| Metric | 11371047:btcusd:triple_med_gx:lsma60_15 | 11371047:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -5.19% | 79.62% |
| Max Drawdown | -20.87% | -29.51% |
| Sharpe | -0.09 | 0.65 |
| Sortino | -0.12 | 0.96 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.01 | 1.08 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 36.19 | 3.21 |
| Outlier Loss Ratio | 3.91 | 3.18 |
| Volatility (ann.) | 8.89% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.22 | 2.33 |
| Skew | -0.78 | 0.2 |
| Kurtosis | 26.07 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.38% | 4.27% |
| Expected Yearly % | -2.63% | 34.02% |
| Kelly Criterion | -7.12% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11371047:BTCUSD | 11371047:btcusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.83 | -0.15 | - |
| 2025 | 30.14 | 0.68 | 0.02 | - |
| Metric | 11371047:btcusd:triple_med_gx:lsma60_15 | 11371047:BTCUSD |
|---|---|---|
| MTD | 2.93% | 13.36% |
| 3M | 3.71% | 45.08% |
| 6M | 0.97% | 28.47% |
| YTD | 0.68% | 30.14% |
| 1Y | -10.99% | 105.13% |
| 3Y (ann.) | -4.65% | 68.87% |
| 5Y (ann.) | -4.65% | 68.87% |
| Metric | 11371047:btcusd:triple_med_gx:lsma60_15 | 11371047:BTCUSD |
|---|---|---|
| Max Drawdown | -20.87% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -3.29% | -4.58% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | -0.25 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-14 | -20.87 | 339 |
| 2024-07-01 | 2024-07-13 | -3.31 | 12 |
| 2024-06-05 | 2024-06-30 | -3.04 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-08-08 | 2024-08-08 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371047:btcusd:triple_med_gx:lsma60_15 | 11371047:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -8.15% | -12.33% |
| Best Month | 7.93% | 37.42% |
| Worst Month | -6.79% | -17.69% |
| Best Year | 0.68% | 38.02% |
| Worst Year | -5.83% | 30.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.01% | 6.35% |
| Avg. Down Week | -1.68% | -3.31% |
| Avg. Up Month | 3.28% | 7.18% |
| Avg. Down Month | -4.55% | -7.67% |
| Win Days % | 45.13% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 44.74% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |