| Metric | 11403795:btcusd:triple_med_gx:lsma60_140 | 11403795:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 20.06% | 61.16% |
| Max Drawdown | -20.05% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.56 | 0.85 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 19.77 | 3.75 |
| Outlier Loss Ratio | 3.74 | 3.52 |
| Volatility (ann.) | 14.99% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.97 | 2.0 |
| Skew | 1.1 | 0.21 |
| Kurtosis | 43.6 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.42% | 3.74% |
| Expected Yearly % | 9.57% | 26.95% |
| Kelly Criterion | 3.45% | 7.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.13% |
| Expected Shortfall (cVaR) | -1.28% | -2.13% |
| Year | 11403795:BTCUSD | 11403795:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.08 | -0.03 | - |
| 2025 | 16.76 | 21.37 | 1.27 | + |
| Metric | 11403795:btcusd:triple_med_gx:lsma60_140 | 11403795:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 10.08% | 31.46% |
| 6M | 14.65% | 12.77% |
| YTD | 21.37% | 16.76% |
| 1Y | 16.08% | 56.84% |
| 3Y (ann.) | 19.47% | 59.12% |
| 5Y (ann.) | 19.47% | 59.12% |
| Metric | 11403795:btcusd:triple_med_gx:lsma60_140 | 11403795:BTCUSD |
|---|---|---|
| Max Drawdown | -20.05% | -29.51% |
| Longest DD Days | 168.0 | 144.0 |
| Avg. Drawdown | -4.57% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 1.0 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2024-11-29 | -20.05 | 168 |
| 2025-03-03 | 2025-06-09 | -12.41 | 98 |
| 2024-12-05 | 2025-03-02 | -10.78 | 87 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2024-06-05 | 2024-06-14 | -1.21 | 8 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403795:btcusd:triple_med_gx:lsma60_140 | 11403795:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.12% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 5.29% | 37.42% |
| Worst Month | -4.15% | -17.69% |
| Best Year | 21.37% | 38.02% |
| Worst Year | -1.08% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 2.29% | 4.41% |
| Avg. Down Week | -2.26% | -4.32% |
| Avg. Up Month | 2.53% | 13.54% |
| Avg. Down Month | -3.03% | -5.29% |
| Win Days % | 49.67% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |