| Metric | 11401263:btcusd:triple_med_gx:lsma60_135 | 11401263:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -18.68% | 61.16% |
| Max Drawdown | -32.71% | -29.51% |
| Sharpe | -0.53 | 0.59 |
| Sortino | -0.69 | 0.85 |
| Payoff Ratio | 0.93 | 0.91 |
| Profit Factor | 0.83 | 1.1 |
| Common Sense Ratio | 0.94 | 1.07 |
| CPC Index | 0.35 | 0.52 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 37.75 | 3.0 |
| Outlier Loss Ratio | 3.83 | 3.12 |
| Volatility (ann.) | 8.74% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.56 | 2.0 |
| Skew | -1.35 | 0.21 |
| Kurtosis | 26.75 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.58% | 3.74% |
| Expected Yearly % | -9.82% | 26.95% |
| Kelly Criterion | -14.24% | -1.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11401263:BTCUSD | 11401263:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -20.34 | -0.53 | - |
| 2025 | 16.76 | 2.08 | 0.12 | - |
| Metric | 11401263:btcusd:triple_med_gx:lsma60_135 | 11401263:BTCUSD |
|---|---|---|
| MTD | 4.23% | 4.16% |
| 3M | 9.64% | 31.46% |
| 6M | -4.78% | 12.77% |
| YTD | 2.08% | 16.76% |
| 1Y | -21.08% | 56.84% |
| 3Y (ann.) | -18.23% | 59.12% |
| 5Y (ann.) | -18.23% | 59.12% |
| Metric | 11401263:btcusd:triple_med_gx:lsma60_135 | 11401263:BTCUSD |
|---|---|---|
| Max Drawdown | -32.71% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -5.14% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.57 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -32.71 | 356 |
| 2024-06-08 | 2024-06-20 | -2.11 | 11 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401263:btcusd:triple_med_gx:lsma60_135 | 11401263:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 6.85% | 37.42% |
| Worst Month | -12.07% | -17.69% |
| Best Year | 2.08% | 38.02% |
| Worst Year | -20.34% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.12% | 6.75% |
| Avg. Down Week | -2.6% | -3.42% |
| Avg. Up Month | 2.68% | 12.73% |
| Avg. Down Month | -5.7% | -7.82% |
| Win Days % | 44.83% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 31.03% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |