| Metric | 11396484:btcusd:triple_med_gx:lsma60_120 | 11396484:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 5.73% | 61.16% |
| Max Drawdown | -15.45% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.29 | 0.85 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.59 | 0.64 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 34.36 | 3.12 |
| Outlier Loss Ratio | 3.93 | 3.02 |
| Volatility (ann.) | 9.67% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.36 | 2.0 |
| Skew | 2.36 | 0.21 |
| Kurtosis | 57.08 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.43% | 3.74% |
| Expected Yearly % | 2.82% | 26.95% |
| Kelly Criterion | -0.2% | 8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11396484:BTCUSD | 11396484:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.16 | 0.08 | - |
| 2025 | 16.76 | 2.49 | 0.15 | - |
| Metric | 11396484:btcusd:triple_med_gx:lsma60_120 | 11396484:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 0.76% | 31.46% |
| 6M | 0.63% | 12.77% |
| YTD | 2.49% | 16.76% |
| 1Y | 5.56% | 56.84% |
| 3Y (ann.) | 5.57% | 59.12% |
| 5Y (ann.) | 5.57% | 59.12% |
| Metric | 11396484:btcusd:triple_med_gx:lsma60_120 | 11396484:BTCUSD |
|---|---|---|
| Max Drawdown | -15.45% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.41% | -4.82% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.37 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-11 | -15.45 | 126 |
| 2024-12-05 | 2025-06-11 | -8.58 | 188 |
| 2024-10-30 | 2024-12-05 | -2.71 | 36 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11396484:btcusd:triple_med_gx:lsma60_120 | 11396484:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 10.24% | 37.42% |
| Worst Month | -9.87% | -17.69% |
| Best Year | 3.16% | 38.02% |
| Worst Year | 2.49% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 3.54% | 4.68% |
| Avg. Down Week | -1.46% | -4.09% |
| Avg. Up Month | 5.16% | 7.04% |
| Avg. Down Month | -4.21% | -7.59% |
| Win Days % | 45.09% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 37.93% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |