| Metric | 11373628:btcusd:triple_med_gx:lsma25_30 | 11373628:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -6.55% | 79.62% |
| Max Drawdown | -11.55% | -29.51% |
| Sharpe | -0.48 | 0.65 |
| Sortino | -0.54 | 0.96 |
| Payoff Ratio | 0.92 | 0.73 |
| Profit Factor | 0.61 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.18 | 0.42 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 289.51 | 2.18 |
| Outlier Loss Ratio | 3.42 | 2.22 |
| Volatility (ann.) | 3.07% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.51 | 2.33 |
| Skew | -13.89 | 0.2 |
| Kurtosis | 395.45 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.48% | 4.27% |
| Expected Yearly % | -3.33% | 34.02% |
| Kelly Criterion | -41.03% | -14.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.07% |
| Expected Shortfall (cVaR) | -0.27% | -2.07% |
| Year | 11373628:BTCUSD | 11373628:btcusd:triple_med_gx:lsma25_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.31 | -0.06 | - |
| 2025 | 30.14 | -4.33 | -0.14 | - |
| Metric | 11373628:btcusd:triple_med_gx:lsma25_30 | 11373628:BTCUSD |
|---|---|---|
| MTD | -0.14% | 13.36% |
| 3M | 0.41% | 45.08% |
| 6M | -3.29% | 28.47% |
| YTD | -4.33% | 30.14% |
| 1Y | -6.85% | 105.13% |
| 3Y (ann.) | -5.88% | 68.87% |
| 5Y (ann.) | -5.88% | 68.87% |
| Metric | 11373628:btcusd:triple_med_gx:lsma25_30 | 11373628:BTCUSD |
|---|---|---|
| Max Drawdown | -11.55% | -29.51% |
| Longest DD Days | 216.0 | 144.0 |
| Avg. Drawdown | -2.27% | -4.58% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | -0.57 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-07-14 | -11.55 | 216 |
| 2024-06-08 | 2024-07-05 | -0.73 | 26 |
| 2024-11-02 | 2024-11-20 | -0.56 | 17 |
| 2024-10-24 | 2024-10-24 | -0.29 | 0 |
| 2024-07-26 | 2024-08-29 | -0.28 | 33 |
| 2024-07-25 | 2024-07-26 | -0.18 | 0 |
| Metric | 11373628:btcusd:triple_med_gx:lsma25_30 | 11373628:BTCUSD |
|---|---|---|
| Best Day | 1.71% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 2.03% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 2.93% | 37.42% |
| Worst Month | -5.25% | -17.69% |
| Best Year | -2.31% | 38.02% |
| Worst Year | -4.33% | 30.14% |
| Avg. Up Day | 0.69% | 0.77% |
| Avg. Down Day | -0.76% | -1.05% |
| Avg. Up Week | 1.34% | 5.28% |
| Avg. Down Week | -1.87% | -4.99% |
| Avg. Up Month | 0.99% | 13.46% |
| Avg. Down Month | -2.38% | -7.59% |
| Win Days % | 32.61% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 41.18% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |