| Metric | 11371813:btcusd:triple_med_gx:lsma60_20 | 11371813:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -15.4% | 79.62% |
| Max Drawdown | -28.92% | -29.51% |
| Sharpe | -0.38 | 0.65 |
| Sortino | -0.51 | 0.96 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.77 | 1.08 |
| CPC Index | 0.38 | 0.56 |
| Tail Ratio | 0.89 | 0.98 |
| Outlier Win Ratio | 40.21 | 3.19 |
| Outlier Loss Ratio | 3.71 | 3.2 |
| Volatility (ann.) | 8.77% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.48 | 2.33 |
| Skew | -1.18 | 0.2 |
| Kurtosis | 28.14 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.19% | 4.27% |
| Expected Yearly % | -8.02% | 34.02% |
| Kelly Criterion | -11.91% | 2.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11371813:BTCUSD | 11371813:btcusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.11 | -0.11 | - |
| 2025 | 30.14 | -11.77 | -0.39 | - |
| Metric | 11371813:btcusd:triple_med_gx:lsma60_20 | 11371813:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 1.52% | 45.08% |
| 6M | -11.82% | 28.47% |
| YTD | -11.77% | 30.14% |
| 1Y | -20.43% | 105.13% |
| 3Y (ann.) | -13.9% | 68.87% |
| 5Y (ann.) | -13.9% | 68.87% |
| Metric | 11371813:btcusd:triple_med_gx:lsma60_20 | 11371813:BTCUSD |
|---|---|---|
| Max Drawdown | -28.92% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -4.03% | -4.58% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | -0.53 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-14 | -28.92 | 289 |
| 2024-07-14 | 2024-08-23 | -4.94 | 40 |
| 2024-06-05 | 2024-06-30 | -3.57 | 25 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-07-01 | 2024-07-10 | -1.43 | 8 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-08-25 | 2024-09-09 | -0.37 | 15 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371813:btcusd:triple_med_gx:lsma60_20 | 11371813:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.75% | 18.93% |
| Worst Week | -7.35% | -12.33% |
| Best Month | 5.75% | 37.42% |
| Worst Month | -12.51% | -17.69% |
| Best Year | -4.11% | 38.02% |
| Worst Year | -11.77% | 30.14% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 2.06% | 7.43% |
| Avg. Down Week | -1.08% | -3.58% |
| Avg. Up Month | 4.07% | 8.72% |
| Avg. Down Month | -6.9% | -7.67% |
| Win Days % | 44.06% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 35.71% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |