| Metric | 11385585:btcusd:triple_med_gx:lsma60_85 | 11385585:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -17.33% | 61.52% |
| Max Drawdown | -21.2% | -29.51% |
| Sharpe | -0.51 | 0.59 |
| Sortino | -0.76 | 0.86 |
| Payoff Ratio | 1.12 | 1.15 |
| Profit Factor | 0.77 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.31 | 0.65 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 55.95 | 2.65 |
| Outlier Loss Ratio | 3.96 | 2.96 |
| Volatility (ann.) | 8.44% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.8 | 2.02 |
| Skew | 5.0 | 0.21 |
| Kurtosis | 159.7 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.45% | 3.76% |
| Expected Yearly % | -9.08% | 27.09% |
| Kelly Criterion | -19.99% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11385585:BTCUSD | 11385585:btcusd:triple_med_gx:lsma60_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.65 | -0.20 | - |
| 2025 | 17.02 | -10.49 | -0.62 | - |
| Metric | 11385585:btcusd:triple_med_gx:lsma60_85 | 11385585:BTCUSD |
|---|---|---|
| MTD | -1.58% | 4.4% |
| 3M | -12.63% | 31.76% |
| 6M | -14.09% | 12.25% |
| YTD | -10.49% | 17.02% |
| 1Y | -18.54% | 57.19% |
| 3Y (ann.) | -16.91% | 59.47% |
| 5Y (ann.) | -16.91% | 59.47% |
| Metric | 11385585:btcusd:triple_med_gx:lsma60_85 | 11385585:BTCUSD |
|---|---|---|
| Max Drawdown | -21.2% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -10.94% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -21.20 | 246 |
| 2024-06-04 | 2024-10-07 | -10.75 | 124 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| Metric | 11385585:btcusd:triple_med_gx:lsma60_85 | 11385585:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -8.21% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -12.7% | -17.69% |
| Best Year | -7.65% | 38.02% |
| Worst Year | -10.49% | 17.02% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 2.18% | 5.85% |
| Avg. Down Week | -3.16% | -3.53% |
| Avg. Up Month | 1.78% | 9.23% |
| Avg. Down Month | -4.98% | -9.42% |
| Win Days % | 36.61% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 39.29% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |