| Metric | 11394808:btcusd:triple_med_gx:lsma60_115 | 11394808:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -9.84% | 61.16% |
| Max Drawdown | -19.77% | -29.51% |
| Sharpe | -0.24 | 0.59 |
| Sortino | -0.33 | 0.85 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.42 | 0.58 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 39.38 | 3.09 |
| Outlier Loss Ratio | 3.79 | 3.1 |
| Volatility (ann.) | 8.86% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.49 | 2.0 |
| Skew | -0.52 | 0.21 |
| Kurtosis | 27.58 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.79% | 3.74% |
| Expected Yearly % | -5.05% | 26.95% |
| Kelly Criterion | -9.08% | 4.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.13% |
| Expected Shortfall (cVaR) | -0.77% | -2.13% |
| Year | 11394808:BTCUSD | 11394808:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.01 | -0.26 | - |
| 2025 | 16.76 | 0.18 | 0.01 | - |
| Metric | 11394808:btcusd:triple_med_gx:lsma60_115 | 11394808:BTCUSD |
|---|---|---|
| MTD | 3.95% | 4.16% |
| 3M | -6.18% | 31.46% |
| 6M | -1.88% | 12.77% |
| YTD | 0.18% | 16.76% |
| 1Y | -10.4% | 56.84% |
| 3Y (ann.) | -9.59% | 59.12% |
| 5Y (ann.) | -9.59% | 59.12% |
| Metric | 11394808:btcusd:triple_med_gx:lsma60_115 | 11394808:BTCUSD |
|---|---|---|
| Max Drawdown | -19.77% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.26% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.5 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -19.77 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11394808:btcusd:triple_med_gx:lsma60_115 | 11394808:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.21% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 4.41% | 37.42% |
| Worst Month | -10.11% | -17.69% |
| Best Year | 0.18% | 38.02% |
| Worst Year | -10.01% | 16.76% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.47% | 4.82% |
| Avg. Down Week | -3.21% | -3.26% |
| Avg. Up Month | 2.92% | 8.64% |
| Avg. Down Month | -3.66% | -9.25% |
| Win Days % | 44.66% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 35.71% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |