| Metric | 11394529:btcusd:triple_med_gx:lsma60_115 | 11394529:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -8.44% | 61.16% |
| Max Drawdown | -22.03% | -29.51% |
| Sharpe | -0.18 | 0.59 |
| Sortino | -0.28 | 0.85 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 0.79 | 1.07 |
| CPC Index | 0.45 | 0.66 |
| Tail Ratio | 0.85 | 0.98 |
| Outlier Win Ratio | 40.37 | 2.94 |
| Outlier Loss Ratio | 4.01 | 3.03 |
| Volatility (ann.) | 9.3% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.37 | 2.0 |
| Skew | 4.29 | 0.21 |
| Kurtosis | 107.8 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.68% | 3.74% |
| Expected Yearly % | -4.31% | 26.95% |
| Kelly Criterion | -8.7% | 10.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11394529:BTCUSD | 11394529:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.75 | -0.44 | - |
| 2025 | 16.76 | 9.98 | 0.60 | - |
| Metric | 11394529:btcusd:triple_med_gx:lsma60_115 | 11394529:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | -1.6% | 31.46% |
| 6M | 1.1% | 12.77% |
| YTD | 9.98% | 16.76% |
| 1Y | -10.77% | 56.84% |
| 3Y (ann.) | -8.22% | 59.12% |
| 5Y (ann.) | -8.22% | 59.12% |
| Metric | 11394529:btcusd:triple_med_gx:lsma60_115 | 11394529:BTCUSD |
|---|---|---|
| Max Drawdown | -22.03% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -5.75% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.38 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -22.03 | 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 | 11394529:btcusd:triple_med_gx:lsma60_115 | 11394529:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.56% | 18.93% |
| Worst Week | -7.02% | -12.33% |
| Best Month | 14.56% | 37.42% |
| Worst Month | -13.08% | -17.69% |
| Best Year | 9.98% | 38.02% |
| Worst Year | -16.75% | 16.76% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.26% | 4.88% |
| Avg. Down Week | -2.66% | -3.61% |
| Avg. Up Month | 2.72% | 8.08% |
| Avg. Down Month | -8.11% | -9.42% |
| Win Days % | 41.22% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |