| Metric | 11396315:btcusd:triple_med_gx:lsma60_120 | 11396315:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -16.16% | 61.16% |
| Max Drawdown | -26.76% | -29.51% |
| Sharpe | -0.44 | 0.59 |
| Sortino | -0.58 | 0.85 |
| Payoff Ratio | 0.95 | 0.91 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.95 | 1.07 |
| CPC Index | 0.37 | 0.52 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 39.32 | 3.0 |
| Outlier Loss Ratio | 3.81 | 3.11 |
| Volatility (ann.) | 8.76% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.59 | 2.0 |
| Skew | -1.36 | 0.21 |
| Kurtosis | 31.09 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.35% | 3.74% |
| Expected Yearly % | -8.43% | 26.95% |
| Kelly Criterion | -10.99% | -1.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.13% |
| Expected Shortfall (cVaR) | -0.77% | -2.13% |
| Year | 11396315:BTCUSD | 11396315:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.78 | -0.18 | - |
| 2025 | 16.76 | -10.06 | -0.60 | - |
| Metric | 11396315:btcusd:triple_med_gx:lsma60_120 | 11396315:BTCUSD |
|---|---|---|
| MTD | 4.22% | 4.16% |
| 3M | -1.15% | 31.46% |
| 6M | -12.32% | 12.77% |
| YTD | -10.06% | 16.76% |
| 1Y | -19.3% | 56.84% |
| 3Y (ann.) | -15.76% | 59.12% |
| 5Y (ann.) | -15.76% | 59.12% |
| Metric | 11396315:btcusd:triple_med_gx:lsma60_120 | 11396315:BTCUSD |
|---|---|---|
| Max Drawdown | -26.76% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -4.28% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.6 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -26.76 | 356 |
| 2024-06-09 | 2024-06-20 | -1.69 | 10 |
| 2024-06-05 | 2024-06-09 | -1.21 | 3 |
| 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 | 11396315:btcusd:triple_med_gx:lsma60_120 | 11396315:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.48% | 18.93% |
| Worst Week | -6.38% | -12.33% |
| Best Month | 5.31% | 37.42% |
| Worst Month | -6.38% | -17.69% |
| Best Year | -6.78% | 38.02% |
| Worst Year | -10.06% | 16.76% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 2.6% | 4.66% |
| Avg. Down Week | -2.57% | -3.87% |
| Avg. Up Month | 3.38% | 8.25% |
| Avg. Down Month | -2.63% | -7.82% |
| Win Days % | 45.88% | 51.86% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 40.62% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |