| Metric | 11394585:btcusd:triple_med_gx:lsma60_115 | 11394585:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -25.22% | 61.16% |
| Max Drawdown | -34.93% | -29.51% |
| Sharpe | -0.88 | 0.59 |
| Sortino | -1.09 | 0.85 |
| Payoff Ratio | 0.93 | 0.95 |
| Profit Factor | 0.72 | 1.1 |
| Common Sense Ratio | 0.53 | 1.07 |
| CPC Index | 0.27 | 0.54 |
| Tail Ratio | 0.74 | 0.98 |
| Outlier Win Ratio | 47.86 | 2.86 |
| Outlier Loss Ratio | 3.95 | 3.0 |
| Volatility (ann.) | 7.67% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.71 | 2.0 |
| Skew | -2.33 | 0.21 |
| Kurtosis | 31.5 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.21% | 3.74% |
| Expected Yearly % | -13.52% | 26.95% |
| Kelly Criterion | -22.74% | 1.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11394585:BTCUSD | 11394585:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -24.05 | -0.63 | - |
| 2025 | 16.76 | -1.54 | -0.09 | - |
| Metric | 11394585:btcusd:triple_med_gx:lsma60_115 | 11394585:BTCUSD |
|---|---|---|
| MTD | 2.43% | 4.16% |
| 3M | 4.02% | 31.46% |
| 6M | -8.29% | 12.77% |
| YTD | -1.54% | 16.76% |
| 1Y | -26.75% | 56.84% |
| 3Y (ann.) | -24.63% | 59.12% |
| 5Y (ann.) | -24.63% | 59.12% |
| Metric | 11394585:btcusd:triple_med_gx:lsma60_115 | 11394585:BTCUSD |
|---|---|---|
| Max Drawdown | -34.93% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -7.18% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.72 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -34.93 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394585:btcusd:triple_med_gx:lsma60_115 | 11394585:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.65% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 2.9% | 37.42% |
| Worst Month | -12.19% | -17.69% |
| Best Year | -1.54% | 38.02% |
| Worst Year | -24.05% | 16.76% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 2.49% | 6.06% |
| Avg. Down Week | -2.55% | -4.03% |
| Avg. Up Month | 1.68% | 14.66% |
| Avg. Down Month | -5.4% | -7.82% |
| Win Days % | 40.71% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 31.03% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |