| Metric | 11398354:btcusd:triple_med_gx:lsma60_125 | 11398354:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -9.42% | 61.16% |
| Max Drawdown | -29.3% | -29.51% |
| Sharpe | -0.07 | 0.59 |
| Sortino | -0.1 | 0.85 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 0.92 | 1.07 |
| CPC Index | 0.5 | 0.62 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 19.6 | 3.89 |
| Outlier Loss Ratio | 3.51 | 3.6 |
| Volatility (ann.) | 15.97% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.31 | 2.0 |
| Skew | 0.62 | 0.21 |
| Kurtosis | 35.13 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.76% | 3.74% |
| Expected Yearly % | -4.83% | 26.95% |
| Kelly Criterion | -2.76% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11398354:BTCUSD | 11398354:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.60 | -0.33 | - |
| 2025 | 16.76 | 3.63 | 0.22 | - |
| Metric | 11398354:btcusd:triple_med_gx:lsma60_125 | 11398354:BTCUSD |
|---|---|---|
| MTD | 2.63% | 4.16% |
| 3M | 9.75% | 31.46% |
| 6M | 0.2% | 12.77% |
| YTD | 3.63% | 16.76% |
| 1Y | -13.02% | 56.84% |
| 3Y (ann.) | -9.19% | 59.12% |
| 5Y (ann.) | -9.19% | 59.12% |
| Metric | 11398354:btcusd:triple_med_gx:lsma60_125 | 11398354:BTCUSD |
|---|---|---|
| Max Drawdown | -29.3% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -5.14% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -29.30 | 371 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11398354:btcusd:triple_med_gx:lsma60_125 | 11398354:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.57% | 18.93% |
| Worst Week | -7.34% | -12.33% |
| Best Month | 8.59% | 37.42% |
| Worst Month | -7.6% | -17.69% |
| Best Year | 3.63% | 38.02% |
| Worst Year | -12.6% | 16.76% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.93% | -0.94% |
| Avg. Up Week | 2.82% | 4.29% |
| Avg. Down Week | -2.94% | -4.0% |
| Avg. Up Month | 3.32% | 15.89% |
| Avg. Down Month | -3.89% | -9.25% |
| Win Days % | 46.14% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |