatility (ann.) | 15.45% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.8 | 2.0 |
| Skew | 1.44 | 0.21 |
| Kurtosis | 43.03 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.4% | 3.74% |
| Expected Yearly % | 9.48% | 26.95% |
| Kelly Criterion | 3.13% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11402096:BTCUSD | 11402096:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.83 | 0.10 | - |
| 2025 | 16.76 | 15.45 | 0.92 | - |
| Metric | 11402096:btcusd:triple_med_gx:lsma60_135 | 11402096:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 9.64% | 31.46% |
| 6M | 12.58% | 12.77% |
| YTD | 15.45% | 16.76% |
| 1Y | 20.23% | 56.84% |
| 3Y (ann.) | 19.29% | 59.12% |
| 5Y (ann.) | 19.29% | 59.12% |
| Metric | 11402096:btcusd:triple_med_gx:lsma60_135 | 11402096:BTCUSD |
|---|---|---|
| Max Drawdown | -24.04% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.45% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.83 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -24.04 | 151 |
| 2025-03-03 | 2025-05-22 | -12.55 | 80 |
| 2024-12-05 | 2025-03-02 | -8.58 | 87 |
| 2025-05-23 | 2025-06-09 | -7.72 | 17 |
| 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 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-11-29 | 2024-11-29 | -0.47 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11402096:btcusd:triple_med_gx:lsma60_135 | 11402096:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.05% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 7.94% | 37.42% |
| Worst Month | -5.85% | -17.69% |
| Best Year | 15.45% | 38.02% |
| Worst Year | 3.83% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 3.19% | 4.34% |
| Avg. Down Week | -2.67% | -4.22% |
| Avg. Up Month | 4.77% | 13.94% |
| Avg. Down Month | -2.0% | -9.25% |
| Win Days % | 49.17% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 59.38% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |