| Metric | 11398132:btcusd:triple_med_gx:lsma60_125 | 11398132:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 4.18% | 61.16% |
| Max Drawdown | -15.31% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.23 | 0.85 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 34.07 | 3.12 |
| Outlier Loss Ratio | 3.92 | 3.02 |
| Volatility (ann.) | 9.72% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.27 | 2.0 |
| Skew | 2.37 | 0.21 |
| Kurtosis | 56.33 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.32% | 3.74% |
| Expected Yearly % | 2.07% | 26.95% |
| Kelly Criterion | -1.39% | 8.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11398132:BTCUSD | 11398132:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.74 | 0.02 | - |
| 2025 | 16.76 | 3.42 | 0.20 | - |
| Metric | 11398132:btcusd:triple_med_gx:lsma60_125 | 11398132:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 1.75% | 31.46% |
| 6M | 1.54% | 12.77% |
| YTD | 3.42% | 16.76% |
| 1Y | 4.02% | 56.84% |
| 3Y (ann.) | 4.07% | 59.12% |
| 5Y (ann.) | 4.07% | 59.12% |
| Metric | 11398132:btcusd:triple_med_gx:lsma60_125 | 11398132:BTCUSD |
|---|---|---|
| Max Drawdown | -15.31% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.95% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.27 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-12 | -15.31 | 127 |
| 2024-12-05 | 2025-06-11 | -8.65 | 188 |
| 2024-10-15 | 2024-12-05 | -4.40 | 51 |
| 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 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11398132:btcusd:triple_med_gx:lsma60_125 | 11398132: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 | 3.42% | 38.02% |
| Worst Year | 0.74% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 3.39% | 4.68% |
| Avg. Down Week | -1.62% | -3.87% |
| Avg. Up Month | 4.11% | 8.22% |
| Avg. Down Month | -4.21% | -7.59% |
| Win Days % | 44.8% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |