| Metric | 11388740:btcusd:triple_med_gx:lsma60_95 | 11388740:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -0.05% | 61.52% |
| Max Drawdown | -10.53% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.06 | 0.86 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 0.93 | 1.07 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 0.91 | 0.97 |
| Outlier Win Ratio | 44.27 | 2.85 |
| Outlier Loss Ratio | 3.82 | 2.99 |
| Volatility (ann.) | 8.49% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.0 | 2.02 |
| Skew | 3.15 | 0.21 |
| Kurtosis | 89.23 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.0% | 3.76% |
| Expected Yearly % | -0.02% | 27.09% |
| Kelly Criterion | -4.62% | 3.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11388740:BTCUSD | 11388740:btcusd:triple_med_gx:lsma60_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.88 | -0.08 | - |
| 2025 | 17.02 | 2.92 | 0.17 | - |
| Metric | 11388740:btcusd:triple_med_gx:lsma60_95 | 11388740:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.4% |
| 3M | 0.22% | 31.76% |
| 6M | 1.97% | 12.25% |
| YTD | 2.92% | 17.02% |
| 1Y | -3.08% | 57.19% |
| 3Y (ann.) | -0.05% | 59.47% |
| 5Y (ann.) | -0.05% | 59.47% |
| Metric | 11388740:btcusd:triple_med_gx:lsma60_95 | 11388740:BTCUSD |
|---|---|---|
| Max Drawdown | -10.53% | -29.51% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -3.58% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-04-09 | -10.53 | 293 |
| 2025-04-10 | 2025-06-11 | -8.77 | 62 |
| 2024-06-05 | 2024-06-20 | -1.21 | 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 | 11388740:btcusd:triple_med_gx:lsma60_95 | 11388740:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 7.26% | 37.42% |
| Worst Month | -4.57% | -17.69% |
| Best Year | 2.92% | 38.02% |
| Worst Year | -2.88% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.76% | -0.87% |
| Avg. Up Week | 2.58% | 5.05% |
| Avg. Down Week | -2.29% | -4.12% |
| Avg. Up Month | 2.86% | 8.26% |
| Avg. Down Month | -2.67% | -9.25% |
| Win Days % | 45.19% | 51.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |