| Metric | 11403627:btcusd:triple_med_gx:lsma60_140 | 11403627:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 6.81% | 61.16% |
| Max Drawdown | -22.96% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.27 | 0.85 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 19.95 | 3.76 |
| Outlier Loss Ratio | 3.58 | 3.57 |
| Volatility (ann.) | 15.42% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.29 | 2.0 |
| Skew | 0.74 | 0.21 |
| Kurtosis | 40.68 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.51% | 3.74% |
| Expected Yearly % | 3.35% | 26.95% |
| Kelly Criterion | 0.96% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11403627:BTCUSD | 11403627:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.25 | -0.11 | - |
| 2025 | 16.76 | 11.55 | 0.69 | - |
| Metric | 11403627:btcusd:triple_med_gx:lsma60_140 | 11403627:BTCUSD |
|---|---|---|
| MTD | 0.91% | 4.16% |
| 3M | 14.9% | 31.46% |
| 6M | 7.84% | 12.77% |
| YTD | 11.55% | 16.76% |
| 1Y | 2.04% | 56.84% |
| 3Y (ann.) | 6.63% | 59.12% |
| 5Y (ann.) | 6.63% | 59.12% |
| Metric | 11403627:btcusd:triple_med_gx:lsma60_140 | 11403627:BTCUSD |
|---|---|---|
| Max Drawdown | -22.96% | -29.51% |
| Longest DD Days | 360.0 | 144.0 |
| Avg. Drawdown | -2.9% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.3 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-31 | -22.96 | 360 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-06-03 | 2025-06-03 | -0.52 | 0 |
| 2025-06-08 | 2025-06-11 | -0.52 | 2 |
| 2025-06-01 | 2025-06-01 | -0.48 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403627:btcusd:triple_med_gx:lsma60_140 | 11403627:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 5.88% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 10.89% | 37.42% |
| Worst Month | -9.57% | -17.69% |
| Best Year | 11.55% | 38.02% |
| Worst Year | -4.25% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 2.22% | 3.7% |
| Avg. Down Week | -2.95% | -5.34% |
| Avg. Up Month | 3.53% | 8.67% |
| Avg. Down Month | -4.95% | -9.88% |
| Win Days % | 49.45% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 61.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |