| Metric | 11403074:btcusd:triple_med_gx:lsma60_140 | 11403074:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -22.03% | 75.42% |
| Max Drawdown | -32.13% | -29.51% |
| Sharpe | -0.57 | 0.63 |
| Sortino | -0.75 | 0.92 |
| Payoff Ratio | 0.9 | 0.86 |
| Profit Factor | 0.81 | 1.11 |
| Common Sense Ratio | 0.69 | 1.06 |
| CPC Index | 0.33 | 0.49 |
| Tail Ratio | 0.85 | 0.96 |
| Outlier Win Ratio | 38.09 | 3.03 |
| Outlier Loss Ratio | 3.73 | 3.22 |
| Volatility (ann.) | 8.93% | 24.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.62 | 2.19 |
| Skew | -1.22 | 0.2 |
| Kurtosis | 29.25 | 7.24 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.76% | 4.1% |
| Expected Yearly % | -11.7% | 32.45% |
| Kelly Criterion | -15.49% | -4.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11403074:BTCUSD | 11403074:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -21.06 | -0.55 | - |
| 2025 | 27.10 | -1.22 | -0.05 | - |
| Metric | 11403074:btcusd:triple_med_gx:lsma60_140 | 11403074:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.99% | 41.88% |
| 6M | -5.87% | 22.91% |
| YTD | -1.22% | 27.1% |
| 1Y | -15.26% | 82.29% |
| 3Y (ann.) | -19.83% | 64.73% |
| 5Y (ann.) | -19.83% | 64.73% |
| Metric | 11403074:btcusd:triple_med_gx:lsma60_140 | 11403074:BTCUSD |
|---|---|---|
| Max Drawdown | -32.13% | -29.51% |
| Longest DD Days | 391.0 | 144.0 |
| Avg. Drawdown | -6.88% | -4.71% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | -0.69 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-07-17 | -32.13 | 391 |
| 2024-06-05 | 2024-06-20 | -1.28 | 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 | 11403074:btcusd:triple_med_gx:lsma60_140 | 11403074:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.48% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 5.39% | 37.42% |
| Worst Month | -10.2% | -17.69% |
| Best Year | -1.22% | 38.02% |
| Worst Year | -21.06% | 27.1% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 2.96% | 4.53% |
| Avg. Down Week | -3.47% | -3.53% |
| Avg. Up Month | 3.81% | 8.53% |
| Avg. Down Month | -5.43% | -7.82% |
| Win Days % | 45.19% | 51.89% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 43.75% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |