| Metric | 11391667:btcusd:triple_med_gx:lsma60_105 | 11391667:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -10.97% | 75.42% |
| Max Drawdown | -18.84% | -29.51% |
| Sharpe | -0.28 | 0.63 |
| Sortino | -0.38 | 0.92 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 1.0 | 1.06 |
| CPC Index | 0.39 | 0.58 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 46.09 | 2.94 |
| Outlier Loss Ratio | 3.79 | 3.11 |
| Volatility (ann.) | 8.06% | 24.55% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.52 | 2.19 |
| Skew | -0.71 | 0.2 |
| Kurtosis | 36.17 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.83% | 4.1% |
| Expected Yearly % | -5.64% | 32.45% |
| Kelly Criterion | -11.99% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11391667:BTCUSD | 11391667:btcusd:triple_med_gx:lsma60_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.63 | -0.31 | - |
| 2025 | 27.10 | 0.74 | 0.03 | - |
| Metric | 11391667:btcusd:triple_med_gx:lsma60_105 | 11391667:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.49% | 41.88% |
| 6M | -2.77% | 22.91% |
| YTD | 0.74% | 27.1% |
| 1Y | -5.33% | 82.29% |
| 3Y (ann.) | -9.8% | 64.73% |
| 5Y (ann.) | -9.8% | 64.73% |
| Metric | 11391667:btcusd:triple_med_gx:lsma60_105 | 11391667:BTCUSD |
|---|---|---|
| Max Drawdown | -18.84% | -29.51% |
| Longest DD Days | 404.0 | 144.0 |
| Avg. Drawdown | -4.07% | -4.71% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | -0.58 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-17 | -18.84 | 404 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11391667:btcusd:triple_med_gx:lsma60_105 | 11391667:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.04% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 5.9% | 37.42% |
| Worst Month | -10.12% | -17.69% |
| Best Year | 0.74% | 38.02% |
| Worst Year | -11.63% | 27.1% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 3.16% | 3.87% |
| Avg. Down Week | -3.25% | -3.08% |
| Avg. Up Month | 3.76% | 6.49% |
| Avg. Down Month | -3.28% | -9.25% |
| Win Days % | 43.75% | 51.89% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 34.48% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |