| Metric | 11396260:btcusd:triple_med_gx:lsma65_120 | 11396260:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -26.79% | 61.16% |
| Max Drawdown | -34.98% | -29.51% |
| Sharpe | -0.86 | 0.59 |
| Sortino | -1.04 | 0.85 |
| Payoff Ratio | 0.84 | 0.83 |
| Profit Factor | 0.7 | 1.1 |
| Common Sense Ratio | 0.6 | 1.07 |
| CPC Index | 0.26 | 0.47 |
| Tail Ratio | 0.85 | 0.98 |
| Outlier Win Ratio | 48.54 | 2.84 |
| Outlier Loss Ratio | 3.56 | 3.02 |
| Volatility (ann.) | 8.35% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.75 | 2.0 |
| Skew | -4.02 | 0.21 |
| Kurtosis | 56.75 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.37% | 3.74% |
| Expected Yearly % | -14.44% | 26.95% |
| Kelly Criterion | -22.29% | -6.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11396260:BTCUSD | 11396260:btcusd:triple_med_gx:lsma65_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.28 | -0.30 | - |
| 2025 | 16.76 | -17.48 | -1.04 | - |
| Metric | 11396260:btcusd:triple_med_gx:lsma65_120 | 11396260:BTCUSD |
|---|---|---|
| MTD | 4.02% | 4.16% |
| 3M | -2.55% | 31.46% |
| 6M | -19.96% | 12.77% |
| YTD | -17.48% | 16.76% |
| 1Y | -29.08% | 56.84% |
| 3Y (ann.) | -26.18% | 59.12% |
| 5Y (ann.) | -26.18% | 59.12% |
| Metric | 11396260:btcusd:triple_med_gx:lsma65_120 | 11396260:BTCUSD |
|---|---|---|
| Max Drawdown | -34.98% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -6.06% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.77 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -34.98 | 356 |
| 2024-06-05 | 2024-06-20 | -1.08 | 14 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11396260:btcusd:triple_med_gx:lsma65_120 | 11396260:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.75% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 4.02% | 37.42% |
| Worst Month | -14.0% | -17.69% |
| Best Year | -11.28% | 38.02% |
| Worst Year | -17.48% | 16.76% |
| Avg. Up Day | 0.66% | 0.68% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 2.49% | 5.6% |
| Avg. Down Week | -2.6% | -3.06% |
| Avg. Up Month | 3.08% | 8.03% |
| Avg. Down Month | -6.64% | -7.82% |
| Win Days % | 44.03% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |