| Metric | 11371191:btcusd:triple_med_gx:lsma60_15 | 11371191:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -14.1% | 79.62% |
| Max Drawdown | -19.06% | -29.51% |
| Sharpe | -0.43 | 0.65 |
| Sortino | -0.56 | 0.96 |
| Payoff Ratio | 0.98 | 0.99 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.47 | 1.08 |
| CPC Index | 0.35 | 0.57 |
| Tail Ratio | 0.56 | 0.98 |
| Outlier Win Ratio | 54.3 | 3.06 |
| Outlier Loss Ratio | 3.54 | 2.99 |
| Volatility (ann.) | 7.31% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.67 | 2.33 |
| Skew | -1.68 | 0.2 |
| Kurtosis | 35.55 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.08% | 4.27% |
| Expected Yearly % | -7.32% | 34.02% |
| Kelly Criterion | -15.0% | 3.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11371191:BTCUSD | 11371191:btcusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.69 | 0.07 | - |
| 2025 | 30.14 | -16.35 | -0.54 | - |
| Metric | 11371191:btcusd:triple_med_gx:lsma60_15 | 11371191:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.88% | 45.08% |
| 6M | -17.26% | 28.47% |
| YTD | -16.35% | 30.14% |
| 1Y | -11.88% | 105.13% |
| 3Y (ann.) | -12.72% | 68.87% |
| 5Y (ann.) | -12.72% | 68.87% |
| Metric | 11371191:btcusd:triple_med_gx:lsma60_15 | 11371191:BTCUSD |
|---|---|---|
| Max Drawdown | -19.06% | -29.51% |
| Longest DD Days | 191.0 | 144.0 |
| Avg. Drawdown | -7.08% | -4.58% |
| Avg. Drawdown Days | 77.0 | 14.0 |
| Recovery Factor | -0.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-04 | 2025-07-14 | -19.06 | 191 |
| 2024-06-05 | 2024-10-14 | -10.36 | 131 |
| 2024-10-30 | 2025-01-03 | -4.71 | 65 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-10-29 | 2024-10-29 | -0.18 | 0 |
| Metric | 11371191:btcusd:triple_med_gx:lsma60_15 | 11371191:BTCUSD |
|---|---|---|
| Best Day | 2.98% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.43% | 18.93% |
| Worst Week | -12.99% | -12.33% |
| Best Month | 5.08% | 37.42% |
| Worst Month | -13.7% | -17.69% |
| Best Year | 2.69% | 38.02% |
| Worst Year | -16.35% | 30.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 2.39% | 5.51% |
| Avg. Down Week | -1.66% | -2.12% |
| Avg. Up Month | 2.05% | 16.18% |
| Avg. Down Month | -5.9% | -8.96% |
| Win Days % | 43.06% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 40.74% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |