| Metric | 11379432:btcusd:triple_med_gx:lsma55_60 | 11379432:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -2.72% | 75.42% |
| Max Drawdown | -6.7% | -29.51% |
| Sharpe | -0.18 | 0.63 |
| Sortino | -0.28 | 0.92 |
| Payoff Ratio | 2.04 | 1.5 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.48 | 0.86 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 191.37 | 2.2 |
| Outlier Loss Ratio | 4.76 | 2.31 |
| Volatility (ann.) | 3.13% | 24.55% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.36 | 2.19 |
| Skew | 2.91 | 0.2 |
| Kurtosis | 164.76 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.2% | 4.1% |
| Expected Yearly % | -1.37% | 32.45% |
| Kelly Criterion | -8.24% | 19.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.07% |
| Expected Shortfall (cVaR) | -0.27% | -2.07% |
| Year | 11379432:BTCUSD | 11379432:btcusd:triple_med_gx:lsma55_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.26 | -0.11 | - |
| 2025 | 27.10 | 1.61 | 0.06 | - |
| Metric | 11379432:btcusd:triple_med_gx:lsma55_60 | 11379432:BTCUSD |
|---|---|---|
| MTD | 0.41% | 10.71% |
| 3M | 1.56% | 41.88% |
| 6M | 1.61% | 22.91% |
| YTD | 1.61% | 27.1% |
| 1Y | -0.0% | 82.29% |
| 3Y (ann.) | -2.42% | 64.73% |
| 5Y (ann.) | -2.42% | 64.73% |
| Metric | 11379432:btcusd:triple_med_gx:lsma55_60 | 11379432:BTCUSD |
|---|---|---|
| Max Drawdown | -6.7% | -29.51% |
| Longest DD Days | 408.0 | 144.0 |
| Avg. Drawdown | -3.44% | -4.71% |
| Avg. Drawdown Days | 204.0 | 14.0 |
| Recovery Factor | -0.41 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-07-17 | -6.70 | 408 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11379432:btcusd:triple_med_gx:lsma55_60 | 11379432:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -2.92% | -9.32% |
| Best Week | 2.55% | 18.93% |
| Worst Week | -3.09% | -12.33% |
| Best Month | 1.89% | 37.42% |
| Worst Month | -2.71% | -17.69% |
| Best Year | 1.61% | 38.02% |
| Worst Year | -4.26% | 27.1% |
| Avg. Up Day | 0.93% | 1.03% |
| Avg. Down Day | -0.46% | -0.69% |
| Avg. Up Week | 1.23% | 5.64% |
| Avg. Down Week | -1.28% | -5.37% |
| Avg. Up Month | 1.22% | 16.85% |
| Avg. Down Month | -1.6% | -7.59% |
| Win Days % | 27.42% | 51.89% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 36.84% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |