| Metric | 11389991:btcusd:triple_med_gx:lsma60_100 | 11389991:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -30.57% | 61.52% |
| Max Drawdown | -38.15% | -29.51% |
| Sharpe | -1.03 | 0.59 |
| Sortino | -1.29 | 0.86 |
| Payoff Ratio | 0.95 | 0.94 |
| Profit Factor | 0.67 | 1.1 |
| Common Sense Ratio | 0.4 | 1.07 |
| CPC Index | 0.25 | 0.54 |
| Tail Ratio | 0.6 | 0.97 |
| Outlier Win Ratio | 49.25 | 2.86 |
| Outlier Loss Ratio | 3.72 | 3.11 |
| Volatility (ann.) | 8.26% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.78 | 2.02 |
| Skew | -1.68 | 0.21 |
| Kurtosis | 33.2 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.77% | 3.76% |
| Expected Yearly % | -16.67% | 27.09% |
| Kelly Criterion | -25.3% | 0.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11389991:BTCUSD | 11389991:btcusd:triple_med_gx:lsma60_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -25.18 | -0.66 | - |
| 2025 | 17.02 | -7.19 | -0.42 | - |
| Metric | 11389991:btcusd:triple_med_gx:lsma60_100 | 11389991:BTCUSD |
|---|---|---|
| MTD | 2.73% | 4.4% |
| 3M | 0.02% | 31.76% |
| 6M | -13.41% | 12.25% |
| YTD | -7.19% | 17.02% |
| 1Y | -31.96% | 57.19% |
| 3Y (ann.) | -29.89% | 59.47% |
| 5Y (ann.) | -29.89% | 59.47% |
| Metric | 11389991:btcusd:triple_med_gx:lsma60_100 | 11389991:BTCUSD |
|---|---|---|
| Max Drawdown | -38.15% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -8.15% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.8 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -38.15 | 355 |
| 2024-06-05 | 2024-06-20 | -1.65 | 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 | 11389991:btcusd:triple_med_gx:lsma60_100 | 11389991:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.65% | 18.93% |
| Worst Week | -9.21% | -12.33% |
| Best Month | 5.09% | 37.42% |
| Worst Month | -9.18% | -17.69% |
| Best Year | -7.19% | 38.02% |
| Worst Year | -25.18% | 17.02% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.94% | 3.57% |
| Avg. Down Week | -3.89% | -4.04% |
| Avg. Up Month | 2.5% | 9.02% |
| Avg. Down Month | -4.84% | -7.82% |
| Win Days % | 38.98% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 31.25% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |