| Metric | 11432787:btcusd:triple_med_gx:lsma60_120 | 11432787:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 2.85% | 30.09% |
| Max Drawdown | -15.93% | -28.38% |
| Sharpe | 0.14 | 0.44 |
| Sortino | 0.2 | 0.63 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.74 | 0.99 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.65 | 0.93 |
| Outlier Win Ratio | 36.39 | 2.97 |
| Outlier Loss Ratio | 4.05 | 2.93 |
| Volatility (ann.) | 8.58% | 26.18% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.22 | 1.34 |
| Skew | -0.31 | 0.13 |
| Kurtosis | 26.32 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.67% |
| Expected Yearly % | 1.41% | 14.06% |
| Kelly Criterion | -0.19% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.22% |
| Expected Shortfall (cVaR) | -0.74% | -2.22% |
| Year | 11432787:BTCUSD | 11432787:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.09 | 0.00 | - |
| 2025 | -5.74 | 2.76 | -0.48 | + |
| Metric | 11432787:btcusd:triple_med_gx:lsma60_120 | 11432787:BTCUSD |
|---|---|---|
| MTD | -2.12% | 4.38% |
| 3M | 0.94% | -10.75% |
| 6M | 7.13% | 38.92% |
| YTD | 2.76% | -5.74% |
| 1Y | 2.85% | 30.09% |
| 3Y (ann.) | 3.5% | 38.02% |
| 5Y (ann.) | 3.5% | 38.02% |
| Metric | 11432787:btcusd:triple_med_gx:lsma60_120 | 11432787:BTCUSD |
|---|---|---|
| Max Drawdown | -15.93% | -28.38% |
| Longest DD Days | 129.0 | 144.0 |
| Avg. Drawdown | -3.99% | -4.56% |
| Avg. Drawdown Days | 35.0 | 12.0 |
| Recovery Factor | 0.18 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-14 | -15.93 | 129 |
| 2024-12-05 | 2025-03-06 | -6.66 | 90 |
| 2025-03-06 | 2025-03-26 | -5.04 | 20 |
| 2024-10-30 | 2024-12-05 | -2.06 | 36 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11432787:btcusd:triple_med_gx:lsma60_120 | 11432787:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 10.24% | 37.42% |
| Worst Month | -11.54% | -17.69% |
| Best Year | 2.76% | 38.02% |
| Worst Year | 0.09% | -5.74% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 3.26% | 4.47% |
| Avg. Down Week | -2.37% | -4.66% |
| Avg. Up Month | 6.1% | 7.76% |
| Avg. Down Month | -5.55% | -6.43% |
| Win Days % | 46.33% | 51.38% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 45.0% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |