| Metric | 11397254:btcusd:triple_med_gx:lsma60_120 | 11397254:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -1.15% | 61.16% |
| Max Drawdown | -26.93% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.08 | 0.85 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 17.1 | 3.52 |
| Outlier Loss Ratio | 3.76 | 3.6 |
| Volatility (ann.) | 14.97% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.04 | 2.0 |
| Skew | -0.31 | 0.21 |
| Kurtosis | 30.35 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.09% | 3.74% |
| Expected Yearly % | -0.58% | 26.95% |
| Kelly Criterion | -1.06% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11397254:BTCUSD | 11397254:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.32 | -0.30 | - |
| 2025 | 16.76 | 11.47 | 0.68 | - |
| Metric | 11397254:btcusd:triple_med_gx:lsma60_120 | 11397254:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 19.96% | 31.46% |
| 6M | 9.87% | 12.77% |
| YTD | 11.47% | 16.76% |
| 1Y | 0.98% | 56.84% |
| 3Y (ann.) | -1.12% | 59.12% |
| 5Y (ann.) | -1.12% | 59.12% |
| Metric | 11397254:btcusd:triple_med_gx:lsma60_120 | 11397254:BTCUSD |
|---|---|---|
| Max Drawdown | -26.93% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -9.14% | -4.82% |
| Avg. Drawdown Days | 125.0 | 14.0 |
| Recovery Factor | -0.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -26.93 | 369 |
| 2024-06-02 | 2024-06-07 | -0.43 | 5 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11397254:btcusd:triple_med_gx:lsma60_120 | 11397254:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 9.13% | 37.42% |
| Worst Month | -11.5% | -17.69% |
| Best Year | 11.47% | 38.02% |
| Worst Year | -11.32% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.87% | -0.87% |
| Avg. Up Week | 3.79% | 4.53% |
| Avg. Down Week | -3.54% | -3.7% |
| Avg. Up Month | 4.02% | 12.23% |
| Avg. Down Month | -6.16% | -7.82% |
| Win Days % | 48.25% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |