| Metric | 11372928:btcusd:triple_med_gx:lsma35_25 | 11372928:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -0.73% | 79.62% |
| Max Drawdown | -8.01% | -29.51% |
| Sharpe | -0.01 | 0.65 |
| Sortino | -0.01 | 0.96 |
| Payoff Ratio | 1.58 | 1.46 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.52 | 0.84 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 106.41 | 2.5 |
| Outlier Loss Ratio | 4.22 | 2.4 |
| Volatility (ann.) | 4.87% | 24.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.08 | 2.33 |
| Skew | -0.43 | 0.2 |
| Kurtosis | 120.99 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.05% | 4.27% |
| Expected Yearly % | -0.36% | 34.02% |
| Kelly Criterion | -9.35% | 18.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.07% |
| Expected Shortfall (cVaR) | -0.42% | -2.07% |
| Year | 11372928:BTCUSD | 11372928:btcusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.43 | -0.01 | - |
| 2025 | 30.14 | -0.30 | -0.01 | - |
| Metric | 11372928:btcusd:triple_med_gx:lsma35_25 | 11372928:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -2.27% | 45.08% |
| 6M | -0.06% | 28.47% |
| YTD | -0.3% | 30.14% |
| 1Y | 5.87% | 105.13% |
| 3Y (ann.) | -0.65% | 68.87% |
| 5Y (ann.) | -0.65% | 68.87% |
| Metric | 11372928:btcusd:triple_med_gx:lsma35_25 | 11372928:BTCUSD |
|---|---|---|
| Max Drawdown | -8.01% | -29.51% |
| Longest DD Days | 192.0 | 144.0 |
| Avg. Drawdown | -3.16% | -4.58% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | -0.09 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-16 | -8.01 | 192 |
| 2025-03-03 | 2025-03-05 | -7.20 | 2 |
| 2025-04-13 | 2025-07-14 | -3.32 | 92 |
| 2025-03-15 | 2025-04-04 | -2.25 | 19 |
| 2025-04-04 | 2025-04-12 | -1.87 | 8 |
| 2024-12-16 | 2025-01-15 | -1.55 | 29 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| 2025-03-15 | 2025-03-15 | -0.37 | 0 |
| Metric | 11372928:btcusd:triple_med_gx:lsma35_25 | 11372928:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 2.95% | 18.93% |
| Worst Week | -2.63% | -12.33% |
| Best Month | 5.29% | 37.42% |
| Worst Month | -3.45% | -17.69% |
| Best Year | -0.3% | 38.02% |
| Worst Year | -0.43% | 30.14% |
| Avg. Up Day | 0.96% | 1.0% |
| Avg. Down Day | -0.61% | -0.68% |
| Avg. Up Week | 1.37% | 5.98% |
| Avg. Down Week | -0.66% | -3.76% |
| Avg. Up Month | 2.2% | 18.03% |
| Avg. Down Month | -1.18% | -6.06% |
| Win Days % | 33.0% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |