| Metric | 11404242:btcusd:triple_med_gx:lsma60_140 | 11404242:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 27.88% | 61.16% |
| Max Drawdown | -18.54% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.79 | 0.85 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.66 | 0.65 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 18.27 | 3.49 |
| Outlier Loss Ratio | 3.9 | 3.42 |
| Volatility (ann.) | 14.04% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.46 | 2.0 |
| Skew | 2.04 | 0.21 |
| Kurtosis | 37.1 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.91% | 3.74% |
| Expected Yearly % | 13.08% | 26.95% |
| Kelly Criterion | 4.96% | 10.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.13% |
| Expected Shortfall (cVaR) | -1.19% | -2.13% |
| Year | 11404242:BTCUSD | 11404242:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.48 | 0.67 | - |
| 2025 | 16.76 | 1.91 | 0.11 | - |
| Metric | 11404242:btcusd:triple_med_gx:lsma60_140 | 11404242:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.89% | 31.46% |
| 6M | 7.1% | 12.77% |
| YTD | 1.91% | 16.76% |
| 1Y | 25.21% | 56.84% |
| 3Y (ann.) | 27.04% | 59.12% |
| 5Y (ann.) | 27.04% | 59.12% |
| Metric | 11404242:btcusd:triple_med_gx:lsma60_140 | 11404242:BTCUSD |
|---|---|---|
| Max Drawdown | -18.54% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -4.14% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.5 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-11 | -18.54 | 100 |
| 2024-06-05 | 2024-10-14 | -14.84 | 130 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-04 | 2025-03-02 | -7.18 | 26 |
| 2025-01-05 | 2025-02-03 | -6.52 | 29 |
| 2024-12-21 | 2025-01-02 | -5.63 | 12 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-05 | 2024-11-06 | -1.00 | 0 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| Metric | 11404242:btcusd:triple_med_gx:lsma60_140 | 11404242:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -7.7% | -12.33% |
| Best Month | 9.8% | 37.42% |
| Worst Month | -8.48% | -17.69% |
| Best Year | 25.48% | 38.02% |
| Worst Year | 1.91% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 5.1% | 5.3% |
| Avg. Down Week | -3.76% | -3.53% |
| Avg. Up Month | 6.02% | 13.54% |
| Avg. Down Month | -7.25% | -9.04% |
| Win Days % | 48.51% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.61% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |