| Metric | 11371040:btcusd:triple_med_gx:lsma60_15 | 11371040:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -9.97% | 79.62% |
| Max Drawdown | -33.1% | -29.51% |
| Sharpe | -0.17 | 0.65 |
| Sortino | -0.24 | 0.96 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.45 | 0.63 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 32.0 | 3.33 |
| Outlier Loss Ratio | 3.65 | 3.32 |
| Volatility (ann.) | 10.4% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.27 | 2.33 |
| Skew | -0.8 | 0.2 |
| Kurtosis | 24.59 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.75% | 4.27% |
| Expected Yearly % | -5.11% | 34.02% |
| Kelly Criterion | -8.43% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11371040:BTCUSD | 11371040:btcusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.93 | -0.05 | - |
| 2025 | 30.14 | -8.20 | -0.27 | - |
| Metric | 11371040:btcusd:triple_med_gx:lsma60_15 | 11371040:BTCUSD |
|---|---|---|
| MTD | 4.03% | 13.36% |
| 3M | 15.92% | 45.08% |
| 6M | -6.8% | 28.47% |
| YTD | -8.2% | 30.14% |
| 1Y | -12.21% | 105.13% |
| 3Y (ann.) | -8.97% | 68.87% |
| 5Y (ann.) | -8.97% | 68.87% |
| Metric | 11371040:btcusd:triple_med_gx:lsma60_15 | 11371040:BTCUSD |
|---|---|---|
| Max Drawdown | -33.1% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -5.65% | -4.58% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | -0.3 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-14 | -33.10 | 279 |
| 2024-06-05 | 2024-07-13 | -6.82 | 38 |
| 2024-07-29 | 2024-08-08 | -4.18 | 10 |
| 2024-08-09 | 2024-08-23 | -3.57 | 14 |
| 2024-08-24 | 2024-10-07 | -1.22 | 44 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371040:btcusd:triple_med_gx:lsma60_15 | 11371040:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -5.82% | -12.33% |
| Best Month | 9.9% | 37.42% |
| Worst Month | -12.31% | -17.69% |
| Best Year | -1.93% | 38.02% |
| Worst Year | -8.2% | 30.14% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 2.88% | 6.71% |
| Avg. Down Week | -2.7% | -3.79% |
| Avg. Up Month | 3.94% | 7.94% |
| Avg. Down Month | -7.0% | -7.59% |
| Win Days % | 43.44% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |