| Metric | 11402319:btcusd:triple_med_gx:lsma60_135 | 11402319:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 25.87% | 61.16% |
| Max Drawdown | -14.76% | -29.51% |
| Sharpe | 0.48 | 0.59 |
| Sortino | 0.78 | 0.85 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.66 | 0.65 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 19.77 | 3.75 |
| Outlier Loss Ratio | 4.07 | 3.47 |
| Volatility (ann.) | 13.63% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.7 | 2.0 |
| Skew | 2.37 | 0.21 |
| Kurtosis | 31.4 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.79% | 3.74% |
| Expected Yearly % | 12.19% | 26.95% |
| Kelly Criterion | 4.45% | 9.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.13% |
| Expected Shortfall (cVaR) | -1.16% | -2.13% |
| Year | 11402319:BTCUSD | 11402319:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.55 | 0.36 | - |
| 2025 | 16.76 | 10.85 | 0.65 | - |
| Metric | 11402319:btcusd:triple_med_gx:lsma60_135 | 11402319:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.07% | 31.46% |
| 6M | 5.24% | 12.77% |
| YTD | 10.85% | 16.76% |
| 1Y | 23.98% | 56.84% |
| 3Y (ann.) | 25.1% | 59.12% |
| 5Y (ann.) | 25.1% | 59.12% |
| Metric | 11402319:btcusd:triple_med_gx:lsma60_135 | 11402319:BTCUSD |
|---|---|---|
| Max Drawdown | -14.76% | -29.51% |
| Longest DD Days | 186.0 | 144.0 |
| Avg. Drawdown | -4.12% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.75 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-09 | -14.76 | 186 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-08-09 | 2024-10-14 | -11.77 | 66 |
| 2024-11-06 | 2024-12-03 | -1.50 | 26 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-10-15 | 2024-11-05 | -1.24 | 21 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-06-03 | 2024-06-10 | -0.85 | 6 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| Metric | 11402319:btcusd:triple_med_gx:lsma60_135 | 11402319:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -8.16% | -12.33% |
| Best Month | 10.93% | 37.42% |
| Worst Month | -8.45% | -17.69% |
| Best Year | 13.55% | 38.02% |
| Worst Year | 10.85% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.48% | 4.22% |
| Avg. Down Week | -3.4% | -3.81% |
| Avg. Up Month | 4.16% | 12.23% |
| Avg. Down Month | -4.74% | -7.59% |
| Win Days % | 47.79% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 48.48% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |