| Metric | 11401318:btcusd:triple_med_gx:lsma60_135 | 11401318:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -22.04% | 75.42% |
| Max Drawdown | -31.68% | -29.51% |
| Sharpe | -0.6 | 0.63 |
| Sortino | -0.78 | 0.92 |
| Payoff Ratio | 0.88 | 0.88 |
| Profit Factor | 0.8 | 1.11 |
| Common Sense Ratio | 0.62 | 1.06 |
| CPC Index | 0.32 | 0.51 |
| Tail Ratio | 0.77 | 0.96 |
| Outlier Win Ratio | 39.63 | 2.96 |
| Outlier Loss Ratio | 3.68 | 3.21 |
| Volatility (ann.) | 8.63% | 24.55% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.63 | 2.19 |
| Skew | -0.96 | 0.2 |
| Kurtosis | 29.42 | 7.24 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.76% | 4.1% |
| Expected Yearly % | -11.71% | 32.45% |
| Kelly Criterion | -16.05% | -2.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11401318:BTCUSD | 11401318:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.95 | -0.47 | - |
| 2025 | 27.10 | -4.99 | -0.18 | - |
| Metric | 11401318:btcusd:triple_med_gx:lsma60_135 | 11401318:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.62% | 41.88% |
| 6M | -9.46% | 22.91% |
| YTD | -4.99% | 27.1% |
| 1Y | -18.64% | 82.29% |
| 3Y (ann.) | -19.84% | 64.73% |
| 5Y (ann.) | -19.84% | 64.73% |
| Metric | 11401318:btcusd:triple_med_gx:lsma60_135 | 11401318:BTCUSD |
|---|---|---|
| Max Drawdown | -31.68% | -29.51% |
| Longest DD Days | 391.0 | 144.0 |
| Avg. Drawdown | -6.85% | -4.71% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | -0.7 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-07-17 | -31.68 | 391 |
| 2024-06-05 | 2024-06-20 | -1.61 | 14 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401318:btcusd:triple_med_gx:lsma60_135 | 11401318:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.48% | 18.93% |
| Worst Week | -8.23% | -12.33% |
| Best Month | 5.39% | 37.42% |
| Worst Month | -10.66% | -17.69% |
| Best Year | -4.99% | 38.02% |
| Worst Year | -17.95% | 27.1% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.79% | 4.53% |
| Avg. Down Week | -3.11% | -3.28% |
| Avg. Up Month | 3.72% | 8.53% |
| Avg. Down Month | -4.92% | -7.82% |
| Win Days % | 45.64% | 51.89% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 38.71% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |