| Metric | 11371826:btcusd:triple_med_gx:lsma60_20 | 11371826:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -11.42% | 79.62% |
| Max Drawdown | -24.53% | -29.51% |
| Sharpe | -0.28 | 0.65 |
| Sortino | -0.37 | 0.96 |
| Payoff Ratio | 0.98 | 0.99 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.97 | 1.08 |
| CPC Index | 0.4 | 0.57 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 41.81 | 3.14 |
| Outlier Loss Ratio | 3.66 | 3.09 |
| Volatility (ann.) | 8.51% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.42 | 2.33 |
| Skew | -1.24 | 0.2 |
| Kurtosis | 31.88 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.86% | 4.27% |
| Expected Yearly % | -5.88% | 34.02% |
| Kelly Criterion | -11.31% | 3.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11371826:BTCUSD | 11371826:btcusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.05 | -0.29 | - |
| 2025 | 30.14 | -0.42 | -0.01 | - |
| Metric | 11371826:btcusd:triple_med_gx:lsma60_20 | 11371826:BTCUSD |
|---|---|---|
| MTD | 2.93% | 13.36% |
| 3M | -0.03% | 45.08% |
| 6M | -0.13% | 28.47% |
| YTD | -0.42% | 30.14% |
| 1Y | -15.71% | 105.13% |
| 3Y (ann.) | -10.28% | 68.87% |
| 5Y (ann.) | -10.28% | 68.87% |
| Metric | 11371826:btcusd:triple_med_gx:lsma60_20 | 11371826:BTCUSD |
|---|---|---|
| Max Drawdown | -24.53% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -3.52% | -4.58% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | -0.47 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-14 | -24.53 | 279 |
| 2024-08-11 | 2024-08-23 | -4.16 | 12 |
| 2024-07-01 | 2024-07-13 | -3.31 | 12 |
| 2024-06-05 | 2024-06-30 | -2.06 | 24 |
| 2024-08-09 | 2024-08-11 | -1.48 | 2 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-08-25 | 2024-10-07 | -0.76 | 43 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11371826:btcusd:triple_med_gx:lsma60_20 | 11371826:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -8.3% | -12.33% |
| Best Month | 5.76% | 37.42% |
| Worst Month | -9.87% | -17.69% |
| Best Year | -0.42% | 38.02% |
| Worst Year | -11.05% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.04% | 5.78% |
| Avg. Down Week | -1.29% | -3.85% |
| Avg. Up Month | 3.08% | 8.54% |
| Avg. Down Month | -7.77% | -2.66% |
| Win Days % | 44.85% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 37.14% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |