| Metric | 11398182:btcusd:triple_med_gx:lsma60_125 | 11398182:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 4.92% | 61.16% |
| Max Drawdown | -15.55% | -29.51% |
| Sharpe | 0.17 | 0.59 |
| Sortino | 0.26 | 0.85 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.58 | 0.66 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 32.85 | 3.09 |
| Outlier Loss Ratio | 4.0 | 3.02 |
| Volatility (ann.) | 9.5% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.31 | 2.0 |
| Skew | 2.38 | 0.21 |
| Kurtosis | 57.96 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.37% | 3.74% |
| Expected Yearly % | 2.43% | 26.95% |
| Kelly Criterion | -0.3% | 10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11398182:BTCUSD | 11398182:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.67 | -0.02 | - |
| 2025 | 16.76 | 5.63 | 0.34 | - |
| Metric | 11398182:btcusd:triple_med_gx:lsma60_125 | 11398182:BTCUSD |
|---|---|---|
| MTD | 3.58% | 4.16% |
| 3M | 5.43% | 31.46% |
| 6M | 4.83% | 12.77% |
| YTD | 5.63% | 16.76% |
| 1Y | 4.04% | 56.84% |
| 3Y (ann.) | 4.78% | 59.12% |
| 5Y (ann.) | 4.78% | 59.12% |
| Metric | 11398182:btcusd:triple_med_gx:lsma60_125 | 11398182:BTCUSD |
|---|---|---|
| Max Drawdown | -15.55% | -29.51% |
| Longest DD Days | 239.0 | 144.0 |
| Avg. Drawdown | -3.78% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-11 | -15.55 | 125 |
| 2024-10-15 | 2025-06-11 | -15.21 | 239 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11398182:btcusd:triple_med_gx:lsma60_125 | 11398182:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.04% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 11.04% | 37.42% |
| Worst Month | -8.62% | -17.69% |
| Best Year | 5.63% | 38.02% |
| Worst Year | -0.67% | 16.76% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 3.17% | 3.77% |
| Avg. Down Week | -1.51% | -3.33% |
| Avg. Up Month | 6.47% | 9.24% |
| Avg. Down Month | -6.78% | -4.22% |
| Win Days % | 45.21% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |