| Metric | 11393222:btcusd:triple_med_gx:lsma60_110 | 11393222:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -11.13% | 61.16% |
| Max Drawdown | -19.79% | -29.51% |
| Sharpe | -0.28 | 0.59 |
| Sortino | -0.39 | 0.85 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.94 | 1.07 |
| CPC Index | 0.41 | 0.58 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 40.69 | 3.05 |
| Outlier Loss Ratio | 3.81 | 3.1 |
| Volatility (ann.) | 8.73% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.55 | 2.0 |
| Skew | -0.61 | 0.21 |
| Kurtosis | 28.97 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.9% | 3.74% |
| Expected Yearly % | -5.73% | 26.95% |
| Kelly Criterion | -10.17% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11393222:BTCUSD | 11393222:btcusd:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.36 | -0.27 | - |
| 2025 | 16.76 | -0.85 | -0.05 | - |
| Metric | 11393222:btcusd:triple_med_gx:lsma60_110 | 11393222:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | -6.37% | 31.46% |
| 6M | -2.89% | 12.77% |
| YTD | -0.85% | 16.76% |
| 1Y | -11.68% | 56.84% |
| 3Y (ann.) | -10.85% | 59.12% |
| 5Y (ann.) | -10.85% | 59.12% |
| Metric | 11393222:btcusd:triple_med_gx:lsma60_110 | 11393222:BTCUSD |
|---|---|---|
| Max Drawdown | -19.79% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.26% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.56 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -19.79 | 369 |
| 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 | 11393222:btcusd:triple_med_gx:lsma60_110 | 11393222:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.57% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 4.32% | 37.42% |
| Worst Month | -10.12% | -17.69% |
| Best Year | -0.85% | 38.02% |
| Worst Year | -10.36% | 16.76% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.4% | 4.82% |
| Avg. Down Week | -3.34% | -3.26% |
| Avg. Up Month | 2.45% | 7.72% |
| Avg. Down Month | -4.12% | -9.25% |
| Win Days % | 44.31% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 34.48% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |