| Metric | 11382419:btcusd:triple_med_gx:lsma75_70 | 11382419:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -2.77% | 61.52% |
| Max Drawdown | -8.77% | -29.51% |
| Sharpe | -0.18 | 0.59 |
| Sortino | -0.24 | 0.86 |
| Payoff Ratio | 0.97 | 0.98 |
| Profit Factor | 0.87 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.32 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 177.31 | 2.35 |
| Outlier Loss Ratio | 3.06 | 2.17 |
| Volatility (ann.) | 3.44% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.31 | 2.02 |
| Skew | -2.21 | 0.21 |
| Kurtosis | 100.65 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.22% | 3.76% |
| Expected Yearly % | -1.39% | 27.09% |
| Kelly Criterion | -25.02% | 2.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11382419:BTCUSD | 11382419:btcusd:triple_med_gx:lsma75_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.55 | -0.20 | - |
| 2025 | 17.02 | 5.17 | 0.30 | - |
| Metric | 11382419:btcusd:triple_med_gx:lsma75_70 | 11382419:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.28% | 31.76% |
| 6M | 3.5% | 12.25% |
| YTD | 5.17% | 17.02% |
| 1Y | -2.77% | 57.19% |
| 3Y (ann.) | -2.69% | 59.47% |
| 5Y (ann.) | -2.69% | 59.47% |
| Metric | 11382419:btcusd:triple_med_gx:lsma75_70 | 11382419:BTCUSD |
|---|---|---|
| Max Drawdown | -8.77% | -29.51% |
| Longest DD Days | 363.0 | 144.0 |
| Avg. Drawdown | -8.77% | -4.82% |
| Avg. Drawdown Days | 363.0 | 14.0 |
| Recovery Factor | -0.32 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-06-11 | -8.77 | 363 |
| Metric | 11382419:btcusd:triple_med_gx:lsma75_70 | 11382419:BTCUSD |
|---|---|---|
| Best Day | 2.13% | 9.33% |
| Worst Day | -2.61% | -9.32% |
| Best Week | 3.23% | 18.93% |
| Worst Week | -5.31% | -12.33% |
| Best Month | 5.0% | 37.42% |
| Worst Month | -5.31% | -17.69% |
| Best Year | 5.17% | 38.02% |
| Worst Year | -7.55% | 17.02% |
| Avg. Up Day | 0.86% | 0.91% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 1.7% | 5.14% |
| Avg. Down Week | -2.25% | -5.38% |
| Avg. Up Month | 1.18% | 19.81% |
| Avg. Down Month | -2.39% | -6.43% |
| Win Days % | 38.46% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |