| Metric | 11404129:btcusd:triple_med_gx:lsma60_140 | 11404129:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 44.35% | 75.42% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.68 | 0.63 |
| Sortino | 1.12 | 0.92 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 1.2 | 0.96 |
| Outlier Win Ratio | 18.99 | 3.56 |
| Outlier Loss Ratio | 3.89 | 3.49 |
| Volatility (ann.) | 13.25% | 24.55% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.75 | 2.19 |
| Skew | 2.52 | 0.2 |
| Kurtosis | 36.92 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.66% | 4.1% |
| Expected Yearly % | 20.14% | 32.45% |
| Kelly Criterion | 7.99% | 9.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.07% |
| Expected Shortfall (cVaR) | -1.12% | -2.07% |
| Year | 11404129:BTCUSD | 11404129:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.91 | 0.63 | - |
| 2025 | 27.10 | 16.50 | 0.61 | - |
| Metric | 11404129:btcusd:triple_med_gx:lsma60_140 | 11404129:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.19% | 41.88% |
| 6M | 11.07% | 22.91% |
| YTD | 16.5% | 27.1% |
| 1Y | 52.36% | 82.29% |
| 3Y (ann.) | 38.54% | 64.73% |
| 5Y (ann.) | 38.54% | 64.73% |
| Metric | 11404129:btcusd:triple_med_gx:lsma60_140 | 11404129:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -3.8% | -4.71% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 3.17 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2025-03-06 | 2025-06-09 | -11.82 | 95 |
| 2024-12-05 | 2025-03-01 | -10.35 | 85 |
| 2024-08-09 | 2024-09-13 | -8.99 | 35 |
| 2025-06-10 | 2025-07-17 | -6.86 | 37 |
| 2024-09-14 | 2024-10-14 | -5.93 | 30 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-05 | 2024-11-06 | -1.00 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | 11404129:btcusd:triple_med_gx:lsma60_140 | 11404129:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -6.0% | -12.33% |
| Best Month | 8.34% | 37.42% |
| Worst Month | -5.5% | -17.69% |
| Best Year | 23.91% | 38.02% |
| Worst Year | 16.5% | 27.1% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.83% | 3.95% |
| Avg. Down Week | -3.19% | -3.86% |
| Avg. Up Month | 4.12% | 12.01% |
| Avg. Down Month | -5.5% | -7.35% |
| Win Days % | 49.69% | 51.89% |
| Win Month % | 92.31% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |