| Metric | 11394641:btcusd:triple_med_gx:lsma60_115 | 11394641:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -28.48% | 61.16% |
| Max Drawdown | -36.49% | -29.51% |
| Sharpe | -0.9 | 0.59 |
| Sortino | -1.13 | 0.85 |
| Payoff Ratio | 0.94 | 0.93 |
| Profit Factor | 0.71 | 1.1 |
| Common Sense Ratio | 0.49 | 1.07 |
| CPC Index | 0.27 | 0.53 |
| Tail Ratio | 0.69 | 0.98 |
| Outlier Win Ratio | 43.88 | 2.94 |
| Outlier Loss Ratio | 3.88 | 3.13 |
| Volatility (ann.) | 8.59% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.76 | 2.0 |
| Skew | -1.9 | 0.21 |
| Kurtosis | 32.68 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.54% | 3.74% |
| Expected Yearly % | -15.43% | 26.95% |
| Kelly Criterion | -21.99% | 0.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11394641:BTCUSD | 11394641:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.33 | -0.46 | - |
| 2025 | 16.76 | -13.48 | -0.80 | - |
| Metric | 11394641:btcusd:triple_med_gx:lsma60_115 | 11394641:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | -0.75% | 31.46% |
| 6M | -19.26% | 12.77% |
| YTD | -13.48% | 16.76% |
| 1Y | -30.24% | 56.84% |
| 3Y (ann.) | -27.83% | 59.12% |
| 5Y (ann.) | -27.83% | 59.12% |
| Metric | 11394641:btcusd:triple_med_gx:lsma60_115 | 11394641:BTCUSD |
|---|---|---|
| Max Drawdown | -36.49% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -7.73% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.78 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -36.49 | 356 |
| 2024-06-05 | 2024-06-20 | -1.19 | 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 | 11394641:btcusd:triple_med_gx:lsma60_115 | 11394641:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -9.21% | -12.33% |
| Best Month | 5.67% | 37.42% |
| Worst Month | -10.15% | -17.69% |
| Best Year | -13.48% | 38.02% |
| Worst Year | -17.33% | 16.76% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 2.91% | 5.51% |
| Avg. Down Week | -2.86% | -3.98% |
| Avg. Up Month | 2.79% | 7.79% |
| Avg. Down Month | -6.4% | -7.82% |
| Win Days % | 40.89% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 32.35% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |