| Metric | 11388520:btcusd:triple_med_gx:lsma60_95 | 11388520:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -29.57% | 61.52% |
| Max Drawdown | -37.42% | -29.51% |
| Sharpe | -0.99 | 0.59 |
| Sortino | -1.24 | 0.86 |
| Payoff Ratio | 0.92 | 0.91 |
| Profit Factor | 0.67 | 1.1 |
| Common Sense Ratio | 0.37 | 1.07 |
| CPC Index | 0.25 | 0.52 |
| Tail Ratio | 0.55 | 0.97 |
| Outlier Win Ratio | 49.64 | 2.86 |
| Outlier Loss Ratio | 3.63 | 3.11 |
| Volatility (ann.) | 8.27% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.77 | 2.02 |
| Skew | -1.69 | 0.21 |
| Kurtosis | 33.16 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.66% | 3.76% |
| Expected Yearly % | -16.08% | 27.09% |
| Kelly Criterion | -25.73% | -0.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11388520:BTCUSD | 11388520:btcusd:triple_med_gx:lsma60_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -24.38 | -0.64 | - |
| 2025 | 17.02 | -6.86 | -0.40 | - |
| Metric | 11388520:btcusd:triple_med_gx:lsma60_95 | 11388520:BTCUSD |
|---|---|---|
| MTD | 2.73% | 4.4% |
| 3M | 0.11% | 31.76% |
| 6M | -12.64% | 12.25% |
| YTD | -6.86% | 17.02% |
| 1Y | -31.16% | 57.19% |
| 3Y (ann.) | -28.91% | 59.47% |
| 5Y (ann.) | -28.91% | 59.47% |
| Metric | 11388520:btcusd:triple_med_gx:lsma60_95 | 11388520:BTCUSD |
|---|---|---|
| Max Drawdown | -37.42% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -7.96% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.79 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -37.42 | 355 |
| 2024-06-05 | 2024-06-20 | -1.40 | 14 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11388520:btcusd:triple_med_gx:lsma60_95 | 11388520:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.65% | 18.93% |
| Worst Week | -9.38% | -12.33% |
| Best Month | 5.09% | 37.42% |
| Worst Month | -7.99% | -17.69% |
| Best Year | -6.86% | 38.02% |
| Worst Year | -24.38% | 17.02% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 2.66% | 4.41% |
| Avg. Down Week | -3.62% | -3.83% |
| Avg. Up Month | 2.63% | 9.02% |
| Avg. Down Month | -4.51% | -7.82% |
| Win Days % | 39.74% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 31.03% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |