| Metric | 11387086:btcusd:triple_med_gx:lsma60_90 | 11387086:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -27.15% | 61.52% |
| Max Drawdown | -33.93% | -29.51% |
| Sharpe | -0.94 | 0.59 |
| Sortino | -1.18 | 0.86 |
| Payoff Ratio | 0.95 | 0.93 |
| Profit Factor | 0.68 | 1.1 |
| Common Sense Ratio | 0.38 | 1.07 |
| CPC Index | 0.25 | 0.53 |
| Tail Ratio | 0.56 | 0.97 |
| Outlier Win Ratio | 51.74 | 2.76 |
| Outlier Loss Ratio | 3.72 | 3.0 |
| Volatility (ann.) | 7.86% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.78 | 2.02 |
| Skew | -1.68 | 0.21 |
| Kurtosis | 37.97 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.41% | 3.76% |
| Expected Yearly % | -14.65% | 27.09% |
| Kelly Criterion | -24.53% | 0.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11387086:BTCUSD | 11387086:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -19.88 | -0.52 | - |
| 2025 | 17.02 | -9.07 | -0.53 | - |
| Metric | 11387086:btcusd:triple_med_gx:lsma60_90 | 11387086:BTCUSD |
|---|---|---|
| MTD | -0.09% | 4.4% |
| 3M | -2.63% | 31.76% |
| 6M | -14.71% | 12.25% |
| YTD | -9.07% | 17.02% |
| 1Y | -29.31% | 57.19% |
| 3Y (ann.) | -26.53% | 59.47% |
| 5Y (ann.) | -26.53% | 59.47% |
| Metric | 11387086:btcusd:triple_med_gx:lsma60_90 | 11387086:BTCUSD |
|---|---|---|
| Max Drawdown | -33.93% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -5.97% | -4.82% |
| Avg. Drawdown Days | 59.0 | 14.0 |
| Recovery Factor | -0.8 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -33.93 | 355 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-19 | 2024-06-20 | -0.71 | 0 |
| 2024-06-18 | 2024-06-19 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11387086:btcusd:triple_med_gx:lsma60_90 | 11387086:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.63% | 18.93% |
| Worst Week | -9.38% | -12.33% |
| Best Month | 5.09% | 37.42% |
| Worst Month | -7.99% | -17.69% |
| Best Year | -9.07% | 38.02% |
| Worst Year | -19.88% | 17.02% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 1.94% | 5.39% |
| Avg. Down Week | -3.92% | -3.88% |
| Avg. Up Month | 4.78% | 11.0% |
| Avg. Down Month | -3.88% | -7.82% |
| Win Days % | 39.19% | 51.9% |
| Win Month % | 15.38% | 61.54% |
| Win Week % | 35.71% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |