| Metric | 11381939:btcusd:triple_med_gx:lsma60_70 | 11381939:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 0.73% | 61.52% |
| Max Drawdown | -12.83% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.09 | 0.86 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.5 | 0.6 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 73.66 | 2.66 |
| Outlier Loss Ratio | 3.28 | 2.57 |
| Volatility (ann.) | 6.4% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.06 | 2.02 |
| Skew | 0.96 | 0.21 |
| Kurtosis | 68.63 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.06% | 3.76% |
| Expected Yearly % | 0.36% | 27.09% |
| Kelly Criterion | -8.44% | 6.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11381939:BTCUSD | 11381939:btcusd:triple_med_gx:lsma60_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.80 | 0.23 | - |
| 2025 | 17.02 | -7.42 | -0.44 | - |
| Metric | 11381939:btcusd:triple_med_gx:lsma60_70 | 11381939:BTCUSD |
|---|---|---|
| MTD | -0.18% | 4.4% |
| 3M | -10.73% | 31.76% |
| 6M | -7.77% | 12.25% |
| YTD | -7.42% | 17.02% |
| 1Y | -1.84% | 57.19% |
| 3Y (ann.) | 0.71% | 59.47% |
| 5Y (ann.) | 0.71% | 59.47% |
| Metric | 11381939:btcusd:triple_med_gx:lsma60_70 | 11381939:BTCUSD |
|---|---|---|
| Max Drawdown | -12.83% | -29.51% |
| Longest DD Days | 90.0 | 144.0 |
| Avg. Drawdown | -2.58% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.06 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-29 | 2025-06-11 | -12.83 | 74 |
| 2024-09-06 | 2024-12-05 | -5.88 | 90 |
| 2024-06-20 | 2024-08-23 | -2.32 | 64 |
| 2024-12-12 | 2025-03-05 | -1.96 | 82 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2024-06-19 | 2024-06-20 | -0.54 | 0 |
| 2024-12-05 | 2024-12-12 | -0.28 | 7 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2025-03-16 | 2025-03-16 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11381939:btcusd:triple_med_gx:lsma60_70 | 11381939:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.25% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 5.85% | 37.42% |
| Worst Month | -8.97% | -17.69% |
| Best Year | 8.8% | 38.02% |
| Worst Year | -7.42% | 17.02% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.85% | -0.96% |
| Avg. Up Week | 2.82% | 5.31% |
| Avg. Down Week | -2.7% | -2.64% |
| Avg. Up Month | 1.12% | 9.7% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 41.96% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 44.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |