| Metric | 11372158:btcusd:triple_med_gx:lsma30_20 | 11372158:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -6.53% | 79.62% |
| Max Drawdown | -14.6% | -29.51% |
| Sharpe | -0.32 | 0.65 |
| Sortino | -0.41 | 0.96 |
| Payoff Ratio | 0.93 | 0.98 |
| Profit Factor | 0.8 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.3 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 130.07 | 2.4 |
| Outlier Loss Ratio | 3.45 | 2.39 |
| Volatility (ann.) | 4.47% | 24.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.4 | 2.33 |
| Skew | -4.18 | 0.2 |
| Kurtosis | 132.64 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.48% | 4.27% |
| Expected Yearly % | -3.32% | 34.02% |
| Kelly Criterion | -22.82% | 2.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.07% |
| Expected Shortfall (cVaR) | -0.39% | -2.07% |
| Year | 11372158:BTCUSD | 11372158:btcusd:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.18 | -0.00 | - |
| 2025 | 30.14 | -6.36 | -0.21 | - |
| Metric | 11372158:btcusd:triple_med_gx:lsma30_20 | 11372158:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 1.49% | 45.08% |
| 6M | -6.1% | 28.47% |
| YTD | -6.36% | 30.14% |
| 1Y | -4.02% | 105.13% |
| 3Y (ann.) | -5.87% | 68.87% |
| 5Y (ann.) | -5.87% | 68.87% |
| Metric | 11372158:btcusd:triple_med_gx:lsma30_20 | 11372158:BTCUSD |
|---|---|---|
| Max Drawdown | -14.6% | -29.51% |
| Longest DD Days | 249.0 | 144.0 |
| Avg. Drawdown | -6.69% | -4.58% |
| Avg. Drawdown Days | 134.0 | 14.0 |
| Recovery Factor | -0.45 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-14 | -14.60 | 249 |
| 2024-06-05 | 2024-11-06 | -5.29 | 154 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11372158:btcusd:triple_med_gx:lsma30_20 | 11372158:BTCUSD |
|---|---|---|
| Best Day | 2.22% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 2.27% | 18.93% |
| Worst Week | -6.38% | -12.33% |
| Best Month | 4.38% | 37.42% |
| Worst Month | -6.2% | -17.69% |
| Best Year | -0.18% | 38.02% |
| Worst Year | -6.36% | 30.14% |
| Avg. Up Day | 0.68% | 0.73% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 1.1% | 5.67% |
| Avg. Down Week | -0.97% | -3.26% |
| Avg. Up Month | 2.22% | 18.38% |
| Avg. Down Month | -2.44% | -8.96% |
| Win Days % | 40.66% | 51.93% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |