| Metric | 11384233:btcusd:triple_med_gx:lsma60_80 | 11384233:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -16.95% | 75.42% |
| Max Drawdown | -22.41% | -29.51% |
| Sharpe | -0.51 | 0.63 |
| Sortino | -0.76 | 0.92 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 0.74 | 1.11 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.29 | 0.69 |
| Tail Ratio | 0.0 | 0.96 |
| Outlier Win Ratio | 72.25 | 2.64 |
| Outlier Loss Ratio | 4.19 | 2.82 |
| Volatility (ann.) | 7.5% | 24.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.68 | 2.19 |
| Skew | 6.07 | 0.2 |
| Kurtosis | 228.75 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.32% | 4.1% |
| Expected Yearly % | -8.87% | 32.45% |
| Kelly Criterion | -23.17% | 12.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11384233:BTCUSD | 11384233:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.37 | -0.17 | - |
| 2025 | 27.10 | -11.30 | -0.42 | - |
| Metric | 11384233:btcusd:triple_med_gx:lsma60_80 | 11384233:BTCUSD |
|---|---|---|
| MTD | 1.91% | 10.71% |
| 3M | 0.17% | 41.88% |
| 6M | -11.14% | 22.91% |
| YTD | -11.3% | 27.1% |
| 1Y | -12.74% | 82.29% |
| 3Y (ann.) | -15.21% | 64.73% |
| 5Y (ann.) | -15.21% | 64.73% |
| Metric | 11384233:btcusd:triple_med_gx:lsma60_80 | 11384233:BTCUSD |
|---|---|---|
| Max Drawdown | -22.41% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -7.56% | -4.71% |
| Avg. Drawdown Days | 101.0 | 14.0 |
| Recovery Factor | -0.76 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-10 | 2025-07-17 | -22.41 | 279 |
| 2024-06-03 | 2024-10-07 | -7.25 | 125 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-10-09 | 2024-10-10 | -0.18 | 0 |
| Metric | 11384233:btcusd:triple_med_gx:lsma60_80 | 11384233:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -8.21% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -12.28% | -17.69% |
| Best Year | -6.37% | 38.02% |
| Worst Year | -11.3% | 27.1% |
| Avg. Up Day | 0.87% | 0.91% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 1.92% | 5.11% |
| Avg. Down Week | -2.83% | -3.53% |
| Avg. Up Month | 2.17% | 9.65% |
| Avg. Down Month | -4.98% | -9.42% |
| Win Days % | 32.16% | 51.89% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 36.67% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |