| Metric | 11397801:btcusd:triple_med_gx:lsma60_125 | 11397801:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -6.58% | 61.16% |
| Max Drawdown | -22.55% | -29.51% |
| Sharpe | -0.12 | 0.59 |
| Sortino | -0.19 | 0.85 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 0.69 | 1.07 |
| CPC Index | 0.48 | 0.68 |
| Tail Ratio | 0.73 | 0.98 |
| Outlier Win Ratio | 37.82 | 3.06 |
| Outlier Loss Ratio | 4.0 | 3.03 |
| Volatility (ann.) | 9.71% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.28 | 2.0 |
| Skew | 4.15 | 0.21 |
| Kurtosis | 93.29 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.52% | 3.74% |
| Expected Yearly % | -3.34% | 26.95% |
| Kelly Criterion | -7.21% | 11.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.13% |
| Expected Shortfall (cVaR) | -0.84% | -2.13% |
| Year | 11397801:BTCUSD | 11397801:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.01 | -0.32 | - |
| 2025 | 16.76 | 6.17 | 0.37 | - |
| Metric | 11397801:btcusd:triple_med_gx:lsma60_125 | 11397801:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | -3.67% | 31.46% |
| 6M | -2.52% | 12.77% |
| YTD | 6.17% | 16.76% |
| 1Y | -8.07% | 56.84% |
| 3Y (ann.) | -6.41% | 59.12% |
| 5Y (ann.) | -6.41% | 59.12% |
| Metric | 11397801:btcusd:triple_med_gx:lsma60_125 | 11397801:BTCUSD |
|---|---|---|
| Max Drawdown | -22.55% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -4.05% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | -0.29 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -22.55 | 246 |
| 2024-06-05 | 2024-08-13 | -11.14 | 69 |
| 2024-08-13 | 2024-09-09 | -0.97 | 26 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-10-06 | 2024-10-06 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11397801:btcusd:triple_med_gx:lsma60_125 | 11397801:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.67% | 18.93% |
| Worst Week | -7.02% | -12.33% |
| Best Month | 12.01% | 37.42% |
| Worst Month | -13.19% | -17.69% |
| Best Year | 6.17% | 38.02% |
| Worst Year | -12.01% | 16.76% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 4.3% | 4.93% |
| Avg. Down Week | -3.07% | -3.07% |
| Avg. Up Month | 2.44% | 8.08% |
| Avg. Down Month | -7.63% | -9.42% |
| Win Days % | 41.22% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 35.71% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |