| Metric | 11378476:btcusd:triple_med_gx:lsma60_55 | 11378476:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -10.82% | 79.62% |
| Max Drawdown | -15.99% | -29.51% |
| Sharpe | -0.71 | 0.65 |
| Sortino | -0.87 | 0.96 |
| Payoff Ratio | 0.95 | 0.9 |
| Profit Factor | 0.61 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.2 | 0.52 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 187.47 | 2.46 |
| Outlier Loss Ratio | 4.22 | 2.35 |
| Volatility (ann.) | 3.51% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.61 | 2.33 |
| Skew | -4.92 | 0.2 |
| Kurtosis | 126.14 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.81% | 4.27% |
| Expected Yearly % | -5.57% | 34.02% |
| Kelly Criterion | -36.52% | -1.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.07% |
| Expected Shortfall (cVaR) | -0.31% | -2.07% |
| Year | 11378476:BTCUSD | 11378476:btcusd:triple_med_gx:lsma60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.10 | -0.19 | - |
| 2025 | 30.14 | -4.01 | -0.13 | - |
| Metric | 11378476:btcusd:triple_med_gx:lsma60_55 | 11378476:BTCUSD |
|---|---|---|
| MTD | -0.48% | 13.36% |
| 3M | -5.21% | 45.08% |
| 6M | -3.51% | 28.47% |
| YTD | -4.01% | 30.14% |
| 1Y | -11.95% | 105.13% |
| 3Y (ann.) | -9.74% | 68.87% |
| 5Y (ann.) | -9.74% | 68.87% |
| Metric | 11378476:btcusd:triple_med_gx:lsma60_55 | 11378476:BTCUSD |
|---|---|---|
| Max Drawdown | -15.99% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -2.52% | -4.58% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | -0.68 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-07-14 | -15.99 | 306 |
| 2024-07-23 | 2024-08-28 | -0.73 | 36 |
| 2024-06-11 | 2024-06-11 | -0.30 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-24 | 2024-06-25 | -0.18 | 0 |
| 2024-09-09 | 2024-09-09 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11378476:btcusd:triple_med_gx:lsma60_55 | 11378476:BTCUSD |
|---|---|---|
| Best Day | 2.28% | 9.33% |
| Worst Day | -3.31% | -9.32% |
| Best Week | 3.34% | 18.93% |
| Worst Week | -4.49% | -12.33% |
| Best Month | 5.85% | 37.42% |
| Worst Month | -6.72% | -17.69% |
| Best Year | -4.01% | 38.02% |
| Worst Year | -7.1% | 30.14% |
| Avg. Up Day | 0.57% | 0.63% |
| Avg. Down Day | -0.6% | -0.7% |
| Avg. Up Week | 1.48% | 5.38% |
| Avg. Down Week | -0.98% | -2.64% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -5.54% | -3.23% |
| Win Days % | 33.33% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 32.14% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |