| Metric | 11403907:btcusd:triple_med_gx:lsma60_140 | 11403907:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 16.74% | 61.16% |
| Max Drawdown | -21.29% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.5 | 0.85 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 19.52 | 3.75 |
| Outlier Loss Ratio | 3.79 | 3.56 |
| Volatility (ann.) | 15.35% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.76 | 2.0 |
| Skew | 1.5 | 0.21 |
| Kurtosis | 44.66 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.2% | 3.74% |
| Expected Yearly % | 8.04% | 26.95% |
| Kelly Criterion | 2.93% | 8.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11403907:BTCUSD | 11403907:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.17 | 0.14 | - |
| 2025 | 16.76 | 11.00 | 0.66 | - |
| Metric | 11403907:btcusd:triple_med_gx:lsma60_140 | 11403907:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 9.21% | 31.46% |
| 6M | 7.64% | 12.77% |
| YTD | 11.0% | 16.76% |
| 1Y | 18.71% | 56.84% |
| 3Y (ann.) | 16.25% | 59.12% |
| 5Y (ann.) | 16.25% | 59.12% |
| Metric | 11403907:btcusd:triple_med_gx:lsma60_140 | 11403907:BTCUSD |
|---|---|---|
| Max Drawdown | -21.29% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.72% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.79 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -21.29 | 151 |
| 2025-03-03 | 2025-05-22 | -13.16 | 80 |
| 2024-12-05 | 2025-03-02 | -8.68 | 87 |
| 2025-05-23 | 2025-06-09 | -7.58 | 17 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-06 | 2024-12-01 | -0.73 | 25 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403907:btcusd:triple_med_gx:lsma60_140 | 11403907:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.5% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 9.49% | 37.42% |
| Worst Month | -8.18% | -17.69% |
| Best Year | 11.0% | 38.02% |
| Worst Year | 5.17% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 2.98% | 4.07% |
| Avg. Down Week | -2.35% | -3.92% |
| Avg. Up Month | 4.93% | 13.23% |
| Avg. Down Month | -3.14% | -9.25% |
| Win Days % | 48.6% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 51.72% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |