| Metric | 11373511:btcusd:triple_med_gx:lsma60_30 | 11373511:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -12.38% | 79.62% |
| Max Drawdown | -31.11% | -29.51% |
| Sharpe | -0.27 | 0.65 |
| Sortino | -0.35 | 0.96 |
| Payoff Ratio | 0.99 | 0.95 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.4 | 0.55 |
| Tail Ratio | 1.56 | 0.98 |
| Outlier Win Ratio | 37.75 | 3.2 |
| Outlier Loss Ratio | 3.36 | 3.23 |
| Volatility (ann.) | 9.41% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.36 | 2.33 |
| Skew | -1.21 | 0.2 |
| Kurtosis | 27.57 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.94% | 4.27% |
| Expected Yearly % | -6.39% | 34.02% |
| Kelly Criterion | -11.09% | 1.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11373511:BTCUSD | 11373511:btcusd:triple_med_gx:lsma60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.29 | 0.06 | - |
| 2025 | 30.14 | -14.33 | -0.48 | - |
| Metric | 11373511:btcusd:triple_med_gx:lsma60_30 | 11373511:BTCUSD |
|---|---|---|
| MTD | 1.58% | 13.36% |
| 3M | 3.26% | 45.08% |
| 6M | -13.98% | 28.47% |
| YTD | -14.33% | 30.14% |
| 1Y | -15.57% | 105.13% |
| 3Y (ann.) | -11.15% | 68.87% |
| 5Y (ann.) | -11.15% | 68.87% |
| Metric | 11373511:btcusd:triple_med_gx:lsma60_30 | 11373511:BTCUSD |
|---|---|---|
| Max Drawdown | -31.11% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -3.77% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | -0.4 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -31.11 | 257 |
| 2024-06-05 | 2024-07-11 | -5.97 | 36 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2024-08-11 | 2024-08-23 | -3.61 | 12 |
| 2024-07-11 | 2024-07-13 | -2.96 | 2 |
| 2024-09-23 | 2024-10-08 | -0.85 | 14 |
| 2024-08-10 | 2024-08-10 | -0.79 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-10-11 | 2024-10-29 | -0.65 | 17 |
| 2024-08-24 | 2024-09-22 | -0.59 | 29 |
| Metric | 11373511:btcusd:triple_med_gx:lsma60_30 | 11373511:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -8.75% | -12.33% |
| Best Month | 10.11% | 37.42% |
| Worst Month | -12.66% | -17.69% |
| Best Year | 2.29% | 38.02% |
| Worst Year | -14.33% | 30.14% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.92% | -0.98% |
| Avg. Up Week | 2.13% | 6.71% |
| Avg. Down Week | -2.5% | -3.94% |
| Avg. Up Month | 3.08% | 12.03% |
| Avg. Down Month | -6.44% | -7.59% |
| Win Days % | 44.78% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 43.59% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |