| Metric | 11404186:btcusd:triple_med_gx:lsma60_140 | 11404186:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 47.21% | 61.16% |
| Max Drawdown | -14.48% | -29.51% |
| Sharpe | 0.75 | 0.59 |
| Sortino | 1.27 | 0.85 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.74 | 0.69 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 18.95 | 3.75 |
| Outlier Loss Ratio | 3.85 | 3.25 |
| Volatility (ann.) | 13.7% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.16 | 2.0 |
| Skew | 2.79 | 0.21 |
| Kurtosis | 36.81 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.02% | 3.74% |
| Expected Yearly % | 21.33% | 26.95% |
| Kelly Criterion | 7.44% | 12.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.13% |
| Expected Shortfall (cVaR) | -1.15% | -2.13% |
| Year | 11404186:BTCUSD | 11404186:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.74 | 0.65 | - |
| 2025 | 16.76 | 18.01 | 1.07 | + |
| Metric | 11404186:btcusd:triple_med_gx:lsma60_140 | 11404186:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 9.57% | 31.46% |
| 6M | 26.18% | 12.77% |
| YTD | 18.01% | 16.76% |
| 1Y | 43.23% | 56.84% |
| 3Y (ann.) | 45.7% | 59.12% |
| 5Y (ann.) | 45.7% | 59.12% |
| Metric | 11404186:btcusd:triple_med_gx:lsma60_140 | 11404186:BTCUSD |
|---|---|---|
| Max Drawdown | -14.48% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -3.11% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.26 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -14.48 | 130 |
| 2025-03-03 | 2025-06-09 | -12.06 | 98 |
| 2025-01-04 | 2025-02-28 | -8.02 | 55 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2024-12-24 | -5.24 | 3 |
| 2024-12-29 | 2025-01-02 | -2.81 | 4 |
| 2024-11-07 | 2024-12-04 | -1.85 | 27 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11404186:btcusd:triple_med_gx:lsma60_140 | 11404186:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 7.55% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 24.74% | 38.02% |
| Worst Year | 18.01% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.77% | -0.77% |
| Avg. Up Week | 4.13% | 4.41% |
| Avg. Down Week | -2.75% | -4.0% |
| Avg. Up Month | 4.79% | 13.54% |
| Avg. Down Month | -7.32% | -7.35% |
| Win Days % | 49.37% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |