| Metric | 11402431:btcusd:triple_med_gx:lsma60_135 | 11402431:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 52.98% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.82 | 0.59 |
| Sortino | 1.37 | 0.85 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 18.44 | 3.75 |
| Outlier Loss Ratio | 3.96 | 3.35 |
| Volatility (ann.) | 13.8% | 25.19% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.66 | 2.0 |
| Skew | 2.59 | 0.21 |
| Kurtosis | 35.23 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.32% | 3.74% |
| Expected Yearly % | 23.69% | 26.95% |
| Kelly Criterion | 8.73% | 9.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.13% |
| Expected Shortfall (cVaR) | -1.16% | -2.13% |
| Year | 11402431:BTCUSD | 11402431:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.90 | 0.73 | - |
| 2025 | 16.76 | 19.61 | 1.17 | + |
| Metric | 11402431:btcusd:triple_med_gx:lsma60_135 | 11402431:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.02% | 31.46% |
| 6M | 20.81% | 12.77% |
| YTD | 19.61% | 16.76% |
| 1Y | 48.18% | 56.84% |
| 3Y (ann.) | 51.26% | 59.12% |
| 5Y (ann.) | 51.26% | 59.12% |
| Metric | 11402431:btcusd:triple_med_gx:lsma60_135 | 11402431:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 80.0 | 144.0 |
| Avg. Drawdown | -3.91% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 3.79 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2025-03-02 | 2025-05-22 | -11.84 | 80 |
| 2024-12-21 | 2025-03-01 | -11.70 | 70 |
| 2024-08-09 | 2024-09-13 | -8.75 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-05-23 | 2025-06-09 | -6.17 | 17 |
| 2024-09-14 | 2024-10-14 | -6.09 | 30 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | 11402431:btcusd:triple_med_gx:lsma60_135 | 11402431:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.18% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 27.9% | 38.02% |
| Worst Year | 19.61% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 4.56% | 4.41% |
| Avg. Down Week | -2.95% | -3.8% |
| Avg. Up Month | 5.44% | 13.54% |
| Avg. Down Month | -6.9% | -7.35% |
| Win Days % | 49.9% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |