| Metric | 11400649:btcusd:triple_med_gx:lsma60_130 | 11400649:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 12.05% | 61.16% |
| Max Drawdown | -21.0% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.38 | 0.85 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 18.87 | 3.75 |
| Outlier Loss Ratio | 3.77 | 3.49 |
| Volatility (ann.) | 14.45% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.56 | 2.0 |
| Skew | -0.19 | 0.21 |
| Kurtosis | 33.91 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.88% | 3.74% |
| Expected Yearly % | 5.85% | 26.95% |
| Kelly Criterion | 2.03% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11400649:BTCUSD | 11400649:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.03 | 0.34 | - |
| 2025 | 16.76 | -0.87 | -0.05 | - |
| Metric | 11400649:btcusd:triple_med_gx:lsma60_130 | 11400649:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.23% | 31.46% |
| 6M | 0.82% | 12.77% |
| YTD | -0.87% | 16.76% |
| 1Y | 10.38% | 56.84% |
| 3Y (ann.) | 11.71% | 59.12% |
| 5Y (ann.) | 11.71% | 59.12% |
| Metric | 11400649:btcusd:triple_med_gx:lsma60_130 | 11400649:BTCUSD |
|---|---|---|
| Max Drawdown | -21.0% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -5.74% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 0.57 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -21.00 | 148 |
| 2025-01-04 | 2025-06-11 | -18.40 | 158 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-06-03 | 2024-06-10 | -1.03 | 6 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-01 | 2024-06-02 | -0.18 | 1 |
| 2024-12-02 | 2024-12-02 | -0.18 | 0 |
| Metric | 11400649:btcusd:triple_med_gx:lsma60_130 | 11400649:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 8.37% | 37.42% |
| Worst Month | -8.57% | -17.69% |
| Best Year | 13.03% | 38.02% |
| Worst Year | -0.87% | 16.76% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.66% | 4.37% |
| Avg. Down Week | -3.51% | -4.51% |
| Avg. Up Month | 3.76% | 12.23% |
| Avg. Down Month | -7.16% | -9.04% |
| Win Days % | 49.4% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |