| Metric | 11396147:btcusd:triple_med_gx:lsma60_120 | 11396147:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -4.67% | 61.16% |
| Max Drawdown | -21.72% | -29.51% |
| Sharpe | -0.07 | 0.59 |
| Sortino | -0.12 | 0.85 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 0.78 | 1.07 |
| CPC Index | 0.49 | 0.68 |
| Tail Ratio | 0.8 | 0.98 |
| Outlier Win Ratio | 38.84 | 3.01 |
| Outlier Loss Ratio | 4.04 | 3.03 |
| Volatility (ann.) | 9.53% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.21 | 2.0 |
| Skew | 4.29 | 0.21 |
| Kurtosis | 99.9 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.37% | 3.74% |
| Expected Yearly % | -2.36% | 26.95% |
| Kelly Criterion | -6.91% | 11.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11396147:BTCUSD | 11396147:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.44 | -0.35 | - |
| 2025 | 16.76 | 10.12 | 0.60 | - |
| Metric | 11396147:btcusd:triple_med_gx:lsma60_120 | 11396147:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | -2.42% | 31.46% |
| 6M | 1.23% | 12.77% |
| YTD | 10.12% | 16.76% |
| 1Y | -7.1% | 56.84% |
| 3Y (ann.) | -4.55% | 59.12% |
| 5Y (ann.) | -4.55% | 59.12% |
| Metric | 11396147:btcusd:triple_med_gx:lsma60_120 | 11396147:BTCUSD |
|---|---|---|
| Max Drawdown | -21.72% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -4.33% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -21.72 | 246 |
| 2024-06-07 | 2024-09-09 | -10.92 | 93 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-09-10 | 2024-10-06 | -0.45 | 26 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11396147:btcusd:triple_med_gx:lsma60_120 | 11396147:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.38% | 18.93% |
| Worst Week | -7.02% | -12.33% |
| Best Month | 13.71% | 37.42% |
| Worst Month | -13.08% | -17.69% |
| Best Year | 10.12% | 38.02% |
| Worst Year | -13.44% | 16.76% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 4.18% | 4.86% |
| Avg. Down Week | -3.07% | -3.07% |
| Avg. Up Month | 2.5% | 8.08% |
| Avg. Down Month | -7.47% | -9.42% |
| Win Days % | 41.43% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |