| Metric | 11372653:btcusd:triple_med_gx:lsma60_25 | 11372653:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -20.28% | 79.62% |
| Max Drawdown | -29.39% | -29.51% |
| Sharpe | -0.57 | 0.65 |
| Sortino | -0.73 | 0.96 |
| Payoff Ratio | 0.93 | 0.94 |
| Profit Factor | 0.81 | 1.11 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.33 | 0.54 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 45.21 | 3.1 |
| Outlier Loss Ratio | 3.59 | 3.09 |
| Volatility (ann.) | 8.29% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.62 | 2.33 |
| Skew | -1.9 | 0.2 |
| Kurtosis | 32.43 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.61% | 4.27% |
| Expected Yearly % | -10.72% | 34.02% |
| Kelly Criterion | -16.77% | 0.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11372653:BTCUSD | 11372653:btcusd:triple_med_gx:lsma60_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.22 | -0.40 | - |
| 2025 | 30.14 | -5.97 | -0.20 | - |
| Metric | 11372653:btcusd:triple_med_gx:lsma60_25 | 11372653:BTCUSD |
|---|---|---|
| MTD | 0.97% | 13.36% |
| 3M | 0.51% | 45.08% |
| 6M | -5.7% | 28.47% |
| YTD | -5.97% | 30.14% |
| 1Y | -23.86% | 105.13% |
| 3Y (ann.) | -18.36% | 68.87% |
| 5Y (ann.) | -18.36% | 68.87% |
| Metric | 11372653:btcusd:triple_med_gx:lsma60_25 | 11372653:BTCUSD |
|---|---|---|
| Max Drawdown | -29.39% | -29.51% |
| Longest DD Days | 337.0 | 144.0 |
| Avg. Drawdown | -3.87% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.69 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-11 | 2025-07-14 | -29.39 | 337 |
| 2024-07-01 | 2024-07-13 | -3.31 | 12 |
| 2024-06-05 | 2024-06-30 | -1.81 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-08-09 | 2024-08-09 | -0.95 | 0 |
| 2024-08-10 | 2024-08-10 | -0.79 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-08-10 | 2024-08-11 | -0.27 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11372653:btcusd:triple_med_gx:lsma60_25 | 11372653:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -7.36% | -12.33% |
| Best Month | 5.76% | 37.42% |
| Worst Month | -9.49% | -17.69% |
| Best Year | -5.97% | 38.02% |
| Worst Year | -15.22% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 1.29% | 5.66% |
| Avg. Down Week | -2.09% | -4.9% |
| Avg. Up Month | 2.44% | 7.18% |
| Avg. Down Month | -5.71% | -7.93% |
| Win Days % | 43.61% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |