| Metric | 11383037:btcusd:triple_med_gx:lsma60_75 | 11383037:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -13.61% | 61.52% |
| Max Drawdown | -18.93% | -29.51% |
| Sharpe | -0.46 | 0.59 |
| Sortino | -0.63 | 0.86 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.36 | 0.68 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 63.47 | 2.88 |
| Outlier Loss Ratio | 3.79 | 2.89 |
| Volatility (ann.) | 7.13% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.7 | 2.02 |
| Skew | -0.21 | 0.21 |
| Kurtosis | 46.58 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.12% | 3.76% |
| Expected Yearly % | -7.06% | 27.09% |
| Kelly Criterion | -15.62% | 11.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11383037:BTCUSD | 11383037:btcusd:triple_med_gx:lsma60_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.48 | -0.14 | - |
| 2025 | 17.02 | -8.60 | -0.51 | - |
| Metric | 11383037:btcusd:triple_med_gx:lsma60_75 | 11383037:BTCUSD |
|---|---|---|
| MTD | -0.3% | 4.4% |
| 3M | -3.34% | 31.76% |
| 6M | -13.51% | 12.25% |
| YTD | -8.6% | 17.02% |
| 1Y | -14.92% | 57.19% |
| 3Y (ann.) | -13.28% | 59.47% |
| 5Y (ann.) | -13.28% | 59.47% |
| Metric | 11383037:btcusd:triple_med_gx:lsma60_75 | 11383037:BTCUSD |
|---|---|---|
| Max Drawdown | -18.93% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -5.17% | -4.82% |
| Avg. Drawdown Days | 89.0 | 14.0 |
| Recovery Factor | -0.72 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -18.93 | 355 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-19 | 2024-06-20 | -0.71 | 0 |
| 2024-06-18 | 2024-06-19 | -0.18 | 0 |
| Metric | 11383037:btcusd:triple_med_gx:lsma60_75 | 11383037:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.87% | 18.93% |
| Worst Week | -8.03% | -12.33% |
| Best Month | 7.81% | 37.42% |
| Worst Month | -5.89% | -17.69% |
| Best Year | -5.48% | 38.02% |
| Worst Year | -8.6% | 17.02% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 2.52% | 5.02% |
| Avg. Down Week | -3.3% | -4.15% |
| Avg. Up Month | 5.42% | 11.0% |
| Avg. Down Month | -3.8% | -9.42% |
| Win Days % | 36.75% | 51.9% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |