| Metric | 11379697:btcusd:triple_med_gx:lsma260_60 | 11379697:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | -2.34% | 79.62% |
| Max Drawdown | -29.85% | -29.51% |
| Sharpe | 0.01 | 0.65 |
| Sortino | 0.02 | 0.96 |
| Payoff Ratio | 0.89 | 0.9 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.45 | 0.52 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 25.35 | 3.36 |
| Outlier Loss Ratio | 3.58 | 3.46 |
| Volatility (ann.) | 11.65% | 24.6% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.07 | 2.33 |
| Skew | -2.96 | 0.2 |
| Kurtosis | 49.15 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.17% | 4.27% |
| Expected Yearly % | -1.18% | 34.02% |
| Kelly Criterion | -4.32% | -1.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.07% |
| Expected Shortfall (cVaR) | -1.0% | -2.07% |
| Year | 11379697:BTCUSD | 11379697:btcusd:triple_med_gx:lsma260_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.07 | -0.16 | - |
| 2025 | 30.14 | 3.97 | 0.13 | - |
| Metric | 11379697:btcusd:triple_med_gx:lsma260_60 | 11379697:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 22.46% | 45.08% |
| 6M | 3.97% | 28.47% |
| YTD | 3.97% | 30.14% |
| 1Y | -2.65% | 105.13% |
| 3Y (ann.) | -2.1% | 68.87% |
| 5Y (ann.) | -2.1% | 68.87% |
| Metric | 11379697:btcusd:triple_med_gx:lsma260_60 | 11379697:BTCUSD |
|---|---|---|
| Max Drawdown | -29.85% | -29.51% |
| Longest DD Days | 396.0 | 144.0 |
| Avg. Drawdown | -6.36% | -4.58% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | -0.08 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-07-14 | -29.85 | 396 |
| 2024-06-03 | 2024-06-12 | -1.16 | 8 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11379697:btcusd:triple_med_gx:lsma260_60 | 11379697:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 15.57% | 37.42% |
| Worst Month | -20.15% | -17.69% |
| Best Year | 3.97% | 38.02% |
| Worst Year | -6.07% | 30.14% |
| Avg. Up Day | 0.79% | 0.79% |
| Avg. Down Day | -0.89% | -0.89% |
| Avg. Up Week | 3.92% | 6.12% |
| Avg. Down Week | -4.81% | -4.61% |
| Avg. Up Month | 7.54% | 17.38% |
| Avg. Down Month | -7.23% | -7.93% |
| Win Days % | 50.86% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 55.17% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |