| Metric | 11381771:btcusd:triple_med_gx:lsma60_70 | 11381771:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -18.1% | 61.52% |
| Max Drawdown | -20.91% | -29.51% |
| Sharpe | -0.77 | 0.59 |
| Sortino | -1.01 | 0.86 |
| Payoff Ratio | 1.27 | 1.16 |
| Profit Factor | 0.65 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.25 | 0.66 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 90.98 | 2.59 |
| Outlier Loss Ratio | 3.78 | 2.84 |
| Volatility (ann.) | 6.09% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.84 | 2.02 |
| Skew | -1.06 | 0.21 |
| Kurtosis | 65.82 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.52% | 3.76% |
| Expected Yearly % | -9.5% | 27.09% |
| Kelly Criterion | -25.11% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11381771:BTCUSD | 11381771:btcusd:triple_med_gx:lsma60_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.52 | -0.38 | - |
| 2025 | 17.02 | -4.19 | -0.25 | - |
| Metric | 11381771:btcusd:triple_med_gx:lsma60_70 | 11381771:BTCUSD |
|---|---|---|
| MTD | -0.62% | 4.4% |
| 3M | 2.33% | 31.76% |
| 6M | -11.44% | 12.25% |
| YTD | -4.19% | 17.02% |
| 1Y | -17.41% | 57.19% |
| 3Y (ann.) | -17.67% | 59.47% |
| 5Y (ann.) | -17.67% | 59.47% |
| Metric | 11381771:btcusd:triple_med_gx:lsma60_70 | 11381771:BTCUSD |
|---|---|---|
| Max Drawdown | -20.91% | -29.51% |
| Longest DD Days | 317.0 | 144.0 |
| Avg. Drawdown | -11.12% | -4.82% |
| Avg. Drawdown Days | 166.0 | 14.0 |
| Recovery Factor | -0.87 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-06-11 | -20.91 | 317 |
| 2024-06-03 | 2024-06-20 | -1.33 | 16 |
| Metric | 11381771:btcusd:triple_med_gx:lsma60_70 | 11381771:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 3.7% | 18.93% |
| Worst Week | -5.58% | -12.33% |
| Best Month | 4.7% | 37.42% |
| Worst Month | -7.99% | -17.69% |
| Best Year | -4.19% | 38.02% |
| Worst Year | -14.52% | 17.02% |
| Avg. Up Day | 0.99% | 1.03% |
| Avg. Down Day | -0.78% | -0.89% |
| Avg. Up Week | 1.84% | 6.62% |
| Avg. Down Week | -3.39% | -4.07% |
| Avg. Up Month | 4.2% | 11.0% |
| Avg. Down Month | -4.67% | -7.67% |
| Win Days % | 30.0% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |