| Metric | 11403130:btcusd:triple_med_gx:lsma60_140 | 11403130:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -9.26% | 61.16% |
| Max Drawdown | -20.13% | -29.51% |
| Sharpe | -0.21 | 0.59 |
| Sortino | -0.29 | 0.85 |
| Payoff Ratio | 0.96 | 0.92 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.43 | 0.52 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 34.87 | 3.09 |
| Outlier Loss Ratio | 3.8 | 3.11 |
| Volatility (ann.) | 9.17% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.45 | 2.0 |
| Skew | -0.62 | 0.21 |
| Kurtosis | 28.46 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.74% | 3.74% |
| Expected Yearly % | -4.74% | 26.95% |
| Kelly Criterion | -6.21% | -0.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11403130:BTCUSD | 11403130:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.55 | -0.09 | - |
| 2025 | 16.76 | -5.91 | -0.35 | - |
| Metric | 11403130:btcusd:triple_med_gx:lsma60_140 | 11403130:BTCUSD |
|---|---|---|
| MTD | 4.92% | 4.16% |
| 3M | 5.59% | 31.46% |
| 6M | -6.52% | 12.77% |
| YTD | -5.91% | 16.76% |
| 1Y | -11.31% | 56.84% |
| 3Y (ann.) | -9.02% | 59.12% |
| 5Y (ann.) | -9.02% | 59.12% |
| Metric | 11403130:btcusd:triple_med_gx:lsma60_140 | 11403130:BTCUSD |
|---|---|---|
| Max Drawdown | -20.13% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.09% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.46 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -20.13 | 370 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11403130:btcusd:triple_med_gx:lsma60_140 | 11403130:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -6.38% | -12.33% |
| Best Month | 4.92% | 37.42% |
| Worst Month | -8.58% | -17.69% |
| Best Year | -3.55% | 38.02% |
| Worst Year | -5.91% | 16.76% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 2.8% | 4.7% |
| Avg. Down Week | -2.04% | -3.67% |
| Avg. Up Month | 1.98% | 10.0% |
| Avg. Down Month | -4.3% | -8.96% |
| Win Days % | 47.87% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 40.62% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |