| Metric | 11387250:btcusd:triple_med_gx:lsma60_90 | 11387250:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -8.62% | 61.52% |
| Max Drawdown | -13.78% | -29.51% |
| Sharpe | -0.25 | 0.59 |
| Sortino | -0.34 | 0.86 |
| Payoff Ratio | 1.02 | 1.03 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | 0.2 | 1.07 |
| CPC Index | 0.39 | 0.59 |
| Tail Ratio | 0.22 | 0.97 |
| Outlier Win Ratio | 52.79 | 2.76 |
| Outlier Loss Ratio | 3.67 | 2.88 |
| Volatility (ann.) | 7.55% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.61 | 2.02 |
| Skew | -0.63 | 0.21 |
| Kurtosis | 45.44 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.69% | 3.76% |
| Expected Yearly % | -4.41% | 27.09% |
| Kelly Criterion | -12.68% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11387250:BTCUSD | 11387250:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.20 | -0.16 | - |
| 2025 | 17.02 | -2.58 | -0.15 | - |
| Metric | 11387250:btcusd:triple_med_gx:lsma60_90 | 11387250:BTCUSD |
|---|---|---|
| MTD | 0.04% | 4.4% |
| 3M | -7.8% | 31.76% |
| 6M | -3.9% | 12.25% |
| YTD | -2.58% | 17.02% |
| 1Y | -11.12% | 57.19% |
| 3Y (ann.) | -8.4% | 59.47% |
| 5Y (ann.) | -8.4% | 59.47% |
| Metric | 11387250:btcusd:triple_med_gx:lsma60_90 | 11387250:BTCUSD |
|---|---|---|
| Max Drawdown | -13.78% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -3.1% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.63 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -13.78 | 355 |
| 2024-06-05 | 2024-06-20 | -1.42 | 14 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11387250:btcusd:triple_med_gx:lsma60_90 | 11387250:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.09% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 3.47% | 37.42% |
| Worst Month | -8.97% | -17.69% |
| Best Year | -2.58% | 38.02% |
| Worst Year | -6.2% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 2.23% | 3.57% |
| Avg. Down Week | -3.14% | -3.08% |
| Avg. Up Month | 0.82% | 8.14% |
| Avg. Down Month | -2.31% | -8.04% |
| Win Days % | 43.01% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 42.31% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |