| Metric | 11403021:btcusd:triple_med_gx:lsma60_140 | 11403021:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -21.65% | 61.16% |
| Max Drawdown | -34.34% | -29.51% |
| Sharpe | -0.62 | 0.59 |
| Sortino | -0.8 | 0.85 |
| Payoff Ratio | 0.93 | 0.91 |
| Profit Factor | 0.81 | 1.1 |
| Common Sense Ratio | 0.77 | 1.07 |
| CPC Index | 0.33 | 0.52 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 36.46 | 3.0 |
| Outlier Loss Ratio | 3.8 | 3.12 |
| Volatility (ann.) | 8.9% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.62 | 2.0 |
| Skew | -1.28 | 0.21 |
| Kurtosis | 24.96 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.86% | 3.74% |
| Expected Yearly % | -11.48% | 26.95% |
| Kelly Criterion | -15.75% | -1.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11403021:BTCUSD | 11403021:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -20.76 | -0.55 | - |
| 2025 | 16.76 | -1.12 | -0.07 | - |
| Metric | 11403021:btcusd:triple_med_gx:lsma60_140 | 11403021:BTCUSD |
|---|---|---|
| MTD | 3.33% | 4.16% |
| 3M | 7.58% | 31.46% |
| 6M | -7.93% | 12.77% |
| YTD | -1.12% | 16.76% |
| 1Y | -23.41% | 56.84% |
| 3Y (ann.) | -21.14% | 59.12% |
| 5Y (ann.) | -21.14% | 59.12% |
| Metric | 11403021:btcusd:triple_med_gx:lsma60_140 | 11403021:BTCUSD |
|---|---|---|
| Max Drawdown | -34.34% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -7.06% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.63 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -34.34 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403021:btcusd:triple_med_gx:lsma60_140 | 11403021:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 6.59% | 37.42% |
| Worst Month | -12.22% | -17.69% |
| Best Year | -1.12% | 38.02% |
| Worst Year | -20.76% | 16.76% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.29% | 6.75% |
| Avg. Down Week | -2.68% | -3.4% |
| Avg. Up Month | 3.07% | 14.66% |
| Avg. Down Month | -6.37% | -7.82% |
| Win Days % | 44.37% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 30.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |