| Metric | 11372632:btcusd:triple_med_gx:lsma60_25 | 11372632:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -20.76% | 79.62% |
| Max Drawdown | -35.95% | -29.51% |
| Sharpe | -0.47 | 0.65 |
| Sortino | -0.63 | 0.96 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.92 | 1.08 |
| CPC Index | 0.38 | 0.58 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 34.36 | 3.23 |
| Outlier Loss Ratio | 3.46 | 3.26 |
| Volatility (ann.) | 9.92% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.52 | 2.33 |
| Skew | -1.11 | 0.2 |
| Kurtosis | 23.4 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.65% | 4.27% |
| Expected Yearly % | -10.98% | 34.02% |
| Kelly Criterion | -11.88% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11372632:BTCUSD | 11372632:btcusd:triple_med_gx:lsma60_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.55 | -0.17 | - |
| 2025 | 30.14 | -15.21 | -0.50 | - |
| Metric | 11372632:btcusd:triple_med_gx:lsma60_25 | 11372632:BTCUSD |
|---|---|---|
| MTD | 4.03% | 13.36% |
| 3M | 6.11% | 45.08% |
| 6M | -14.85% | 28.47% |
| YTD | -15.21% | 30.14% |
| 1Y | -21.87% | 105.13% |
| 3Y (ann.) | -18.79% | 68.87% |
| 5Y (ann.) | -18.79% | 68.87% |
| Metric | 11372632:btcusd:triple_med_gx:lsma60_25 | 11372632:BTCUSD |
|---|---|---|
| Max Drawdown | -35.95% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -5.23% | -4.58% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | -0.58 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -35.95 | 257 |
| 2024-06-20 | 2024-07-14 | -6.74 | 24 |
| 2024-10-07 | 2024-10-29 | -6.71 | 21 |
| 2024-08-11 | 2024-08-23 | -3.61 | 12 |
| 2024-08-09 | 2024-08-11 | -1.48 | 2 |
| 2024-06-05 | 2024-06-20 | -1.16 | 15 |
| 2024-09-23 | 2024-10-07 | -1.05 | 14 |
| 2024-08-24 | 2024-09-22 | -0.59 | 29 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11372632:btcusd:triple_med_gx:lsma60_25 | 11372632:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -8.6% | -12.33% |
| Best Month | 7.57% | 37.42% |
| Worst Month | -14.66% | -17.69% |
| Best Year | -6.55% | 38.02% |
| Worst Year | -15.21% | 30.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 2.83% | 7.58% |
| Avg. Down Week | -2.53% | -3.92% |
| Avg. Up Month | 3.61% | 7.8% |
| Avg. Down Month | -8.93% | -7.59% |
| Win Days % | 42.86% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 36.59% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |