| Metric | 11397962:btcusd:triple_med_gx:lsma60_125 | 11397962:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -8.3% | 61.16% |
| Max Drawdown | -19.97% | -29.51% |
| Sharpe | -0.2 | 0.59 |
| Sortino | -0.26 | 0.85 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.43 | 0.55 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 38.21 | 3.05 |
| Outlier Loss Ratio | 3.83 | 3.03 |
| Volatility (ann.) | 8.78% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.41 | 2.0 |
| Skew | -1.05 | 0.21 |
| Kurtosis | 31.41 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.66% | 3.74% |
| Expected Yearly % | -4.24% | 26.95% |
| Kelly Criterion | -7.14% | 2.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11397962:BTCUSD | 11397962:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.79 | -0.07 | - |
| 2025 | 16.76 | -5.67 | -0.34 | - |
| Metric | 11397962:btcusd:triple_med_gx:lsma60_125 | 11397962:BTCUSD |
|---|---|---|
| MTD | 4.22% | 4.16% |
| 3M | -1.49% | 31.46% |
| 6M | -7.9% | 12.77% |
| YTD | -5.67% | 16.76% |
| 1Y | -11.75% | 56.84% |
| 3Y (ann.) | -8.09% | 59.12% |
| 5Y (ann.) | -8.09% | 59.12% |
| Metric | 11397962:btcusd:triple_med_gx:lsma60_125 | 11397962:BTCUSD |
|---|---|---|
| Max Drawdown | -19.97% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -3.31% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -19.97 | 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 | 11397962:btcusd:triple_med_gx:lsma60_125 | 11397962:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.48% | 18.93% |
| Worst Week | -6.34% | -12.33% |
| Best Month | 4.22% | 37.42% |
| Worst Month | -5.29% | -17.69% |
| Best Year | -2.79% | 38.02% |
| Worst Year | -5.67% | 16.76% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 2.4% | 4.29% |
| Avg. Down Week | -2.39% | -3.85% |
| Avg. Up Month | 2.53% | 6.96% |
| Avg. Down Month | -1.98% | -7.82% |
| Win Days % | 46.79% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |