| Metric | 11402486:btcusd:triple_med_gx:lsma60_135 | 11402486:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 36.88% | 61.16% |
| Max Drawdown | -17.05% | -29.51% |
| Sharpe | 0.62 | 0.59 |
| Sortino | 0.99 | 0.85 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 17.65 | 3.48 |
| Outlier Loss Ratio | 3.97 | 3.42 |
| Volatility (ann.) | 13.84% | 25.19% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.1 | 2.0 |
| Skew | 2.06 | 0.21 |
| Kurtosis | 37.27 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.44% | 3.74% |
| Expected Yearly % | 17.0% | 26.95% |
| Kelly Criterion | 6.0% | 9.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.13% |
| Expected Shortfall (cVaR) | -1.17% | -2.13% |
| Year | 11402486:BTCUSD | 11402486:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.93 | 0.79 | - |
| 2025 | 16.76 | 5.35 | 0.32 | - |
| Metric | 11402486:btcusd:triple_med_gx:lsma60_135 | 11402486:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 8.84% | 31.46% |
| 6M | 6.57% | 12.77% |
| YTD | 5.35% | 16.76% |
| 1Y | 32.78% | 56.84% |
| 3Y (ann.) | 35.74% | 59.12% |
| 5Y (ann.) | 35.74% | 59.12% |
| Metric | 11402486:btcusd:triple_med_gx:lsma60_135 | 11402486:BTCUSD |
|---|---|---|
| Max Drawdown | -17.05% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -3.23% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 2.16 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-11 | -17.05 | 100 |
| 2024-06-05 | 2024-09-10 | -11.57 | 97 |
| 2024-12-21 | 2025-03-02 | -9.44 | 71 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-12 | -5.53 | 28 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| Metric | 11402486:btcusd:triple_med_gx:lsma60_135 | 11402486:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.7% | -12.33% |
| Best Month | 10.64% | 37.42% |
| Worst Month | -4.92% | -17.69% |
| Best Year | 29.93% | 38.02% |
| Worst Year | 5.35% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 4.4% | 4.14% |
| Avg. Down Week | -3.3% | -4.45% |
| Avg. Up Month | 7.27% | 13.44% |
| Avg. Down Month | -4.09% | -9.04% |
| Win Days % | 49.38% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |