| Metric | 11393830:btcusd:triple_med_gx:lsma60_110 | 11393830:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 18.06% | 61.16% |
| Max Drawdown | -26.51% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.5 | 0.85 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 16.74 | 3.89 |
| Outlier Loss Ratio | 3.73 | 3.57 |
| Volatility (ann.) | 16.48% | 25.19% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.66 | 2.0 |
| Skew | 1.27 | 0.21 |
| Kurtosis | 34.01 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.29% | 3.74% |
| Expected Yearly % | 8.65% | 26.95% |
| Kelly Criterion | 2.85% | 7.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.13% |
| Expected Shortfall (cVaR) | -1.4% | -2.13% |
| Year | 11393830:BTCUSD | 11393830:btcusd:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.59 | -0.02 | - |
| 2025 | 16.76 | 18.75 | 1.12 | + |
| Metric | 11393830:btcusd:triple_med_gx:lsma60_110 | 11393830:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 3.56% | 31.46% |
| 6M | 13.43% | 12.77% |
| YTD | 18.75% | 16.76% |
| 1Y | 18.42% | 56.84% |
| 3Y (ann.) | 17.53% | 59.12% |
| 5Y (ann.) | 17.53% | 59.12% |
| Metric | 11393830:btcusd:triple_med_gx:lsma60_110 | 11393830:BTCUSD |
|---|---|---|
| Max Drawdown | -26.51% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -5.45% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.68 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-29 | -26.51 | 174 |
| 2025-03-03 | 2025-06-11 | -16.27 | 100 |
| 2024-12-05 | 2025-02-28 | -10.46 | 85 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| 2025-03-02 | 2025-03-02 | -0.14 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393830:btcusd:triple_med_gx:lsma60_110 | 11393830:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.92% | 18.93% |
| Worst Week | -6.93% | -12.33% |
| Best Month | 9.31% | 37.42% |
| Worst Month | -6.54% | -17.69% |
| Best Year | 18.75% | 38.02% |
| Worst Year | -0.59% | 16.76% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 3.0% | 4.37% |
| Avg. Down Week | -2.67% | -3.96% |
| Avg. Up Month | 3.79% | 12.39% |
| Avg. Down Month | -5.29% | -6.43% |
| Win Days % | 48.22% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 58.82% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |