| Metric | 11379953:btcusd:triple_med_gx:lsma75_60 | 11379953:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -6.1% | 79.62% |
| Max Drawdown | -10.84% | -29.51% |
| Sharpe | -0.22 | 0.65 |
| Sortino | -0.28 | 0.96 |
| Payoff Ratio | 0.88 | 0.81 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.36 | 0.46 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 98.41 | 2.75 |
| Outlier Loss Ratio | 3.03 | 2.61 |
| Volatility (ann.) | 5.61% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.5 | 2.33 |
| Skew | -5.86 | 0.2 |
| Kurtosis | 150.55 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.45% | 4.27% |
| Expected Yearly % | -3.1% | 34.02% |
| Kelly Criterion | -14.28% | -7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.07% |
| Expected Shortfall (cVaR) | -0.49% | -2.07% |
| Year | 11379953:BTCUSD | 11379953:btcusd:triple_med_gx:lsma75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.86 | 0.05 | - |
| 2025 | 30.14 | -7.81 | -0.26 | - |
| Metric | 11379953:btcusd:triple_med_gx:lsma75_60 | 11379953:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -3.34% | 45.08% |
| 6M | -7.24% | 28.47% |
| YTD | -7.81% | 30.14% |
| 1Y | -5.51% | 105.13% |
| 3Y (ann.) | -5.47% | 68.87% |
| 5Y (ann.) | -5.47% | 68.87% |
| Metric | 11379953:btcusd:triple_med_gx:lsma75_60 | 11379953:BTCUSD |
|---|---|---|
| Max Drawdown | -10.84% | -29.51% |
| Longest DD Days | 248.0 | 144.0 |
| Avg. Drawdown | -5.63% | -4.58% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-14 | -10.84 | 248 |
| 2024-07-07 | 2024-11-07 | -5.87 | 123 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| Metric | 11379953:btcusd:triple_med_gx:lsma75_60 | 11379953:BTCUSD |
|---|---|---|
| Best Day | 2.17% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 2.39% | 18.93% |
| Worst Week | -2.52% | -12.33% |
| Best Month | 2.39% | 37.42% |
| Worst Month | -3.09% | -17.69% |
| Best Year | 1.86% | 38.02% |
| Worst Year | -7.81% | 30.14% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.83% | -0.93% |
| Avg. Up Week | 1.23% | 5.46% |
| Avg. Down Week | -1.18% | -2.8% |
| Avg. Up Month | 1.46% | 20.81% |
| Avg. Down Month | -1.95% | -9.89% |
| Win Days % | 46.43% | 51.93% |
| Win Month % | 36.36% | 64.29% |
| Win Week % | 29.41% | 58.33% |
| Win Quarter % | 25.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |