| Metric | 11381466:btcusd:triple_med_gx:lsma70_65 | 11381466:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -5.07% | 61.52% |
| Max Drawdown | -9.22% | -29.51% |
| Sharpe | -0.36 | 0.59 |
| Sortino | -0.41 | 0.86 |
| Payoff Ratio | 0.86 | 0.87 |
| Profit Factor | 0.63 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.18 | 0.5 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 326.08 | 2.14 |
| Outlier Loss Ratio | 2.14 | 2.09 |
| Volatility (ann.) | 3.33% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.54 | 2.02 |
| Skew | -13.15 | 0.21 |
| Kurtosis | 302.33 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.4% | 3.76% |
| Expected Yearly % | -2.57% | 27.09% |
| Kelly Criterion | -44.19% | -3.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.13% |
| Expected Shortfall (cVaR) | -0.29% | -2.13% |
| Year | 11381466:BTCUSD | 11381466:btcusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.64 | -0.04 | - |
| 2025 | 17.02 | -3.48 | -0.20 | - |
| Metric | 11381466:btcusd:triple_med_gx:lsma70_65 | 11381466:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.44% | 31.76% |
| 6M | -3.48% | 12.25% |
| YTD | -3.48% | 17.02% |
| 1Y | -5.07% | 57.19% |
| 3Y (ann.) | -4.94% | 59.47% |
| 5Y (ann.) | -4.94% | 59.47% |
| Metric | 11381466:btcusd:triple_med_gx:lsma70_65 | 11381466:BTCUSD |
|---|---|---|
| Max Drawdown | -9.22% | -29.51% |
| Longest DD Days | 295.0 | 144.0 |
| Avg. Drawdown | -9.22% | -4.82% |
| Avg. Drawdown Days | 295.0 | 14.0 |
| Recovery Factor | -0.55 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-06-11 | -9.22 | 295 |
| Metric | 11381466:btcusd:triple_med_gx:lsma70_65 | 11381466:BTCUSD |
|---|---|---|
| Best Day | 1.36% | 9.33% |
| Worst Day | -3.74% | -9.32% |
| Best Week | 1.59% | 18.93% |
| Worst Week | -3.91% | -12.33% |
| Best Month | 1.59% | 37.42% |
| Worst Month | -3.91% | -17.69% |
| Best Year | -1.64% | 38.02% |
| Worst Year | -3.48% | 17.02% |
| Avg. Up Day | 1.08% | 1.14% |
| Avg. Down Day | -1.25% | -1.32% |
| Avg. Up Week | 1.12% | 6.93% |
| Avg. Down Week | -3.91% | -3.5% |
| Avg. Up Month | 1.12% | 9.12% |
| Avg. Down Month | -3.8% | -8.73% |
| Win Days % | 33.33% | 51.9% |
| Win Month % | 42.86% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |