| Metric | 11399817:btcusd:triple_med_gx:lsma60_130 | 11399817:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 12.44% | 61.16% |
| Max Drawdown | -15.58% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.53 | 0.85 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.66 | 1.07 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.46 | 0.98 |
| Outlier Win Ratio | 32.2 | 3.13 |
| Outlier Loss Ratio | 3.84 | 3.02 |
| Volatility (ann.) | 9.81% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.78 | 2.0 |
| Skew | 2.37 | 0.21 |
| Kurtosis | 54.39 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.91% | 3.74% |
| Expected Yearly % | 6.04% | 26.95% |
| Kelly Criterion | 2.9% | 6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.13% |
| Expected Shortfall (cVaR) | -0.84% | -2.13% |
| Year | 11399817:BTCUSD | 11399817:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.99 | 0.16 | - |
| 2025 | 16.76 | 6.08 | 0.36 | - |
| Metric | 11399817:btcusd:triple_med_gx:lsma60_130 | 11399817:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 3.32% | 31.46% |
| 6M | 4.16% | 12.77% |
| YTD | 6.08% | 16.76% |
| 1Y | 12.27% | 56.84% |
| 3Y (ann.) | 12.09% | 59.12% |
| 5Y (ann.) | 12.09% | 59.12% |
| Metric | 11399817:btcusd:triple_med_gx:lsma60_130 | 11399817:BTCUSD |
|---|---|---|
| Max Drawdown | -15.58% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -3.02% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.8 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-11 | -15.58 | 126 |
| 2024-12-05 | 2025-04-09 | -8.28 | 125 |
| 2025-04-10 | 2025-06-11 | -5.95 | 62 |
| 2024-11-26 | 2024-12-05 | -2.45 | 8 |
| 2024-11-04 | 2024-11-26 | -1.74 | 21 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 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 |
| Metric | 11399817:btcusd:triple_med_gx:lsma60_130 | 11399817:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 11.97% | 37.42% |
| Worst Month | -9.87% | -17.69% |
| Best Year | 6.08% | 38.02% |
| Worst Year | 5.99% | 16.76% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 4.18% | 4.68% |
| Avg. Down Week | -1.46% | -4.09% |
| Avg. Up Month | 6.31% | 9.24% |
| Avg. Down Month | -4.01% | -7.59% |
| Win Days % | 47.92% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 39.29% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |