| Metric | 11388410:btcusd:triple_med_gx:lsma60_95 | 11388410:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -21.48% | 61.52% |
| Max Drawdown | -25.76% | -29.51% |
| Sharpe | -0.62 | 0.59 |
| Sortino | -0.89 | 0.86 |
| Payoff Ratio | 0.98 | 1.0 |
| Profit Factor | 0.74 | 1.1 |
| Common Sense Ratio | 0.05 | 1.07 |
| CPC Index | 0.28 | 0.57 |
| Tail Ratio | 0.07 | 0.97 |
| Outlier Win Ratio | 51.9 | 2.69 |
| Outlier Loss Ratio | 3.78 | 3.08 |
| Volatility (ann.) | 8.86% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.81 | 2.02 |
| Skew | 3.97 | 0.21 |
| Kurtosis | 134.17 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.84% | 3.76% |
| Expected Yearly % | -11.39% | 27.09% |
| Kelly Criterion | -23.34% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11388410:BTCUSD | 11388410:btcusd:triple_med_gx:lsma60_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.04 | -0.32 | - |
| 2025 | 17.02 | -10.73 | -0.63 | - |
| Metric | 11388410:btcusd:triple_med_gx:lsma60_95 | 11388410:BTCUSD |
|---|---|---|
| MTD | -0.98% | 4.4% |
| 3M | -13.99% | 31.76% |
| 6M | -16.3% | 12.25% |
| YTD | -10.73% | 17.02% |
| 1Y | -23.12% | 57.19% |
| 3Y (ann.) | -20.97% | 59.47% |
| 5Y (ann.) | -20.97% | 59.47% |
| Metric | 11388410:btcusd:triple_med_gx:lsma60_95 | 11388410:BTCUSD |
|---|---|---|
| Max Drawdown | -25.76% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -8.89% | -4.82% |
| Avg. Drawdown Days | 120.0 | 14.0 |
| Recovery Factor | -0.83 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -25.76 | 358 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11388410:btcusd:triple_med_gx:lsma60_95 | 11388410:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -11.09% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -15.44% | -17.69% |
| Best Year | -10.73% | 38.02% |
| Worst Year | -12.04% | 17.02% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.84% | -0.84% |
| Avg. Up Week | 2.39% | 5.85% |
| Avg. Down Week | -3.78% | -3.71% |
| Avg. Up Month | 2.6% | 9.23% |
| Avg. Down Month | -6.37% | -9.42% |
| Win Days % | 38.89% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |