| Metric | 11378253:btcusd:triple_med_gx:lsma65_55 | 11378253:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -11.29% | 79.62% |
| Max Drawdown | -14.21% | -29.51% |
| Sharpe | -0.45 | 0.65 |
| Sortino | -0.55 | 0.96 |
| Payoff Ratio | 1.3 | 1.18 |
| Profit Factor | 0.76 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.34 | 0.68 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 103.37 | 2.71 |
| Outlier Loss Ratio | 3.5 | 2.58 |
| Volatility (ann.) | 5.64% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.71 | 2.33 |
| Skew | -6.8 | 0.2 |
| Kurtosis | 173.96 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.85% | 4.27% |
| Expected Yearly % | -5.81% | 34.02% |
| Kelly Criterion | -16.43% | 11.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.07% |
| Expected Shortfall (cVaR) | -0.49% | -2.07% |
| Year | 11378253:BTCUSD | 11378253:btcusd:triple_med_gx:lsma65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.16 | -0.24 | - |
| 2025 | 30.14 | -2.34 | -0.08 | - |
| Metric | 11378253:btcusd:triple_med_gx:lsma65_55 | 11378253:BTCUSD |
|---|---|---|
| MTD | -1.53% | 13.36% |
| 3M | -3.84% | 45.08% |
| 6M | -4.52% | 28.47% |
| YTD | -2.34% | 30.14% |
| 1Y | -5.45% | 105.13% |
| 3Y (ann.) | -10.16% | 68.87% |
| 5Y (ann.) | -10.16% | 68.87% |
| Metric | 11378253:btcusd:triple_med_gx:lsma65_55 | 11378253:BTCUSD |
|---|---|---|
| Max Drawdown | -14.21% | -29.51% |
| Longest DD Days | 297.0 | 144.0 |
| Avg. Drawdown | -5.99% | -4.58% |
| Avg. Drawdown Days | 96.0 | 14.0 |
| Recovery Factor | -0.79 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-07-14 | -14.21 | 297 |
| 2024-06-24 | 2024-09-19 | -8.32 | 87 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11378253:btcusd:triple_med_gx:lsma65_55 | 11378253:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.29% | 18.93% |
| Worst Week | -4.29% | -12.33% |
| Best Month | 1.54% | 37.42% |
| Worst Month | -4.06% | -17.69% |
| Best Year | -2.34% | 38.02% |
| Worst Year | -9.16% | 30.14% |
| Avg. Up Day | 0.9% | 0.94% |
| Avg. Down Day | -0.7% | -0.8% |
| Avg. Up Week | 1.52% | 5.34% |
| Avg. Down Week | -1.68% | -3.73% |
| Avg. Up Month | 1.32% | 10.73% |
| Avg. Down Month | -0.95% | -9.42% |
| Win Days % | 34.21% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 41.94% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |