| Metric | 11402152:btcusd:triple_med_gx:lsma60_135 | 11402152:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 17.71% | 61.16% |
| Max Drawdown | -21.14% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.52 | 0.85 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 19.64 | 3.75 |
| Outlier Loss Ratio | 3.78 | 3.56 |
| Volatility (ann.) | 15.36% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.81 | 2.0 |
| Skew | 1.52 | 0.21 |
| Kurtosis | 44.58 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.26% | 3.74% |
| Expected Yearly % | 8.49% | 26.95% |
| Kelly Criterion | 3.3% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11402152:BTCUSD | 11402152:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.02 | 0.08 | - |
| 2025 | 16.76 | 14.26 | 0.85 | - |
| Metric | 11402152:btcusd:triple_med_gx:lsma60_135 | 11402152:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 9.6% | 31.46% |
| 6M | 11.13% | 12.77% |
| YTD | 14.26% | 16.76% |
| 1Y | 20.65% | 56.84% |
| 3Y (ann.) | 17.2% | 59.12% |
| 5Y (ann.) | 17.2% | 59.12% |
| Metric | 11402152:btcusd:triple_med_gx:lsma60_135 | 11402152:BTCUSD |
|---|---|---|
| Max Drawdown | -21.14% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -8.0% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | 0.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -21.14 | 151 |
| 2025-03-03 | 2025-06-09 | -13.03 | 98 |
| 2024-12-05 | 2025-03-02 | -8.42 | 87 |
| 2024-11-06 | 2024-12-04 | -3.31 | 28 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| Metric | 11402152:btcusd:triple_med_gx:lsma60_135 | 11402152:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.0% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 7.06% | 37.42% |
| Worst Month | -8.9% | -17.69% |
| Best Year | 14.26% | 38.02% |
| Worst Year | 3.02% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 2.75% | 4.04% |
| Avg. Down Week | -1.88% | -4.7% |
| Avg. Up Month | 3.93% | 12.39% |
| Avg. Down Month | -2.98% | -9.25% |
| Win Days % | 48.91% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |