| Metric | 11401483:btcusd:triple_med_gx:lsma60_135 | 11401483:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -7.98% | 61.16% |
| Max Drawdown | -17.6% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.24 | 0.85 |
| Payoff Ratio | 1.0 | 1.03 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 1.04 | 1.07 |
| CPC Index | 0.44 | 0.59 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 35.75 | 3.12 |
| Outlier Loss Ratio | 3.7 | 3.1 |
| Volatility (ann.) | 9.28% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.44 | 2.0 |
| Skew | -0.05 | 0.21 |
| Kurtosis | 25.83 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.64% | 3.74% |
| Expected Yearly % | -4.07% | 26.95% |
| Kelly Criterion | -7.11% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11401483:BTCUSD | 11401483:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.39 | -0.19 | - |
| 2025 | 16.76 | -0.64 | -0.04 | - |
| Metric | 11401483:btcusd:triple_med_gx:lsma60_135 | 11401483:BTCUSD |
|---|---|---|
| MTD | 4.65% | 4.16% |
| 3M | -7.02% | 31.46% |
| 6M | -2.68% | 12.77% |
| YTD | -0.64% | 16.76% |
| 1Y | -8.55% | 56.84% |
| 3Y (ann.) | -7.77% | 59.12% |
| 5Y (ann.) | -7.77% | 59.12% |
| Metric | 11401483:btcusd:triple_med_gx:lsma60_135 | 11401483:BTCUSD |
|---|---|---|
| Max Drawdown | -17.6% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.82% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -17.60 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401483:btcusd:triple_med_gx:lsma60_135 | 11401483:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.1% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 6.52% | 37.42% |
| Worst Month | -10.93% | -17.69% |
| Best Year | -0.64% | 38.02% |
| Worst Year | -7.39% | 16.76% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.79% | -0.77% |
| Avg. Up Week | 3.99% | 4.96% |
| Avg. Down Week | -2.89% | -3.13% |
| Avg. Up Month | 3.37% | 7.04% |
| Avg. Down Month | -3.06% | -9.25% |
| Win Days % | 46.48% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 32.14% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |