| Metric | 11379487:btcusd:triple_med_gx:lsma50_60 | 11379487:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -9.78% | 79.62% |
| Max Drawdown | -11.71% | -29.51% |
| Sharpe | -0.36 | 0.65 |
| Sortino | -0.47 | 0.96 |
| Payoff Ratio | 1.03 | 0.97 |
| Profit Factor | 0.81 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.34 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 86.27 | 2.66 |
| Outlier Loss Ratio | 3.57 | 2.66 |
| Volatility (ann.) | 5.85% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.75 | 2.33 |
| Skew | -3.0 | 0.2 |
| Kurtosis | 83.1 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.73% | 4.27% |
| Expected Yearly % | -5.01% | 34.02% |
| Kelly Criterion | -18.14% | 2.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.07% |
| Expected Shortfall (cVaR) | -0.51% | -2.07% |
| Year | 11379487:BTCUSD | 11379487:btcusd:triple_med_gx:lsma50_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.03 | -0.05 | - |
| 2025 | 30.14 | -7.91 | -0.26 | - |
| Metric | 11379487:btcusd:triple_med_gx:lsma50_60 | 11379487:BTCUSD |
|---|---|---|
| MTD | -0.63% | 13.36% |
| 3M | 0.47% | 45.08% |
| 6M | -7.91% | 28.47% |
| YTD | -7.91% | 30.14% |
| 1Y | -7.43% | 105.13% |
| 3Y (ann.) | -8.79% | 68.87% |
| 5Y (ann.) | -8.79% | 68.87% |
| Metric | 11379487:btcusd:triple_med_gx:lsma50_60 | 11379487:BTCUSD |
|---|---|---|
| Max Drawdown | -11.71% | -29.51% |
| Longest DD Days | 406.0 | 144.0 |
| Avg. Drawdown | -5.94% | -4.58% |
| Avg. Drawdown Days | 204.0 | 14.0 |
| Recovery Factor | -0.84 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2025-07-14 | -11.71 | 406 |
| 2024-06-01 | 2024-06-02 | -0.18 | 1 |
| Metric | 11379487:btcusd:triple_med_gx:lsma50_60 | 11379487:BTCUSD |
|---|---|---|
| Best Day | 3.2% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 3.3% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 3.3% | 37.42% |
| Worst Month | -7.17% | -17.69% |
| Best Year | -2.03% | 38.02% |
| Worst Year | -7.91% | 30.14% |
| Avg. Up Day | 0.76% | 0.81% |
| Avg. Down Day | -0.74% | -0.84% |
| Avg. Up Week | 1.03% | 4.07% |
| Avg. Down Week | -0.89% | -4.59% |
| Avg. Up Month | 1.77% | 9.76% |
| Avg. Down Month | -3.64% | -9.04% |
| Win Days % | 40.0% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 36.67% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |