| Metric | 11394864:btcusd:triple_med_gx:lsma60_115 | 11394864:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -0.6% | 61.16% |
| Max Drawdown | -14.39% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.05 | 0.85 |
| Payoff Ratio | 1.16 | 1.06 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 36.68 | 3.03 |
| Outlier Loss Ratio | 3.97 | 3.02 |
| Volatility (ann.) | 9.29% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.04 | 2.0 |
| Skew | 2.22 | 0.21 |
| Kurtosis | 64.31 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.05% | 3.74% |
| Expected Yearly % | -0.3% | 26.95% |
| Kelly Criterion | -3.05% | 6.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11394864:BTCUSD | 11394864:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.45 | -0.12 | - |
| 2025 | 16.76 | 4.02 | 0.24 | - |
| Metric | 11394864:btcusd:triple_med_gx:lsma60_115 | 11394864:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 0.79% | 31.46% |
| 6M | 2.14% | 12.77% |
| YTD | 4.02% | 16.76% |
| 1Y | -0.75% | 56.84% |
| 3Y (ann.) | -0.58% | 59.12% |
| 5Y (ann.) | -0.58% | 59.12% |
| Metric | 11394864:btcusd:triple_med_gx:lsma60_115 | 11394864:BTCUSD |
|---|---|---|
| Max Drawdown | -14.39% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -3.92% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-04-09 | -14.39 | 306 |
| 2025-04-10 | 2025-06-11 | -6.94 | 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 | 11394864:btcusd:triple_med_gx:lsma60_115 | 11394864:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.1% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 7.05% | 37.42% |
| Worst Month | -9.87% | -17.69% |
| Best Year | 4.02% | 38.02% |
| Worst Year | -4.45% | 16.76% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 2.75% | 5.27% |
| Avg. Down Week | -2.05% | -4.15% |
| Avg. Up Month | 4.31% | 7.04% |
| Avg. Down Month | -3.64% | -7.82% |
| Win Days % | 44.57% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |