| Metric | 11393276:btcusd:triple_med_gx:lsma60_110 | 11393276:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 2.02% | 61.16% |
| Max Drawdown | -13.72% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.15 | 0.85 |
| Payoff Ratio | 1.14 | 1.03 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.65 | 1.07 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | 1.59 | 0.98 |
| Outlier Win Ratio | 37.92 | 3.03 |
| Outlier Loss Ratio | 3.94 | 3.02 |
| Volatility (ann.) | 9.17% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.14 | 2.0 |
| Skew | 2.27 | 0.21 |
| Kurtosis | 67.78 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.15% | 3.74% |
| Expected Yearly % | 1.0% | 26.95% |
| Kelly Criterion | -1.65% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11393276:BTCUSD | 11393276:btcusd:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.75 | -0.10 | - |
| 2025 | 16.76 | 5.99 | 0.36 | - |
| Metric | 11393276:btcusd:triple_med_gx:lsma60_110 | 11393276:BTCUSD |
|---|---|---|
| MTD | 3.52% | 4.16% |
| 3M | 2.83% | 31.46% |
| 6M | 4.89% | 12.77% |
| YTD | 5.99% | 16.76% |
| 1Y | 1.86% | 56.84% |
| 3Y (ann.) | 1.97% | 59.12% |
| 5Y (ann.) | 1.97% | 59.12% |
| Metric | 11393276:btcusd:triple_med_gx:lsma60_110 | 11393276:BTCUSD |
|---|---|---|
| Max Drawdown | -13.72% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -3.61% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | 0.15 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-04-09 | -13.72 | 306 |
| 2025-04-10 | 2025-06-11 | -5.77 | 62 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11393276:btcusd:triple_med_gx:lsma60_110 | 11393276:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.21% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 7.16% | 37.42% |
| Worst Month | -8.8% | -17.69% |
| Best Year | 5.99% | 38.02% |
| Worst Year | -3.75% | 16.76% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.72% | -0.81% |
| Avg. Up Week | 2.78% | 5.27% |
| Avg. Down Week | -2.06% | -4.23% |
| Avg. Up Month | 3.56% | 8.22% |
| Avg. Down Month | -3.22% | -7.82% |
| Win Days % | 45.91% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |