| Metric | 11403571:btcusd:triple_med_gx:lsma60_140 | 11403571:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -0.32% | 61.16% |
| Max Drawdown | -21.56% | -29.51% |
| Sharpe | 0.07 | 0.59 |
| Sortino | 0.11 | 0.85 |
| Payoff Ratio | 1.01 | 0.99 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 20.16 | 3.89 |
| Outlier Loss Ratio | 3.38 | 3.57 |
| Volatility (ann.) | 15.78% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | -0.01 | 2.0 |
| Skew | 0.72 | 0.21 |
| Kurtosis | 37.33 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.02% | 3.74% |
| Expected Yearly % | -0.16% | 26.95% |
| Kelly Criterion | -0.41% | 3.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11403571:BTCUSD | 11403571:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.79 | 0.07 | - |
| 2025 | 16.76 | -3.03 | -0.18 | - |
| Metric | 11403571:btcusd:triple_med_gx:lsma60_140 | 11403571:BTCUSD |
|---|---|---|
| MTD | 0.75% | 4.16% |
| 3M | 4.99% | 31.46% |
| 6M | -6.97% | 12.77% |
| YTD | -3.03% | 16.76% |
| 1Y | -4.75% | 56.84% |
| 3Y (ann.) | -0.31% | 59.12% |
| 5Y (ann.) | -0.31% | 59.12% |
| Metric | 11403571:btcusd:triple_med_gx:lsma60_140 | 11403571:BTCUSD |
|---|---|---|
| Max Drawdown | -21.56% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -5.65% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | -0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -21.56 | 188 |
| 2024-08-02 | 2024-12-05 | -21.36 | 125 |
| 2024-06-05 | 2024-08-01 | -6.31 | 57 |
| 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 | 11403571:btcusd:triple_med_gx:lsma60_140 | 11403571:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.53% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 5.83% | 37.42% |
| Worst Month | -9.01% | -17.69% |
| Best Year | 2.79% | 38.02% |
| Worst Year | -3.03% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.95% | -0.97% |
| Avg. Up Week | 2.28% | 4.31% |
| Avg. Down Week | -2.46% | -4.55% |
| Avg. Up Month | 2.91% | 13.34% |
| Avg. Down Month | -5.17% | -9.88% |
| Win Days % | 49.45% | 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% |