| Metric | 11371805:btcusd:triple_med_gx:lsma60_20 | 11371805:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -11.53% | 79.62% |
| Max Drawdown | -30.0% | -29.51% |
| Sharpe | -0.23 | 0.65 |
| Sortino | -0.31 | 0.96 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.44 | 0.64 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 32.61 | 3.26 |
| Outlier Loss Ratio | 3.84 | 3.24 |
| Volatility (ann.) | 9.79% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.35 | 2.33 |
| Skew | -0.99 | 0.2 |
| Kurtosis | 24.0 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.87% | 4.27% |
| Expected Yearly % | -5.94% | 34.02% |
| Kelly Criterion | -9.16% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11371805:BTCUSD | 11371805:btcusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.25 | -0.24 | - |
| 2025 | 30.14 | -2.52 | -0.08 | - |
| Metric | 11371805:btcusd:triple_med_gx:lsma60_20 | 11371805:BTCUSD |
|---|---|---|
| MTD | 4.03% | 13.36% |
| 3M | 11.09% | 45.08% |
| 6M | -2.11% | 28.47% |
| YTD | -2.52% | 30.14% |
| 1Y | -15.53% | 105.13% |
| 3Y (ann.) | -10.38% | 68.87% |
| 5Y (ann.) | -10.38% | 68.87% |
| Metric | 11371805:btcusd:triple_med_gx:lsma60_20 | 11371805:BTCUSD |
|---|---|---|
| Max Drawdown | -30.0% | -29.51% |
| Longest DD Days | 350.0 | 144.0 |
| Avg. Drawdown | -5.19% | -4.58% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | -0.38 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-14 | -30.00 | 350 |
| 2024-06-20 | 2024-07-10 | -5.95 | 19 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-06-05 | 2024-06-20 | -1.34 | 15 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11371805:btcusd:triple_med_gx:lsma60_20 | 11371805:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -6.93% | -12.33% |
| Best Month | 5.42% | 37.42% |
| Worst Month | -12.0% | -17.69% |
| Best Year | -2.52% | 38.02% |
| Worst Year | -9.25% | 30.14% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 2.98% | 6.92% |
| Avg. Down Week | -1.72% | -4.34% |
| Avg. Up Month | 3.28% | 8.97% |
| Avg. Down Month | -9.3% | -7.67% |
| Win Days % | 42.25% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 34.04% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |