| Metric | 11401872:btcusd:triple_med_gx:lsma60_135 | 11401872:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 9.51% | 61.16% |
| Max Drawdown | -21.36% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.32 | 0.85 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.12 | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 19.77 | 3.89 |
| Outlier Loss Ratio | 3.52 | 3.6 |
| Volatility (ann.) | 15.77% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.43 | 2.0 |
| Skew | 0.72 | 0.21 |
| Kurtosis | 37.54 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.7% | 3.74% |
| Expected Yearly % | 4.65% | 26.95% |
| Kelly Criterion | 2.55% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11401872:BTCUSD | 11401872:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.66 | 0.02 | - |
| 2025 | 16.76 | 8.79 | 0.52 | - |
| Metric | 11401872:btcusd:triple_med_gx:lsma60_135 | 11401872:BTCUSD |
|---|---|---|
| MTD | 0.91% | 4.16% |
| 3M | 12.06% | 31.46% |
| 6M | 6.33% | 12.77% |
| YTD | 8.79% | 16.76% |
| 1Y | 4.44% | 56.84% |
| 3Y (ann.) | 9.25% | 59.12% |
| 5Y (ann.) | 9.25% | 59.12% |
| Metric | 11401872:btcusd:triple_med_gx:lsma60_135 | 11401872:BTCUSD |
|---|---|---|
| Max Drawdown | -21.36% | -29.51% |
| Longest DD Days | 296.0 | 144.0 |
| Avg. Drawdown | -2.84% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-05-25 | -21.36 | 296 |
| 2024-06-05 | 2024-08-01 | -5.85 | 57 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-05-30 | 2025-05-31 | -0.79 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-06-03 | 2025-06-03 | -0.52 | 0 |
| 2025-06-08 | 2025-06-11 | -0.52 | 2 |
| 2025-06-01 | 2025-06-01 | -0.48 | 0 |
| Metric | 11401872:btcusd:triple_med_gx:lsma60_135 | 11401872:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.72% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 14.26% | 37.42% |
| Worst Month | -6.51% | -17.69% |
| Best Year | 8.79% | 38.02% |
| Worst Year | 0.66% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 2.42% | 3.7% |
| Avg. Down Week | -2.8% | -4.94% |
| Avg. Up Month | 4.29% | 13.34% |
| Avg. Down Month | -5.87% | -13.21% |
| Win Days % | 49.89% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 58.06% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |