| Metric | 11370443:btcusd:triple_med_gx:lsma25_10 | 11370443:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -8.1% | 79.62% |
| Max Drawdown | -18.54% | -29.51% |
| Sharpe | -0.25 | 0.65 |
| Sortino | -0.32 | 0.96 |
| Payoff Ratio | 0.92 | 0.97 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.36 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 75.3 | 2.95 |
| Outlier Loss Ratio | 3.01 | 2.72 |
| Volatility (ann.) | 6.58% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.39 | 2.33 |
| Skew | -4.16 | 0.2 |
| Kurtosis | 72.08 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.6% | 4.27% |
| Expected Yearly % | -4.13% | 34.02% |
| Kelly Criterion | -16.76% | 2.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.07% |
| Expected Shortfall (cVaR) | -0.57% | -2.07% |
| Year | 11370443:BTCUSD | 11370443:btcusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.76 | 0.10 | - |
| 2025 | 30.14 | -11.43 | -0.38 | - |
| Metric | 11370443:btcusd:triple_med_gx:lsma25_10 | 11370443:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 2.92% | 45.08% |
| 6M | -11.07% | 28.47% |
| YTD | -11.43% | 30.14% |
| 1Y | -6.4% | 105.13% |
| 3Y (ann.) | -7.28% | 68.87% |
| 5Y (ann.) | -7.28% | 68.87% |
| Metric | 11370443:btcusd:triple_med_gx:lsma25_10 | 11370443:BTCUSD |
|---|---|---|
| Max Drawdown | -18.54% | -29.51% |
| Longest DD Days | 249.0 | 144.0 |
| Avg. Drawdown | -5.25% | -4.58% |
| Avg. Drawdown Days | 77.0 | 14.0 |
| Recovery Factor | -0.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-14 | -18.54 | 249 |
| 2024-06-05 | 2024-10-14 | -4.82 | 130 |
| 2024-10-24 | 2024-10-29 | -2.51 | 4 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| Metric | 11370443:btcusd:triple_med_gx:lsma25_10 | 11370443:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 4.62% | 18.93% |
| Worst Week | -8.93% | -12.33% |
| Best Month | 4.04% | 37.42% |
| Worst Month | -8.48% | -17.69% |
| Best Year | 3.76% | 38.02% |
| Worst Year | -11.43% | 30.14% |
| Avg. Up Day | 0.85% | 0.89% |
| Avg. Down Day | -0.92% | -0.92% |
| Avg. Up Week | 1.45% | 5.49% |
| Avg. Down Week | -1.42% | -3.24% |
| Avg. Up Month | 1.54% | 13.84% |
| Avg. Down Month | -3.04% | -6.06% |
| Win Days % | 43.97% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |