| Metric | 11401928:btcusd:triple_med_gx:lsma60_135 | 11401928:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 18.1% | 61.16% |
| Max Drawdown | -23.69% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.5 | 0.85 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 19.14 | 3.76 |
| Outlier Loss Ratio | 3.62 | 3.6 |
| Volatility (ann.) | 15.58% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.74 | 2.0 |
| Skew | 0.7 | 0.21 |
| Kurtosis | 39.16 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.29% | 3.74% |
| Expected Yearly % | 8.67% | 26.95% |
| Kelly Criterion | 3.71% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11401928:BTCUSD | 11401928:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.90 | -0.08 | - |
| 2025 | 16.76 | 21.62 | 1.29 | + |
| Metric | 11401928:btcusd:triple_med_gx:lsma60_135 | 11401928:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 20.41% | 31.46% |
| 6M | 21.69% | 12.77% |
| YTD | 21.62% | 16.76% |
| 1Y | 12.85% | 56.84% |
| 3Y (ann.) | 17.58% | 59.12% |
| 5Y (ann.) | 17.58% | 59.12% |
| Metric | 11401928:btcusd:triple_med_gx:lsma60_135 | 11401928:BTCUSD |
|---|---|---|
| Max Drawdown | -23.69% | -29.51% |
| Longest DD Days | 269.0 | 144.0 |
| Avg. Drawdown | -3.28% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.76 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-02 | -23.69 | 269 |
| 2025-03-03 | 2025-05-10 | -13.49 | 68 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-05-11 | 2025-05-20 | -1.28 | 9 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-06-08 | 2025-06-09 | -0.67 | 0 |
| 2025-05-22 | 2025-05-31 | -0.65 | 9 |
| Metric | 11401928:btcusd:triple_med_gx:lsma60_135 | 11401928:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.65% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 10.56% | 37.42% |
| Worst Month | -9.24% | -17.69% |
| Best Year | 21.62% | 38.02% |
| Worst Year | -2.9% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 2.98% | 3.52% |
| Avg. Down Week | -2.55% | -5.15% |
| Avg. Up Month | 3.84% | 8.85% |
| Avg. Down Month | -5.91% | -13.21% |
| Win Days % | 50.22% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |