| Metric | 11371795:btcusd:triple_med_gx:lsma25_20 | 11371795:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -10.55% | 79.62% |
| Max Drawdown | -17.09% | -29.51% |
| Sharpe | -0.66 | 0.65 |
| Sortino | -0.85 | 0.96 |
| Payoff Ratio | 1.16 | 1.22 |
| Profit Factor | 0.62 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.21 | 0.7 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 176.23 | 2.27 |
| Outlier Loss Ratio | 4.01 | 2.38 |
| Volatility (ann.) | 3.66% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.56 | 2.33 |
| Skew | -3.78 | 0.2 |
| Kurtosis | 130.32 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.79% | 4.27% |
| Expected Yearly % | -5.42% | 34.02% |
| Kelly Criterion | -32.89% | 12.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.07% |
| Expected Shortfall (cVaR) | -0.32% | -2.07% |
| Year | 11371795:BTCUSD | 11371795:btcusd:triple_med_gx:lsma25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.69 | -0.23 | - |
| 2025 | 30.14 | -2.04 | -0.07 | - |
| Metric | 11371795:btcusd:triple_med_gx:lsma25_20 | 11371795:BTCUSD |
|---|---|---|
| MTD | -1.28% | 13.36% |
| 3M | 2.24% | 45.08% |
| 6M | -2.04% | 28.47% |
| YTD | -2.04% | 30.14% |
| 1Y | -11.22% | 105.13% |
| 3Y (ann.) | -9.5% | 68.87% |
| 5Y (ann.) | -9.5% | 68.87% |
| Metric | 11371795:btcusd:triple_med_gx:lsma25_20 | 11371795:BTCUSD |
|---|---|---|
| Max Drawdown | -17.09% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -9.95% | -4.58% |
| Avg. Drawdown Days | 188.0 | 14.0 |
| Recovery Factor | -0.62 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-07-14 | -17.09 | 356 |
| 2024-06-19 | 2024-07-10 | -2.82 | 20 |
| Metric | 11371795:btcusd:triple_med_gx:lsma25_20 | 11371795:BTCUSD |
|---|---|---|
| Best Day | 2.02% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 3.19% | 18.93% |
| Worst Week | -4.43% | -12.33% |
| Best Month | 4.46% | 37.42% |
| Worst Month | -4.04% | -17.69% |
| Best Year | -2.04% | 38.02% |
| Worst Year | -8.69% | 30.14% |
| Avg. Up Day | 0.76% | 0.83% |
| Avg. Down Day | -0.66% | -0.68% |
| Avg. Up Week | 1.13% | 5.87% |
| Avg. Down Week | -1.4% | -3.61% |
| Avg. Up Month | 2.36% | 12.04% |
| Avg. Down Month | -1.63% | -7.82% |
| Win Days % | 28.75% | 51.93% |
| Win Month % | 21.43% | 64.29% |
| Win Week % | 31.03% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |