| Metric | 11385696:btcusd:triple_med_gx:lsma60_85 | 11385696:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -25.47% | 61.52% |
| Max Drawdown | -32.25% | -29.51% |
| Sharpe | -0.91 | 0.59 |
| Sortino | -1.15 | 0.86 |
| Payoff Ratio | 0.97 | 0.92 |
| Profit Factor | 0.67 | 1.1 |
| Common Sense Ratio | 0.13 | 1.07 |
| CPC Index | 0.25 | 0.52 |
| Tail Ratio | 0.19 | 0.97 |
| Outlier Win Ratio | 57.87 | 2.76 |
| Outlier Loss Ratio | 3.73 | 2.98 |
| Volatility (ann.) | 7.55% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.77 | 2.02 |
| Skew | -1.67 | 0.21 |
| Kurtosis | 42.39 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.24% | 3.76% |
| Expected Yearly % | -13.67% | 27.09% |
| Kelly Criterion | -25.17% | -0.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11385696:BTCUSD | 11385696:btcusd:triple_med_gx:lsma60_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.95 | -0.47 | - |
| 2025 | 17.02 | -9.16 | -0.54 | - |
| Metric | 11385696:btcusd:triple_med_gx:lsma60_85 | 11385696:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.4% |
| 3M | -1.26% | 31.76% |
| 6M | -14.79% | 12.25% |
| YTD | -9.16% | 17.02% |
| 1Y | -27.03% | 57.19% |
| 3Y (ann.) | -24.88% | 59.47% |
| 5Y (ann.) | -24.88% | 59.47% |
| Metric | 11385696:btcusd:triple_med_gx:lsma60_85 | 11385696:BTCUSD |
|---|---|---|
| Max Drawdown | -32.25% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -6.81% | -4.82% |
| Avg. Drawdown Days | 71.0 | 14.0 |
| Recovery Factor | -0.79 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -32.25 | 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 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11385696:btcusd:triple_med_gx:lsma60_85 | 11385696:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.63% | 18.93% |
| Worst Week | -8.47% | -12.33% |
| Best Month | 7.43% | 37.42% |
| Worst Month | -7.01% | -17.69% |
| Best Year | -9.16% | 38.02% |
| Worst Year | -17.95% | 17.02% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 1.74% | 4.87% |
| Avg. Down Week | -3.82% | -3.88% |
| Avg. Up Month | 4.27% | 8.8% |
| Avg. Down Month | -3.8% | -7.82% |
| Win Days % | 38.31% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 39.29% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |