| Metric | 11400094:btcusd:triple_med_gx:lsma60_130 | 11400094:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -2.76% | 61.16% |
| Max Drawdown | -22.17% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.05 | 0.85 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.01 | 1.07 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 19.97 | 3.89 |
| Outlier Loss Ratio | 3.43 | 3.57 |
| Volatility (ann.) | 15.82% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | -0.12 | 2.0 |
| Skew | 0.7 | 0.21 |
| Kurtosis | 36.99 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.22% | 3.74% |
| Expected Yearly % | -1.39% | 26.95% |
| Kelly Criterion | -1.1% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11400094:BTCUSD | 11400094:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.09 | 0.00 | - |
| 2025 | 16.76 | -2.84 | -0.17 | - |
| Metric | 11400094:btcusd:triple_med_gx:lsma60_130 | 11400094:BTCUSD |
|---|---|---|
| MTD | 0.75% | 4.16% |
| 3M | 4.33% | 31.46% |
| 6M | -7.23% | 12.77% |
| YTD | -2.84% | 16.76% |
| 1Y | -7.07% | 56.84% |
| 3Y (ann.) | -2.69% | 59.12% |
| 5Y (ann.) | -2.69% | 59.12% |
| Metric | 11400094:btcusd:triple_med_gx:lsma60_130 | 11400094:BTCUSD |
|---|---|---|
| Max Drawdown | -22.17% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -5.67% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.12 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -22.17 | 182 |
| 2024-12-05 | 2025-06-11 | -21.59 | 188 |
| 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 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11400094:btcusd:triple_med_gx:lsma60_130 | 11400094:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.56% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 6.26% | 37.42% |
| Worst Month | -8.14% | -17.69% |
| Best Year | 0.09% | 38.02% |
| Worst Year | -2.84% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.93% | -0.96% |
| Avg. Up Week | 2.38% | 4.31% |
| Avg. Down Week | -2.74% | -4.55% |
| Avg. Up Month | 3.17% | 13.34% |
| Avg. Down Month | -5.59% | -9.88% |
| Win Days % | 48.71% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 48.39% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |