| Metric | 11376255:btcusd:triple_med_gx:lsma60_45 | 11376255:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -6.6% | 79.62% |
| Max Drawdown | -18.28% | -29.51% |
| Sharpe | -0.2 | 0.65 |
| Sortino | -0.28 | 0.96 |
| Payoff Ratio | 1.21 | 1.07 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.44 | 0.62 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 62.31 | 2.94 |
| Outlier Loss Ratio | 4.1 | 2.79 |
| Volatility (ann.) | 6.45% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.32 | 2.33 |
| Skew | -0.74 | 0.2 |
| Kurtosis | 46.3 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.49% | 4.27% |
| Expected Yearly % | -3.36% | 34.02% |
| Kelly Criterion | -10.51% | 7.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.07% |
| Expected Shortfall (cVaR) | -0.56% | -2.07% |
| Year | 11376255:BTCUSD | 11376255:btcusd:triple_med_gx:lsma60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.47 | 0.12 | - |
| 2025 | 30.14 | -10.59 | -0.35 | - |
| Metric | 11376255:btcusd:triple_med_gx:lsma60_45 | 11376255:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 3.56% | 45.08% |
| 6M | -11.13% | 28.47% |
| YTD | -10.59% | 30.14% |
| 1Y | -1.14% | 105.13% |
| 3Y (ann.) | -5.93% | 68.87% |
| 5Y (ann.) | -5.93% | 68.87% |
| Metric | 11376255:btcusd:triple_med_gx:lsma60_45 | 11376255:BTCUSD |
|---|---|---|
| Max Drawdown | -18.28% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -4.23% | -4.58% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | -0.36 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -18.28 | 266 |
| 2024-06-10 | 2024-09-17 | -8.48 | 98 |
| 2024-09-20 | 2024-10-14 | -3.14 | 24 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-04 | 2024-06-10 | -0.53 | 6 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11376255:btcusd:triple_med_gx:lsma60_45 | 11376255:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.95% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -3.64% | -12.33% |
| Best Month | 10.35% | 37.42% |
| Worst Month | -8.31% | -17.69% |
| Best Year | 4.47% | 38.02% |
| Worst Year | -10.59% | 30.14% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.66% | -0.78% |
| Avg. Up Week | 1.9% | 5.59% |
| Avg. Down Week | -1.98% | -3.62% |
| Avg. Up Month | 3.34% | 9.02% |
| Avg. Down Month | -3.11% | -7.82% |
| Win Days % | 39.49% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 43.24% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |