| Metric | 11405860:btcusd:triple_med_gx:lsma60_145 | 11405860:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 30.88% | 75.42% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.55 | 0.63 |
| Sortino | 0.84 | 0.92 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.67 | 0.67 |
| Tail Ratio | 1.21 | 0.96 |
| Outlier Win Ratio | 20.6 | 3.54 |
| Outlier Loss Ratio | 3.95 | 3.55 |
| Volatility (ann.) | 12.12% | 24.55% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.93 | 2.19 |
| Skew | 0.67 | 0.2 |
| Kurtosis | 15.81 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.94% | 4.1% |
| Expected Yearly % | 14.4% | 32.45% |
| Kelly Criterion | 5.29% | 10.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.07% |
| Expected Shortfall (cVaR) | -1.02% | -2.07% |
| Year | 11405860:BTCUSD | 11405860:btcusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.49 | 0.22 | - |
| 2025 | 27.10 | 20.64 | 0.76 | - |
| Metric | 11405860:btcusd:triple_med_gx:lsma60_145 | 11405860:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.03% | 41.88% |
| 6M | 14.97% | 22.91% |
| YTD | 20.64% | 27.1% |
| 1Y | 44.25% | 82.29% |
| 3Y (ann.) | 27.0% | 64.73% |
| 5Y (ann.) | 27.0% | 64.73% |
| Metric | 11405860:btcusd:triple_med_gx:lsma60_145 | 11405860:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -4.68% | -4.71% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 2.21 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2025-03-06 | 2025-06-09 | -11.52 | 95 |
| 2024-08-09 | 2024-09-13 | -9.07 | 35 |
| 2024-12-05 | 2025-02-03 | -8.11 | 60 |
| 2024-09-14 | 2024-10-14 | -6.94 | 30 |
| 2025-06-10 | 2025-07-17 | -6.75 | 37 |
| 2025-02-04 | 2025-03-04 | -4.84 | 28 |
| 2024-10-15 | 2024-12-02 | -1.24 | 48 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | 11405860:btcusd:triple_med_gx:lsma60_145 | 11405860:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 8.24% | 37.42% |
| Worst Month | -9.82% | -17.69% |
| Best Year | 20.64% | 38.02% |
| Worst Year | 8.49% | 27.1% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 2.85% | 3.44% |
| Avg. Down Week | -3.32% | -3.84% |
| Avg. Up Month | 4.16% | 8.38% |
| Avg. Down Month | -6.2% | -4.72% |
| Win Days % | 48.7% | 51.89% |
| Win Month % | 83.33% | 64.29% |
| Win Week % | 61.29% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |