| Metric | 11403292:btcusd:triple_med_gx:lsma60_140 | 11403292:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 2.88% | 61.16% |
| Max Drawdown | -16.8% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.18 | 0.85 |
| Payoff Ratio | 1.1 | 1.02 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 31.65 | 3.12 |
| Outlier Loss Ratio | 3.83 | 3.02 |
| Volatility (ann.) | 9.97% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.17 | 2.0 |
| Skew | 2.1 | 0.21 |
| Kurtosis | 52.04 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.22% | 3.74% |
| Expected Yearly % | 1.43% | 26.95% |
| Kelly Criterion | -1.2% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11403292:BTCUSD | 11403292:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.16 | 0.06 | - |
| 2025 | 16.76 | 0.70 | 0.04 | - |
| Metric | 11403292:btcusd:triple_med_gx:lsma60_140 | 11403292:BTCUSD |
|---|---|---|
| MTD | 3.22% | 4.16% |
| 3M | 1.71% | 31.46% |
| 6M | -0.6% | 12.77% |
| YTD | 0.7% | 16.76% |
| 1Y | 2.72% | 56.84% |
| 3Y (ann.) | 2.8% | 59.12% |
| 5Y (ann.) | 2.8% | 59.12% |
| Metric | 11403292:btcusd:triple_med_gx:lsma60_140 | 11403292:BTCUSD |
|---|---|---|
| Max Drawdown | -16.8% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.07% | -4.82% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-14 | -16.80 | 129 |
| 2024-12-05 | 2025-06-11 | -10.54 | 188 |
| 2024-11-03 | 2024-12-05 | -1.89 | 31 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403292:btcusd:triple_med_gx:lsma60_140 | 11403292:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 11.97% | 37.42% |
| Worst Month | -9.87% | -17.69% |
| Best Year | 2.16% | 38.02% |
| Worst Year | 0.7% | 16.76% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 3.6% | 4.31% |
| Avg. Down Week | -1.89% | -4.02% |
| Avg. Up Month | 6.19% | 9.24% |
| Avg. Down Month | -4.33% | -7.82% |
| Win Days % | 46.91% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |