| Metric | 11377546:btcusd:triple_med_gx:lsma60_50 | 11377546:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -9.77% | 79.62% |
| Max Drawdown | -12.92% | -29.51% |
| Sharpe | -0.37 | 0.65 |
| Sortino | -0.51 | 0.96 |
| Payoff Ratio | 1.09 | 0.98 |
| Profit Factor | 0.8 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.33 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 90.24 | 2.6 |
| Outlier Loss Ratio | 3.66 | 2.58 |
| Volatility (ann.) | 5.74% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.68 | 2.33 |
| Skew | -0.32 | 0.2 |
| Kurtosis | 104.63 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.73% | 4.27% |
| Expected Yearly % | -5.01% | 34.02% |
| Kelly Criterion | -18.45% | 3.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.07% |
| Expected Shortfall (cVaR) | -0.5% | -2.07% |
| Year | 11377546:BTCUSD | 11377546:btcusd:triple_med_gx:lsma60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.87 | -0.18 | - |
| 2025 | 30.14 | -3.12 | -0.10 | - |
| Metric | 11377546:btcusd:triple_med_gx:lsma60_50 | 11377546:BTCUSD |
|---|---|---|
| MTD | -0.58% | 13.36% |
| 3M | -0.27% | 45.08% |
| 6M | -2.83% | 28.47% |
| YTD | -3.12% | 30.14% |
| 1Y | -7.22% | 105.13% |
| 3Y (ann.) | -8.79% | 68.87% |
| 5Y (ann.) | -8.79% | 68.87% |
| Metric | 11377546:btcusd:triple_med_gx:lsma60_50 | 11377546:BTCUSD |
|---|---|---|
| Max Drawdown | -12.92% | -29.51% |
| Longest DD Days | 335.0 | 144.0 |
| Avg. Drawdown | -7.85% | -4.58% |
| Avg. Drawdown Days | 201.0 | 14.0 |
| Recovery Factor | -0.76 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-12 | 2025-07-14 | -12.92 | 335 |
| 2024-06-05 | 2024-08-12 | -2.78 | 67 |
| Metric | 11377546:btcusd:triple_med_gx:lsma60_50 | 11377546:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 2.74% | 18.93% |
| Worst Week | -5.43% | -12.33% |
| Best Month | 1.13% | 37.42% |
| Worst Month | -4.22% | -17.69% |
| Best Year | -3.12% | 38.02% |
| Worst Year | -6.87% | 30.14% |
| Avg. Up Day | 0.77% | 0.81% |
| Avg. Down Day | -0.71% | -0.83% |
| Avg. Up Week | 1.17% | 5.06% |
| Avg. Down Week | -1.4% | -4.31% |
| Avg. Up Month | 0.94% | 7.97% |
| Avg. Down Month | -2.9% | -4.22% |
| Win Days % | 38.17% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 35.48% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |