| Metric | 11403849:btcusd:triple_med_gx:lsma60_140 | 11403849:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 10.23% | 61.16% |
| Max Drawdown | -24.33% | -29.51% |
| Sharpe | 0.23 | 0.59 |
| Sortino | 0.35 | 0.85 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 19.49 | 3.75 |
| Outlier Loss Ratio | 3.79 | 3.56 |
| Volatility (ann.) | 15.4% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.41 | 2.0 |
| Skew | 1.45 | 0.21 |
| Kurtosis | 43.67 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.75% | 3.74% |
| Expected Yearly % | 4.99% | 26.95% |
| Kelly Criterion | 0.93% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11403849:BTCUSD | 11403849:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.01 | -0.03 | - |
| 2025 | 16.76 | 11.36 | 0.68 | - |
| Metric | 11403849:btcusd:triple_med_gx:lsma60_140 | 11403849:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 9.3% | 31.46% |
| 6M | 5.64% | 12.77% |
| YTD | 11.36% | 16.76% |
| 1Y | 10.05% | 56.84% |
| 3Y (ann.) | 9.95% | 59.12% |
| 5Y (ann.) | 9.95% | 59.12% |
| Metric | 11403849:btcusd:triple_med_gx:lsma60_140 | 11403849:BTCUSD |
|---|---|---|
| Max Drawdown | -24.33% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.53% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -24.33 | 151 |
| 2025-03-03 | 2025-06-09 | -12.55 | 98 |
| 2024-12-05 | 2025-03-02 | -12.40 | 87 |
| 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 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-11-29 | 2024-11-29 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403849:btcusd:triple_med_gx:lsma60_140 | 11403849:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.37% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 7.58% | 37.42% |
| Worst Month | -5.41% | -17.69% |
| Best Year | 11.36% | 38.02% |
| Worst Year | -1.01% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 3.08% | 4.34% |
| Avg. Down Week | -2.35% | -4.7% |
| Avg. Up Month | 5.29% | 15.26% |
| Avg. Down Month | -3.46% | -9.25% |
| Win Days % | 47.97% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |