| Metric | 11399651:btcusd:triple_med_gx:lsma60_130 | 11399651:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -12.45% | 61.16% |
| Max Drawdown | -22.99% | -29.51% |
| Sharpe | -0.32 | 0.59 |
| Sortino | -0.42 | 0.85 |
| Payoff Ratio | 0.97 | 0.93 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | 0.88 | 1.07 |
| CPC Index | 0.4 | 0.53 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 38.51 | 3.05 |
| Outlier Loss Ratio | 3.72 | 3.03 |
| Volatility (ann.) | 8.89% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.53 | 2.0 |
| Skew | -1.09 | 0.21 |
| Kurtosis | 30.28 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.02% | 3.74% |
| Expected Yearly % | -6.43% | 26.95% |
| Kelly Criterion | -9.31% | -0.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.13% |
| Expected Shortfall (cVaR) | -0.77% | -2.13% |
| Year | 11399651:BTCUSD | 11399651:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.33 | -0.27 | - |
| 2025 | 16.76 | -2.36 | -0.14 | - |
| Metric | 11399651:btcusd:triple_med_gx:lsma60_130 | 11399651:BTCUSD |
|---|---|---|
| MTD | 4.22% | 4.16% |
| 3M | 2.0% | 31.46% |
| 6M | -4.67% | 12.77% |
| YTD | -2.36% | 16.76% |
| 1Y | -14.55% | 56.84% |
| 3Y (ann.) | -12.14% | 59.12% |
| 5Y (ann.) | -12.14% | 59.12% |
| Metric | 11399651:btcusd:triple_med_gx:lsma60_130 | 11399651:BTCUSD |
|---|---|---|
| Max Drawdown | -22.99% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.66% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -22.99 | 370 |
| 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 | 11399651:btcusd:triple_med_gx:lsma60_130 | 11399651:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 4.22% | 37.42% |
| Worst Month | -3.56% | -17.69% |
| Best Year | -2.36% | 38.02% |
| Worst Year | -10.33% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.4% | 4.28% |
| Avg. Down Week | -2.33% | -3.46% |
| Avg. Up Month | 2.79% | 8.25% |
| Avg. Down Month | -2.8% | -7.82% |
| Win Days % | 46.24% | 51.86% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 40.62% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |