| Metric | 11400149:btcusd:triple_med_gx:lsma60_130 | 11400149:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 1.38% | 61.16% |
| Max Drawdown | -21.36% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.15 | 0.85 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 19.71 | 3.89 |
| Outlier Loss Ratio | 3.54 | 3.6 |
| Volatility (ann.) | 15.82% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.06 | 2.0 |
| Skew | 0.67 | 0.21 |
| Kurtosis | 37.07 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.11% | 3.74% |
| Expected Yearly % | 0.69% | 26.95% |
| Kelly Criterion | -0.38% | 4.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11400149:BTCUSD | 11400149:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.05 | 0.00 | - |
| 2025 | 16.76 | 1.33 | 0.08 | - |
| Metric | 11400149:btcusd:triple_med_gx:lsma60_130 | 11400149:BTCUSD |
|---|---|---|
| MTD | 0.91% | 4.16% |
| 3M | 7.01% | 31.46% |
| 6M | 0.56% | 12.77% |
| YTD | 1.33% | 16.76% |
| 1Y | -3.44% | 56.84% |
| 3Y (ann.) | 1.35% | 59.12% |
| 5Y (ann.) | 1.35% | 59.12% |
| Metric | 11400149:btcusd:triple_med_gx:lsma60_130 | 11400149:BTCUSD |
|---|---|---|
| Max Drawdown | -21.36% | -29.51% |
| Longest DD Days | 167.0 | 144.0 |
| Avg. Drawdown | -5.3% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.06 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-12-25 | -21.36 | 145 |
| 2024-12-26 | 2025-06-11 | -18.86 | 167 |
| 2024-06-05 | 2024-08-01 | -5.85 | 57 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11400149:btcusd:triple_med_gx:lsma60_130 | 11400149:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.66% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 9.92% | 37.42% |
| Worst Month | -8.67% | -17.69% |
| Best Year | 1.33% | 38.02% |
| Worst Year | 0.05% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.92% | -0.93% |
| Avg. Up Week | 2.07% | 3.6% |
| Avg. Down Week | -3.13% | -4.94% |
| Avg. Up Month | 3.46% | 13.34% |
| Avg. Down Month | -8.11% | -13.21% |
| Win Days % | 49.05% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |