| Metric | 11372674:btcusd:triple_med_gx:lsma40_25 | 11372674:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -9.59% | 79.62% |
| Max Drawdown | -13.7% | -29.51% |
| Sharpe | -0.38 | 0.65 |
| Sortino | -0.49 | 0.96 |
| Payoff Ratio | 1.06 | 1.11 |
| Profit Factor | 0.8 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.34 | 0.64 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 95.22 | 2.66 |
| Outlier Loss Ratio | 3.25 | 2.6 |
| Volatility (ann.) | 5.48% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.63 | 2.33 |
| Skew | -2.93 | 0.2 |
| Kurtosis | 80.21 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.72% | 4.27% |
| Expected Yearly % | -4.92% | 34.02% |
| Kelly Criterion | -17.4% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.07% |
| Expected Shortfall (cVaR) | -0.48% | -2.07% |
| Year | 11372674:BTCUSD | 11372674:btcusd:triple_med_gx:lsma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.81 | -0.15 | - |
| 2025 | 30.14 | -4.01 | -0.13 | - |
| Metric | 11372674:btcusd:triple_med_gx:lsma40_25 | 11372674:BTCUSD |
|---|---|---|
| MTD | -0.3% | 13.36% |
| 3M | -2.57% | 45.08% |
| 6M | -4.01% | 28.47% |
| YTD | -4.01% | 30.14% |
| 1Y | -9.31% | 105.13% |
| 3Y (ann.) | -8.62% | 68.87% |
| 5Y (ann.) | -8.62% | 68.87% |
| Metric | 11372674:btcusd:triple_med_gx:lsma40_25 | 11372674:BTCUSD |
|---|---|---|
| Max Drawdown | -13.7% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.01% | -4.58% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | -0.7 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -13.70 | 369 |
| 2024-06-05 | 2024-06-30 | -1.91 | 25 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2024-07-09 | 2024-07-10 | -0.18 | 0 |
| Metric | 11372674:btcusd:triple_med_gx:lsma40_25 | 11372674:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.44% | 18.93% |
| Worst Week | -4.86% | -12.33% |
| Best Month | 4.44% | 37.42% |
| Worst Month | -5.8% | -17.69% |
| Best Year | -4.01% | 38.02% |
| Worst Year | -5.81% | 30.14% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.78% | -0.76% |
| Avg. Up Week | 1.26% | 5.42% |
| Avg. Down Week | -0.74% | -1.89% |
| Avg. Up Month | 2.22% | 23.56% |
| Avg. Down Month | -5.41% | -2.09% |
| Win Days % | 39.66% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 36.36% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |