| Metric | 11389879:btcusd:triple_med_gx:lsma60_100 | 11389879:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -19.56% | 61.52% |
| Max Drawdown | -23.82% | -29.51% |
| Sharpe | -0.55 | 0.59 |
| Sortino | -0.8 | 0.86 |
| Payoff Ratio | 1.01 | 1.03 |
| Profit Factor | 0.77 | 1.1 |
| Common Sense Ratio | 0.32 | 1.07 |
| CPC Index | 0.3 | 0.59 |
| Tail Ratio | 0.42 | 0.97 |
| Outlier Win Ratio | 51.03 | 2.75 |
| Outlier Loss Ratio | 3.84 | 3.08 |
| Volatility (ann.) | 8.88% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.8 | 2.02 |
| Skew | 3.98 | 0.21 |
| Kurtosis | 132.46 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.66% | 3.76% |
| Expected Yearly % | -10.31% | 27.09% |
| Kelly Criterion | -20.99% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11389879:BTCUSD | 11389879:btcusd:triple_med_gx:lsma60_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.94 | -0.31 | - |
| 2025 | 17.02 | -8.65 | -0.51 | - |
| Metric | 11389879:btcusd:triple_med_gx:lsma60_100 | 11389879:BTCUSD |
|---|---|---|
| MTD | -1.31% | 4.4% |
| 3M | -13.97% | 31.76% |
| 6M | -14.35% | 12.25% |
| YTD | -8.65% | 17.02% |
| 1Y | -21.0% | 57.19% |
| 3Y (ann.) | -19.09% | 59.47% |
| 5Y (ann.) | -19.09% | 59.47% |
| Metric | 11389879:btcusd:triple_med_gx:lsma60_100 | 11389879:BTCUSD |
|---|---|---|
| Max Drawdown | -23.82% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -8.25% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -23.82 | 371 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11389879:btcusd:triple_med_gx:lsma60_100 | 11389879:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -10.76% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -15.13% | -17.69% |
| Best Year | -8.65% | 38.02% |
| Worst Year | -11.94% | 17.02% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 2.63% | 5.85% |
| Avg. Down Week | -3.76% | -3.65% |
| Avg. Up Month | 2.1% | 9.39% |
| Avg. Down Month | -6.14% | -9.42% |
| Win Days % | 39.11% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |