| Metric | 11387309:btcusd:triple_med_gx:lsma60_90 | 11387309:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -2.09% | 61.52% |
| Max Drawdown | -10.3% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.03 | 0.86 |
| Payoff Ratio | 1.14 | 1.02 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 0.84 | 1.07 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 0.84 | 0.97 |
| Outlier Win Ratio | 45.64 | 2.85 |
| Outlier Loss Ratio | 3.8 | 2.99 |
| Volatility (ann.) | 8.47% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.2 | 2.02 |
| Skew | 3.14 | 0.21 |
| Kurtosis | 90.14 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.16% | 3.76% |
| Expected Yearly % | -1.05% | 27.09% |
| Kelly Criterion | -5.49% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11387309:BTCUSD | 11387309:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.08 | -0.08 | - |
| 2025 | 17.02 | 1.01 | 0.06 | - |
| Metric | 11387309:btcusd:triple_med_gx:lsma60_90 | 11387309:BTCUSD |
|---|---|---|
| MTD | 2.42% | 4.4% |
| 3M | -0.93% | 31.76% |
| 6M | -0.52% | 12.25% |
| YTD | 1.01% | 17.02% |
| 1Y | -4.31% | 57.19% |
| 3Y (ann.) | -2.04% | 59.47% |
| 5Y (ann.) | -2.04% | 59.47% |
| Metric | 11387309:btcusd:triple_med_gx:lsma60_90 | 11387309:BTCUSD |
|---|---|---|
| Max Drawdown | -10.3% | -29.51% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -3.63% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.2 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-04-09 | -10.30 | 293 |
| 2025-04-10 | 2025-06-11 | -9.09 | 62 |
| 2024-06-05 | 2024-06-20 | -1.44 | 14 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11387309:btcusd:triple_med_gx:lsma60_90 | 11387309:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.78% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 6.36% | 37.42% |
| Worst Month | -4.9% | -17.69% |
| Best Year | 1.01% | 38.02% |
| Worst Year | -3.08% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.76% | -0.87% |
| Avg. Up Week | 2.0% | 4.61% |
| Avg. Down Week | -1.68% | -4.24% |
| Avg. Up Month | 2.77% | 7.73% |
| Avg. Down Month | -2.97% | -9.25% |
| Win Days % | 43.78% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |