| Metric | 11390159:btcusd:triple_med_gx:lsma60_100 | 11390159:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -0.64% | 61.52% |
| Max Drawdown | -16.74% | -29.51% |
| Sharpe | 0.02 | 0.59 |
| Sortino | 0.03 | 0.86 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.5 | 0.6 |
| Tail Ratio | 1.19 | 0.97 |
| Outlier Win Ratio | 45.76 | 3.02 |
| Outlier Loss Ratio | 3.84 | 3.01 |
| Volatility (ann.) | 8.4% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.04 | 2.02 |
| Skew | 0.35 | 0.21 |
| Kurtosis | 40.95 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.05% | 3.76% |
| Expected Yearly % | -0.32% | 27.09% |
| Kelly Criterion | -5.51% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11390159:BTCUSD | 11390159:btcusd:triple_med_gx:lsma60_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.30 | -0.09 | - |
| 2025 | 17.02 | 2.75 | 0.16 | - |
| Metric | 11390159:btcusd:triple_med_gx:lsma60_100 | 11390159:BTCUSD |
|---|---|---|
| MTD | 4.65% | 4.4% |
| 3M | -4.49% | 31.76% |
| 6M | 6.01% | 12.25% |
| YTD | 2.75% | 17.02% |
| 1Y | -3.58% | 57.19% |
| 3Y (ann.) | -0.63% | 59.47% |
| 5Y (ann.) | -0.63% | 59.47% |
| Metric | 11390159:btcusd:triple_med_gx:lsma60_100 | 11390159:BTCUSD |
|---|---|---|
| Max Drawdown | -16.74% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -3.65% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -16.74 | 355 |
| 2024-06-05 | 2024-06-20 | -1.21 | 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 | 11390159:btcusd:triple_med_gx:lsma60_100 | 11390159:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.43% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 8.06% | 37.42% |
| Worst Month | -8.97% | -17.69% |
| Best Year | 2.75% | 38.02% |
| Worst Year | -3.3% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.2% | 4.52% |
| Avg. Down Week | -3.18% | -3.08% |
| Avg. Up Month | 2.68% | 8.14% |
| Avg. Down Month | -3.56% | -11.25% |
| Win Days % | 44.55% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |