| Metric | 11401208:btcusd:triple_med_gx:lsma60_135 | 11401208:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -1.71% | 61.16% |
| Max Drawdown | -19.89% | -29.51% |
| Sharpe | 0.01 | 0.59 |
| Sortino | 0.02 | 0.85 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.51 | 0.65 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 33.37 | 3.12 |
| Outlier Loss Ratio | 3.87 | 3.12 |
| Volatility (ann.) | 10.27% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.08 | 2.0 |
| Skew | 3.38 | 0.21 |
| Kurtosis | 76.5 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.74% |
| Expected Yearly % | -0.86% | 26.95% |
| Kelly Criterion | -4.46% | 9.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11401208:BTCUSD | 11401208:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.45 | -0.30 | - |
| 2025 | 16.76 | 11.00 | 0.66 | - |
| Metric | 11401208:btcusd:triple_med_gx:lsma60_135 | 11401208:BTCUSD |
|---|---|---|
| MTD | 2.9% | 4.16% |
| 3M | 1.79% | 31.46% |
| 6M | 3.46% | 12.77% |
| YTD | 11.0% | 16.76% |
| 1Y | -3.29% | 56.84% |
| 3Y (ann.) | -1.67% | 59.12% |
| 5Y (ann.) | -1.67% | 59.12% |
| Metric | 11401208:btcusd:triple_med_gx:lsma60_135 | 11401208:BTCUSD |
|---|---|---|
| Max Drawdown | -19.89% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -6.26% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.09 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -19.89 | 246 |
| 2024-06-05 | 2024-08-08 | -11.14 | 64 |
| 2024-08-09 | 2024-10-06 | -5.23 | 58 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401208:btcusd:triple_med_gx:lsma60_135 | 11401208:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.0% | 18.93% |
| Worst Week | -7.02% | -12.33% |
| Best Month | 13.34% | 37.42% |
| Worst Month | -11.87% | -17.69% |
| Best Year | 11.0% | 38.02% |
| Worst Year | -11.45% | 16.76% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.33% | 5.3% |
| Avg. Down Week | -3.22% | -3.15% |
| Avg. Up Month | 2.73% | 7.08% |
| Avg. Down Month | -7.1% | -9.42% |
| Win Days % | 43.97% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |