| Metric | 11383208:btcusd:triple_med_gx:lsma60_75 | 11383208:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 3.41% | 61.52% |
| Max Drawdown | -14.12% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.23 | 0.86 |
| Payoff Ratio | 1.28 | 1.12 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 61.96 | 2.79 |
| Outlier Loss Ratio | 3.57 | 2.68 |
| Volatility (ann.) | 7.1% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.24 | 2.02 |
| Skew | 2.18 | 0.21 |
| Kurtosis | 64.15 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.26% | 3.76% |
| Expected Yearly % | 1.69% | 27.09% |
| Kelly Criterion | -3.24% | 9.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11383208:BTCUSD | 11383208:btcusd:triple_med_gx:lsma60_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.61 | 0.36 | - |
| 2025 | 17.02 | -8.98 | -0.53 | - |
| Metric | 11383208:btcusd:triple_med_gx:lsma60_75 | 11383208:BTCUSD |
|---|---|---|
| MTD | 0.06% | 4.4% |
| 3M | -11.85% | 31.76% |
| 6M | -4.73% | 12.25% |
| YTD | -8.98% | 17.02% |
| 1Y | 0.83% | 57.19% |
| 3Y (ann.) | 3.32% | 59.47% |
| 5Y (ann.) | 3.32% | 59.47% |
| Metric | 11383208:btcusd:triple_med_gx:lsma60_75 | 11383208:BTCUSD |
|---|---|---|
| Max Drawdown | -14.12% | -29.51% |
| Longest DD Days | 74.0 | 144.0 |
| Avg. Drawdown | -2.54% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.24 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-28 | 2025-06-11 | -14.12 | 74 |
| 2024-09-26 | 2024-12-05 | -6.80 | 69 |
| 2024-08-24 | 2024-09-09 | -5.02 | 16 |
| 2024-06-20 | 2024-08-23 | -3.83 | 64 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2024-12-05 | 2024-12-20 | -1.59 | 15 |
| 2024-06-05 | 2024-06-20 | -0.78 | 14 |
| 2025-02-10 | 2025-03-05 | -0.78 | 22 |
| 2024-12-29 | 2025-01-17 | -0.63 | 19 |
| Metric | 11383208:btcusd:triple_med_gx:lsma60_75 | 11383208:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.32% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 9.83% | 37.42% |
| Worst Month | -8.97% | -17.69% |
| Best Year | 13.61% | 38.02% |
| Worst Year | -8.98% | 17.02% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.76% | -0.9% |
| Avg. Up Week | 3.03% | 5.31% |
| Avg. Down Week | -2.52% | -3.28% |
| Avg. Up Month | 1.16% | 7.15% |
| Avg. Down Month | -0.44% | -17.69% |
| Win Days % | 42.03% | 51.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 44.83% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |