| Metric | 11370356:btcusd:triple_med_gx:lsma20_10 | 11370356:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -17.07% | 79.62% |
| Max Drawdown | -20.8% | -29.51% |
| Sharpe | -0.83 | 0.65 |
| Sortino | -0.98 | 0.96 |
| Payoff Ratio | 0.92 | 0.97 |
| Profit Factor | 0.55 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.15 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 146.41 | 2.4 |
| Outlier Loss Ratio | 3.61 | 2.47 |
| Volatility (ann.) | 4.89% | 24.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.74 | 2.33 |
| Skew | -6.61 | 0.2 |
| Kurtosis | 143.67 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.33% | 4.27% |
| Expected Yearly % | -8.93% | 34.02% |
| Kelly Criterion | -44.93% | 2.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.07% |
| Expected Shortfall (cVaR) | -0.43% | -2.07% |
| Year | 11370356:BTCUSD | 11370356:btcusd:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.93 | -0.26 | - |
| 2025 | 30.14 | -7.92 | -0.26 | - |
| Metric | 11370356:btcusd:triple_med_gx:lsma20_10 | 11370356:BTCUSD |
|---|---|---|
| MTD | -1.51% | 13.36% |
| 3M | 0.82% | 45.08% |
| 6M | -9.04% | 28.47% |
| YTD | -7.92% | 30.14% |
| 1Y | -13.59% | 105.13% |
| 3Y (ann.) | -15.42% | 68.87% |
| 5Y (ann.) | -15.42% | 68.87% |
| Metric | 11370356:btcusd:triple_med_gx:lsma20_10 | 11370356:BTCUSD |
|---|---|---|
| Max Drawdown | -20.8% | -29.51% |
| Longest DD Days | 404.0 | 144.0 |
| Avg. Drawdown | -10.49% | -4.58% |
| Avg. Drawdown Days | 202.0 | 14.0 |
| Recovery Factor | -0.82 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-14 | -20.80 | 404 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370356:btcusd:triple_med_gx:lsma20_10 | 11370356:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 2.55% | 18.93% |
| Worst Week | -4.12% | -12.33% |
| Best Month | 2.39% | 37.42% |
| Worst Month | -6.44% | -17.69% |
| Best Year | -7.92% | 38.02% |
| Worst Year | -9.93% | 30.14% |
| Avg. Up Day | 0.71% | 0.78% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 1.04% | 5.49% |
| Avg. Down Week | -1.78% | -2.89% |
| Avg. Up Month | 1.88% | 10.57% |
| Avg. Down Month | -2.65% | -7.82% |
| Win Days % | 30.69% | 51.93% |
| Win Month % | 21.43% | 64.29% |
| Win Week % | 27.59% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |