| Metric | 11391500:btcusd:triple_med_gx:lsma60_105 | 11391500:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -28.92% | 61.16% |
| Max Drawdown | -38.03% | -29.51% |
| Sharpe | -0.96 | 0.59 |
| Sortino | -1.2 | 0.85 |
| Payoff Ratio | 0.96 | 0.96 |
| Profit Factor | 0.69 | 1.1 |
| Common Sense Ratio | 0.48 | 1.07 |
| CPC Index | 0.26 | 0.55 |
| Tail Ratio | 0.7 | 0.98 |
| Outlier Win Ratio | 46.93 | 2.88 |
| Outlier Loss Ratio | 3.87 | 3.12 |
| Volatility (ann.) | 8.3% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.74 | 2.0 |
| Skew | -1.7 | 0.21 |
| Kurtosis | 32.4 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.59% | 3.74% |
| Expected Yearly % | -15.69% | 26.95% |
| Kelly Criterion | -23.59% | 1.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11391500:BTCUSD | 11391500:btcusd:triple_med_gx:lsma60_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -22.84 | -0.60 | - |
| 2025 | 16.76 | -7.88 | -0.47 | - |
| Metric | 11391500:btcusd:triple_med_gx:lsma60_105 | 11391500:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 1.77% | 31.46% |
| 6M | -13.59% | 12.77% |
| YTD | -7.88% | 16.76% |
| 1Y | -30.65% | 56.84% |
| 3Y (ann.) | -28.27% | 59.12% |
| 5Y (ann.) | -28.27% | 59.12% |
| Metric | 11391500:btcusd:triple_med_gx:lsma60_105 | 11391500:BTCUSD |
|---|---|---|
| Max Drawdown | -38.03% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -8.05% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.76 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -38.03 | 356 |
| 2024-06-05 | 2024-06-20 | -1.23 | 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 | 11391500:btcusd:triple_med_gx:lsma60_105 | 11391500:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -9.21% | -12.33% |
| Best Month | 5.09% | 37.42% |
| Worst Month | -8.8% | -17.69% |
| Best Year | -7.88% | 38.02% |
| Worst Year | -22.84% | 16.76% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 2.84% | 4.55% |
| Avg. Down Week | -3.29% | -4.0% |
| Avg. Up Month | 3.08% | 8.97% |
| Avg. Down Month | -5.12% | -7.82% |
| Win Days % | 39.6% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 29.41% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |