| Metric | 11399762:btcusd:triple_med_gx:lsma60_130 | 11399762:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -7.42% | 61.16% |
| Max Drawdown | -16.75% | -29.51% |
| Sharpe | -0.16 | 0.59 |
| Sortino | -0.22 | 0.85 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.45 | 0.59 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 36.61 | 3.12 |
| Outlier Loss Ratio | 3.75 | 3.1 |
| Volatility (ann.) | 9.21% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.43 | 2.0 |
| Skew | -0.11 | 0.21 |
| Kurtosis | 26.13 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.59% | 3.74% |
| Expected Yearly % | -3.78% | 26.95% |
| Kelly Criterion | -6.98% | 5.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11399762:BTCUSD | 11399762:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.62 | -0.17 | - |
| 2025 | 16.76 | -0.86 | -0.05 | - |
| Metric | 11399762:btcusd:triple_med_gx:lsma60_130 | 11399762:BTCUSD |
|---|---|---|
| MTD | 3.18% | 4.16% |
| 3M | -7.61% | 31.46% |
| 6M | -2.9% | 12.77% |
| YTD | -0.86% | 16.76% |
| 1Y | -8.0% | 56.84% |
| 3Y (ann.) | -7.23% | 59.12% |
| 5Y (ann.) | -7.23% | 59.12% |
| Metric | 11399762:btcusd:triple_med_gx:lsma60_130 | 11399762:BTCUSD |
|---|---|---|
| Max Drawdown | -16.75% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.65% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.44 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -16.75 | 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 | 11399762:btcusd:triple_med_gx:lsma60_130 | 11399762:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.1% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 4.41% | 37.42% |
| Worst Month | -10.93% | -17.69% |
| Best Year | -0.86% | 38.02% |
| Worst Year | -6.62% | 16.76% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 3.18% | 4.82% |
| Avg. Down Week | -2.91% | -3.12% |
| Avg. Up Month | 2.27% | 7.72% |
| Avg. Down Month | -3.61% | -9.42% |
| Win Days % | 45.65% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 39.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |