| Metric | 11375437:btcusd:triple_med_gx:lsma60_40 | 11375437:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -12.79% | 79.62% |
| Max Drawdown | -20.78% | -29.51% |
| Sharpe | -0.4 | 0.65 |
| Sortino | -0.53 | 0.96 |
| Payoff Ratio | 0.98 | 1.02 |
| Profit Factor | 0.83 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.35 | 0.59 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 62.1 | 2.88 |
| Outlier Loss Ratio | 3.43 | 2.87 |
| Volatility (ann.) | 6.95% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.55 | 2.33 |
| Skew | -2.22 | 0.2 |
| Kurtosis | 52.14 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.97% | 4.27% |
| Expected Yearly % | -6.62% | 34.02% |
| Kelly Criterion | -15.27% | 4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.07% |
| Expected Shortfall (cVaR) | -0.61% | -2.07% |
| Year | 11375437:BTCUSD | 11375437:btcusd:triple_med_gx:lsma60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.11 | -0.32 | - |
| 2025 | 30.14 | -0.78 | -0.03 | - |
| Metric | 11375437:btcusd:triple_med_gx:lsma60_40 | 11375437:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | -1.23% | 45.08% |
| 6M | -0.49% | 28.47% |
| YTD | -0.78% | 30.14% |
| 1Y | -15.11% | 105.13% |
| 3Y (ann.) | -11.53% | 68.87% |
| 5Y (ann.) | -11.53% | 68.87% |
| Metric | 11375437:btcusd:triple_med_gx:lsma60_40 | 11375437:BTCUSD |
|---|---|---|
| Max Drawdown | -20.78% | -29.51% |
| Longest DD Days | 274.0 | 144.0 |
| Avg. Drawdown | -3.86% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.62 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-13 | 2025-07-14 | -20.78 | 274 |
| 2024-08-11 | 2024-10-12 | -5.47 | 62 |
| 2024-07-01 | 2024-07-12 | -1.60 | 10 |
| 2024-06-05 | 2024-07-01 | -1.54 | 25 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-07-12 | 2024-07-13 | -0.47 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2024-08-10 | 2024-08-11 | -0.18 | 0 |
| Metric | 11375437:btcusd:triple_med_gx:lsma60_40 | 11375437:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 4.82% | 18.93% |
| Worst Week | -9.91% | -12.33% |
| Best Month | 5.96% | 37.42% |
| Worst Month | -13.09% | -17.69% |
| Best Year | -0.78% | 38.02% |
| Worst Year | -12.11% | 30.14% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.79% | -0.78% |
| Avg. Up Week | 1.21% | 5.64% |
| Avg. Down Week | -2.57% | -4.58% |
| Avg. Up Month | 1.95% | 9.03% |
| Avg. Down Month | -3.89% | -7.82% |
| Win Days % | 42.93% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 40.62% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |