| Metric | 11403739:btcusd:triple_med_gx:lsma60_140 | 11403739:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 31.0% | 61.16% |
| Max Drawdown | -21.19% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.78 | 0.85 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 19.62 | 3.79 |
| Outlier Loss Ratio | 3.69 | 3.56 |
| Volatility (ann.) | 15.21% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.42 | 2.0 |
| Skew | 1.09 | 0.21 |
| Kurtosis | 41.64 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.1% | 3.74% |
| Expected Yearly % | 14.45% | 26.95% |
| Kelly Criterion | 6.1% | 7.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11403739:BTCUSD | 11403739:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.93 | 0.05 | - |
| 2025 | 16.76 | 28.52 | 1.70 | + |
| Metric | 11403739:btcusd:triple_med_gx:lsma60_140 | 11403739:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 18.67% | 31.46% |
| 6M | 21.41% | 12.77% |
| YTD | 28.52% | 16.76% |
| 1Y | 24.9% | 56.84% |
| 3Y (ann.) | 30.06% | 59.12% |
| 5Y (ann.) | 30.06% | 59.12% |
| Metric | 11403739:btcusd:triple_med_gx:lsma60_140 | 11403739:BTCUSD |
|---|---|---|
| Max Drawdown | -21.19% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -3.17% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.46 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -21.19 | 182 |
| 2025-03-03 | 2025-05-10 | -11.01 | 68 |
| 2024-12-05 | 2025-03-01 | -8.15 | 85 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-23 | 2025-06-01 | -1.60 | 9 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2025-05-11 | 2025-05-21 | -1.01 | 10 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-06-10 | 2025-06-11 | -0.86 | 1 |
| Metric | 11403739:btcusd:triple_med_gx:lsma60_140 | 11403739:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.59% | 18.93% |
| Worst Week | -5.26% | -12.33% |
| Best Month | 8.3% | 37.42% |
| Worst Month | -1.26% | -17.69% |
| Best Year | 28.52% | 38.02% |
| Worst Year | 1.93% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 2.1% | 4.09% |
| Avg. Down Week | -2.32% | -3.99% |
| Avg. Up Month | 3.14% | 12.23% |
| Avg. Down Month | -1.14% | -6.43% |
| Win Days % | 50.88% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 64.52% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |