| Metric | 11393941:btcusd:triple_med_gx:lsma60_110 | 11393941:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 32.86% | 61.16% |
| Max Drawdown | -25.4% | -29.51% |
| Sharpe | 0.5 | 0.59 |
| Sortino | 0.78 | 0.85 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 16.05 | 3.79 |
| Outlier Loss Ratio | 3.81 | 3.57 |
| Volatility (ann.) | 16.27% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.25 | 2.0 |
| Skew | 1.26 | 0.21 |
| Kurtosis | 35.52 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.21% | 3.74% |
| Expected Yearly % | 15.26% | 26.95% |
| Kelly Criterion | 4.96% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11393941:BTCUSD | 11393941:btcusd:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.48 | 0.43 | - |
| 2025 | 16.76 | 14.06 | 0.84 | - |
| Metric | 11393941:btcusd:triple_med_gx:lsma60_110 | 11393941:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 9.0% | 31.46% |
| 6M | 15.34% | 12.77% |
| YTD | 14.06% | 16.76% |
| 1Y | 31.25% | 56.84% |
| 3Y (ann.) | 31.85% | 59.12% |
| 5Y (ann.) | 31.85% | 59.12% |
| Metric | 11393941:btcusd:triple_med_gx:lsma60_110 | 11393941:BTCUSD |
|---|---|---|
| Max Drawdown | -25.4% | -29.51% |
| Longest DD Days | 129.0 | 144.0 |
| Avg. Drawdown | -4.22% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.29 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-14 | -25.40 | 129 |
| 2025-03-03 | 2025-06-09 | -17.03 | 98 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-04 | 2024-11-05 | -1.54 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| Metric | 11393941:btcusd:triple_med_gx:lsma60_110 | 11393941:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.66% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.38% | 37.42% |
| Worst Month | -5.12% | -17.69% |
| Best Year | 16.48% | 38.02% |
| Worst Year | 14.06% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 3.05% | 3.96% |
| Avg. Down Week | -1.92% | -4.55% |
| Avg. Up Month | 4.7% | 12.23% |
| Avg. Down Month | -3.65% | -11.25% |
| Win Days % | 49.72% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 58.82% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |