| Metric | 11388683:btcusd:triple_med_gx:lsma60_95 | 11388683:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -4.73% | 61.52% |
| Max Drawdown | -14.62% | -29.51% |
| Sharpe | -0.1 | 0.59 |
| Sortino | -0.15 | 0.86 |
| Payoff Ratio | 1.1 | 1.03 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 0.72 | 1.07 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 0.75 | 0.97 |
| Outlier Win Ratio | 47.97 | 2.86 |
| Outlier Loss Ratio | 3.79 | 2.96 |
| Volatility (ann.) | 8.1% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.31 | 2.02 |
| Skew | 0.45 | 0.21 |
| Kurtosis | 45.73 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.37% | 3.76% |
| Expected Yearly % | -2.39% | 27.09% |
| Kelly Criterion | -7.42% | 5.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11388683:BTCUSD | 11388683:btcusd:triple_med_gx:lsma60_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.12 | -0.08 | - |
| 2025 | 17.02 | -1.66 | -0.10 | - |
| Metric | 11388683:btcusd:triple_med_gx:lsma60_95 | 11388683:BTCUSD |
|---|---|---|
| MTD | 2.85% | 4.4% |
| 3M | -6.44% | 31.76% |
| 6M | 1.46% | 12.25% |
| YTD | -1.66% | 17.02% |
| 1Y | -6.86% | 57.19% |
| 3Y (ann.) | -4.6% | 59.47% |
| 5Y (ann.) | -4.6% | 59.47% |
| Metric | 11388683:btcusd:triple_med_gx:lsma60_95 | 11388683:BTCUSD |
|---|---|---|
| Max Drawdown | -14.62% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -3.73% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.32 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -14.62 | 370 |
| 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 | 11388683:btcusd:triple_med_gx:lsma60_95 | 11388683:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.12% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 6.8% | 37.42% |
| Worst Month | -8.97% | -17.69% |
| Best Year | -1.66% | 38.02% |
| Worst Year | -3.12% | 17.02% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 3.07% | 4.99% |
| Avg. Down Week | -2.95% | -3.08% |
| Avg. Up Month | 2.48% | 7.15% |
| Avg. Down Month | -2.94% | -11.25% |
| Win Days % | 43.78% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |