| Metric | 11385857:btcusd:triple_med_gx:lsma60_85 | 11385857:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -10.13% | 61.52% |
| Max Drawdown | -14.95% | -29.51% |
| Sharpe | -0.32 | 0.59 |
| Sortino | -0.43 | 0.86 |
| Payoff Ratio | 1.02 | 0.97 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.37 | 0.55 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 62.52 | 2.75 |
| Outlier Loss Ratio | 3.57 | 2.87 |
| Volatility (ann.) | 7.23% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.66 | 2.02 |
| Skew | -0.99 | 0.21 |
| Kurtosis | 52.5 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.82% | 3.76% |
| Expected Yearly % | -5.2% | 27.09% |
| Kelly Criterion | -14.62% | 2.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11385857:BTCUSD | 11385857:btcusd:triple_med_gx:lsma60_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.96 | -0.10 | - |
| 2025 | 17.02 | -6.43 | -0.38 | - |
| Metric | 11385857:btcusd:triple_med_gx:lsma60_85 | 11385857:BTCUSD |
|---|---|---|
| MTD | 0.71% | 4.4% |
| 3M | -10.17% | 31.76% |
| 6M | -7.86% | 12.25% |
| YTD | -6.43% | 17.02% |
| 1Y | -12.57% | 57.19% |
| 3Y (ann.) | -9.87% | 59.47% |
| 5Y (ann.) | -9.87% | 59.47% |
| Metric | 11385857:btcusd:triple_med_gx:lsma60_85 | 11385857:BTCUSD |
|---|---|---|
| Max Drawdown | -14.95% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -3.34% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.68 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -14.95 | 355 |
| 2024-06-05 | 2024-06-20 | -1.44 | 14 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11385857:btcusd:triple_med_gx:lsma60_85 | 11385857:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.5% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 2.91% | 37.42% |
| Worst Month | -8.97% | -17.69% |
| Best Year | -3.96% | 38.02% |
| Worst Year | -6.43% | 17.02% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 1.83% | 4.05% |
| Avg. Down Week | -2.94% | -3.06% |
| Avg. Up Month | 0.63% | 7.15% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 42.14% | 51.9% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 48.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |