| Metric | 11374457:btcusd:triple_med_gx:lsma60_35 | 11374457:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -17.06% | 79.62% |
| Max Drawdown | -21.61% | -29.51% |
| Sharpe | -0.5 | 0.65 |
| Sortino | -0.66 | 0.96 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 0.81 | 1.11 |
| Common Sense Ratio | 0.91 | 1.08 |
| CPC Index | 0.34 | 0.57 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 52.0 | 3.05 |
| Outlier Loss Ratio | 3.54 | 3.0 |
| Volatility (ann.) | 7.7% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.71 | 2.33 |
| Skew | -1.4 | 0.2 |
| Kurtosis | 35.12 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.33% | 4.27% |
| Expected Yearly % | -8.93% | 34.02% |
| Kelly Criterion | -16.25% | 3.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11374457:BTCUSD | 11374457:btcusd:triple_med_gx:lsma60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.14 | -0.35 | - |
| 2025 | 30.14 | -4.52 | -0.15 | - |
| Metric | 11374457:btcusd:triple_med_gx:lsma60_35 | 11374457:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | -3.08% | 45.08% |
| 6M | -4.24% | 28.47% |
| YTD | -4.52% | 30.14% |
| 1Y | -18.62% | 105.13% |
| 3Y (ann.) | -15.41% | 68.87% |
| 5Y (ann.) | -15.41% | 68.87% |
| Metric | 11374457:btcusd:triple_med_gx:lsma60_35 | 11374457:BTCUSD |
|---|---|---|
| Max Drawdown | -21.61% | -29.51% |
| Longest DD Days | 337.0 | 144.0 |
| Avg. Drawdown | -4.27% | -4.58% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.79 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-11 | 2025-07-14 | -21.61 | 337 |
| 2024-07-01 | 2024-07-14 | -4.51 | 12 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-05 | 2024-06-30 | -1.19 | 25 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-08-10 | 2024-08-11 | -0.45 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11374457:btcusd:triple_med_gx:lsma60_35 | 11374457:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.82% | 18.93% |
| Worst Week | -7.47% | -12.33% |
| Best Month | 5.23% | 37.42% |
| Worst Month | -10.38% | -17.69% |
| Best Year | -4.52% | 38.02% |
| Worst Year | -13.14% | 30.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 1.29% | 5.41% |
| Avg. Down Week | -3.17% | -4.47% |
| Avg. Up Month | 2.91% | 6.72% |
| Avg. Down Month | -5.78% | -9.88% |
| Win Days % | 42.29% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |