| Metric | 11380555:btcusd:triple_med_gx:lsma60_65 | 11380555:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -10.44% | 79.62% |
| Max Drawdown | -14.9% | -29.51% |
| Sharpe | -0.47 | 0.65 |
| Sortino | -0.64 | 0.96 |
| Payoff Ratio | 1.55 | 1.39 |
| Profit Factor | 0.71 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.3 | 0.8 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 127.19 | 2.41 |
| Outlier Loss Ratio | 3.45 | 2.43 |
| Volatility (ann.) | 4.94% | 24.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.63 | 2.33 |
| Skew | -1.19 | 0.2 |
| Kurtosis | 117.13 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.78% | 4.27% |
| Expected Yearly % | -5.37% | 34.02% |
| Kelly Criterion | -19.38% | 17.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.07% |
| Expected Shortfall (cVaR) | -0.43% | -2.07% |
| Year | 11380555:BTCUSD | 11380555:btcusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.83 | -0.28 | - |
| 2025 | 30.14 | 0.43 | 0.01 | - |
| Metric | 11380555:btcusd:triple_med_gx:lsma60_65 | 11380555:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 5.05% | 45.08% |
| 6M | 0.43% | 28.47% |
| YTD | 0.43% | 30.14% |
| 1Y | -10.17% | 105.13% |
| 3Y (ann.) | -9.4% | 68.87% |
| 5Y (ann.) | -9.4% | 68.87% |
| Metric | 11380555:btcusd:triple_med_gx:lsma60_65 | 11380555:BTCUSD |
|---|---|---|
| Max Drawdown | -14.9% | -29.51% |
| Longest DD Days | 405.0 | 144.0 |
| Avg. Drawdown | -14.9% | -4.58% |
| Avg. Drawdown Days | 405.0 | 14.0 |
| Recovery Factor | -0.7 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-07-14 | -14.90 | 405 |
| Metric | 11380555:btcusd:triple_med_gx:lsma60_65 | 11380555:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 3.52% | 18.93% |
| Worst Week | -5.26% | -12.33% |
| Best Month | 3.52% | 37.42% |
| Worst Month | -5.32% | -17.69% |
| Best Year | 0.43% | 38.02% |
| Worst Year | -10.83% | 30.14% |
| Avg. Up Day | 1.12% | 1.17% |
| Avg. Down Day | -0.72% | -0.84% |
| Avg. Up Week | 1.51% | 6.2% |
| Avg. Down Week | -2.54% | -4.38% |
| Avg. Up Month | 1.56% | 12.04% |
| Avg. Down Month | -1.5% | -4.22% |
| Win Days % | 27.38% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |