| Metric | 11398960:btcusd:triple_med_gx:lsma60_125 | 11398960:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 27.1% | 61.16% |
| Max Drawdown | -23.61% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.68 | 0.85 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 17.45 | 3.76 |
| Outlier Loss Ratio | 3.81 | 3.52 |
| Volatility (ann.) | 15.31% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.11 | 2.0 |
| Skew | 0.31 | 0.21 |
| Kurtosis | 33.68 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.86% | 3.74% |
| Expected Yearly % | 12.74% | 26.95% |
| Kelly Criterion | 4.33% | 8.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11398960:BTCUSD | 11398960:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.52 | 0.20 | - |
| 2025 | 16.76 | 18.21 | 1.09 | + |
| Metric | 11398960:btcusd:triple_med_gx:lsma60_125 | 11398960:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 20.37% | 31.46% |
| 6M | 17.57% | 12.77% |
| YTD | 18.21% | 16.76% |
| 1Y | 24.51% | 56.84% |
| 3Y (ann.) | 26.29% | 59.12% |
| 5Y (ann.) | 26.29% | 59.12% |
| Metric | 11398960:btcusd:triple_med_gx:lsma60_125 | 11398960:BTCUSD |
|---|---|---|
| Max Drawdown | -23.61% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -4.13% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.15 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -23.61 | 148 |
| 2025-03-06 | 2025-05-08 | -12.99 | 63 |
| 2024-12-05 | 2025-03-05 | -10.38 | 89 |
| 2025-05-23 | 2025-06-09 | -6.70 | 17 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| 2025-05-10 | 2025-05-21 | -2.05 | 11 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2025-05-09 | 2025-05-10 | -0.29 | 1 |
| Metric | 11398960:btcusd:triple_med_gx:lsma60_125 | 11398960:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.24% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 18.21% | 38.02% |
| Worst Year | 7.52% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.07% | 4.54% |
| Avg. Down Week | -2.71% | -3.4% |
| Avg. Up Month | 5.36% | 12.23% |
| Avg. Down Month | -3.43% | -7.82% |
| Win Days % | 49.32% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |