| Metric | 11400038:btcusd:triple_med_gx:lsma60_130 | 11400038:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -4.71% | 61.16% |
| Max Drawdown | -26.59% | -29.51% |
| Sharpe | 0.01 | 0.59 |
| Sortino | 0.01 | 0.85 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.94 | 1.07 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 19.44 | 3.89 |
| Outlier Loss Ratio | 3.39 | 3.6 |
| Volatility (ann.) | 16.0% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.17 | 2.0 |
| Skew | 0.63 | 0.21 |
| Kurtosis | 34.87 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.37% | 3.74% |
| Expected Yearly % | -2.38% | 26.95% |
| Kelly Criterion | -1.59% | 5.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11400038:BTCUSD | 11400038:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.33 | -0.25 | - |
| 2025 | 16.76 | 5.10 | 0.30 | - |
| Metric | 11400038:btcusd:triple_med_gx:lsma60_130 | 11400038:BTCUSD |
|---|---|---|
| MTD | 2.63% | 4.16% |
| 3M | 11.2% | 31.46% |
| 6M | 1.61% | 12.77% |
| YTD | 5.1% | 16.76% |
| 1Y | -8.49% | 56.84% |
| 3Y (ann.) | -4.59% | 59.12% |
| 5Y (ann.) | -4.59% | 59.12% |
| Metric | 11400038:btcusd:triple_med_gx:lsma60_130 | 11400038:BTCUSD |
|---|---|---|
| Max Drawdown | -26.59% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -4.69% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.18 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -26.59 | 371 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11400038:btcusd:triple_med_gx:lsma60_130 | 11400038:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.66% | 18.93% |
| Worst Week | -7.19% | -12.33% |
| Best Month | 11.67% | 37.42% |
| Worst Month | -7.6% | -17.69% |
| Best Year | 5.1% | 38.02% |
| Worst Year | -9.33% | 16.76% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.96% | -0.98% |
| Avg. Up Week | 2.81% | 4.23% |
| Avg. Down Week | -2.75% | -3.77% |
| Avg. Up Month | 4.84% | 15.89% |
| Avg. Down Month | -3.89% | -9.25% |
| Win Days % | 48.06% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 48.39% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |