| Metric | 11392939:btcusd:triple_med_gx:lsma60_110 | 11392939:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -14.03% | 61.16% |
| Max Drawdown | -23.64% | -29.51% |
| Sharpe | -0.36 | 0.59 |
| Sortino | -0.54 | 0.85 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 0.86 | 1.1 |
| Common Sense Ratio | 0.68 | 1.07 |
| CPC Index | 0.39 | 0.62 |
| Tail Ratio | 0.79 | 0.98 |
| Outlier Win Ratio | 43.42 | 2.9 |
| Outlier Loss Ratio | 4.03 | 3.09 |
| Volatility (ann.) | 9.16% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.58 | 2.0 |
| Skew | 4.32 | 0.21 |
| Kurtosis | 114.83 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.16% | 3.74% |
| Expected Yearly % | -7.28% | 26.95% |
| Kelly Criterion | -12.52% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11392939:BTCUSD | 11392939:btcusd:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.68 | -0.44 | - |
| 2025 | 16.76 | 3.18 | 0.19 | - |
| Metric | 11392939:btcusd:triple_med_gx:lsma60_110 | 11392939:BTCUSD |
|---|---|---|
| MTD | -1.63% | 4.16% |
| 3M | -4.22% | 31.46% |
| 6M | -5.15% | 12.77% |
| YTD | 3.18% | 16.76% |
| 1Y | -16.22% | 56.84% |
| 3Y (ann.) | -13.68% | 59.12% |
| 5Y (ann.) | -13.68% | 59.12% |
| Metric | 11392939:btcusd:triple_med_gx:lsma60_110 | 11392939:BTCUSD |
|---|---|---|
| Max Drawdown | -23.64% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -6.15% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.59 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -23.64 | 368 |
| 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 | 11392939:btcusd:triple_med_gx:lsma60_110 | 11392939:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.93% | 18.93% |
| Worst Week | -7.92% | -12.33% |
| Best Month | 11.93% | 37.42% |
| Worst Month | -13.08% | -17.69% |
| Best Year | 3.18% | 38.02% |
| Worst Year | -16.68% | 16.76% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 2.92% | 4.88% |
| Avg. Down Week | -3.46% | -3.95% |
| Avg. Up Month | 4.05% | 9.23% |
| Avg. Down Month | -8.11% | -9.42% |
| Win Days % | 40.25% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 46.43% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |