| Metric | 11391725:btcusd:triple_med_gx:lsma60_105 | 11391725:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -1.99% | 61.16% |
| Max Drawdown | -12.87% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.01 | 0.85 |
| Payoff Ratio | 1.12 | 1.01 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 41.32 | 3.03 |
| Outlier Loss Ratio | 3.76 | 3.03 |
| Volatility (ann.) | 9.01% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.15 | 2.0 |
| Skew | 2.45 | 0.21 |
| Kurtosis | 72.18 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.15% | 3.74% |
| Expected Yearly % | -1.0% | 26.95% |
| Kelly Criterion | -3.73% | 3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11391725:BTCUSD | 11391725:btcusd:triple_med_gx:lsma60_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.58 | -0.20 | - |
| 2025 | 16.76 | 6.06 | 0.36 | - |
| Metric | 11391725:btcusd:triple_med_gx:lsma60_105 | 11391725:BTCUSD |
|---|---|---|
| MTD | 3.32% | 4.16% |
| 3M | 1.06% | 31.46% |
| 6M | 3.7% | 12.77% |
| YTD | 6.06% | 16.76% |
| 1Y | -1.69% | 56.84% |
| 3Y (ann.) | -1.94% | 59.12% |
| 5Y (ann.) | -1.94% | 59.12% |
| Metric | 11391725:btcusd:triple_med_gx:lsma60_105 | 11391725:BTCUSD |
|---|---|---|
| Max Drawdown | -12.87% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.01% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.15 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -12.87 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11391725:btcusd:triple_med_gx:lsma60_105 | 11391725:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.04% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 7.99% | 37.42% |
| Worst Month | -7.04% | -17.69% |
| Best Year | 6.06% | 38.02% |
| Worst Year | -7.58% | 16.76% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.75% | -0.85% |
| Avg. Up Week | 2.83% | 4.74% |
| Avg. Down Week | -1.62% | -4.15% |
| Avg. Up Month | 4.5% | 8.83% |
| Avg. Down Month | -2.88% | -7.82% |
| Win Days % | 45.3% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |