| Metric | 11399484:btcusd:triple_med_gx:lsma60_130 | 11399484:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 0.82% | 61.16% |
| Max Drawdown | -22.17% | -29.51% |
| Sharpe | 0.07 | 0.59 |
| Sortino | 0.11 | 0.85 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.12 | 1.07 |
| CPC Index | 0.53 | 0.67 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 35.47 | 3.12 |
| Outlier Loss Ratio | 4.01 | 3.03 |
| Volatility (ann.) | 9.91% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.04 | 2.0 |
| Skew | 3.99 | 0.21 |
| Kurtosis | 86.55 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.06% | 3.74% |
| Expected Yearly % | 0.41% | 26.95% |
| Kelly Criterion | -4.09% | 11.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11399484:BTCUSD | 11399484:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.57 | -0.20 | - |
| 2025 | 16.76 | 9.08 | 0.54 | - |
| Metric | 11399484:btcusd:triple_med_gx:lsma60_130 | 11399484:BTCUSD |
|---|---|---|
| MTD | 1.13% | 4.16% |
| 3M | 0.04% | 31.46% |
| 6M | 0.65% | 12.77% |
| YTD | 9.08% | 16.76% |
| 1Y | -0.8% | 56.84% |
| 3Y (ann.) | 0.8% | 59.12% |
| 5Y (ann.) | 0.8% | 59.12% |
| Metric | 11399484:btcusd:triple_med_gx:lsma60_130 | 11399484:BTCUSD |
|---|---|---|
| Max Drawdown | -22.17% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -3.37% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -22.17 | 246 |
| 2024-06-05 | 2024-08-08 | -11.14 | 64 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 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 |
| 2024-09-09 | 2024-09-09 | -0.18 | 0 |
| 2024-10-06 | 2024-10-06 | -0.18 | 0 |
| Metric | 11399484:btcusd:triple_med_gx:lsma60_130 | 11399484:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 13.82% | 18.93% |
| Worst Week | -7.02% | -12.33% |
| Best Month | 13.16% | 37.42% |
| Worst Month | -12.75% | -17.69% |
| Best Year | 9.08% | 38.02% |
| Worst Year | -7.57% | 16.76% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.96% | 5.3% |
| Avg. Down Week | -3.25% | -3.14% |
| Avg. Up Month | 2.39% | 7.08% |
| Avg. Down Month | -7.38% | -9.42% |
| Win Days % | 43.22% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |