| Metric | 11370462:btcusd:triple_med_gx:lsma25_10 | 11370462:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -12.07% | 79.62% |
| Max Drawdown | -19.09% | -29.51% |
| Sharpe | -0.41 | 0.65 |
| Sortino | -0.51 | 0.96 |
| Payoff Ratio | 0.94 | 0.98 |
| Profit Factor | 0.8 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.31 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 81.73 | 2.85 |
| Outlier Loss Ratio | 2.95 | 2.72 |
| Volatility (ann.) | 6.46% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.57 | 2.33 |
| Skew | -4.51 | 0.2 |
| Kurtosis | 77.12 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.91% | 4.27% |
| Expected Yearly % | -6.23% | 34.02% |
| Kelly Criterion | -21.86% | 2.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.07% |
| Expected Shortfall (cVaR) | -0.56% | -2.07% |
| Year | 11370462:BTCUSD | 11370462:btcusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.10 | -0.00 | - |
| 2025 | 30.14 | -11.98 | -0.40 | - |
| Metric | 11370462:btcusd:triple_med_gx:lsma25_10 | 11370462:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 3.89% | 45.08% |
| 6M | -11.37% | 28.47% |
| YTD | -11.98% | 30.14% |
| 1Y | -10.44% | 105.13% |
| 3Y (ann.) | -10.87% | 68.87% |
| 5Y (ann.) | -10.87% | 68.87% |
| Metric | 11370462:btcusd:triple_med_gx:lsma25_10 | 11370462:BTCUSD |
|---|---|---|
| Max Drawdown | -19.09% | -29.51% |
| Longest DD Days | 403.0 | 144.0 |
| Avg. Drawdown | -9.63% | -4.58% |
| Avg. Drawdown Days | 202.0 | 14.0 |
| Recovery Factor | -0.63 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-14 | -19.09 | 403 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370462:btcusd:triple_med_gx:lsma25_10 | 11370462:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 3.77% | 18.93% |
| Worst Week | -8.93% | -12.33% |
| Best Month | 3.4% | 37.42% |
| Worst Month | -8.48% | -17.69% |
| Best Year | -0.1% | 38.02% |
| Worst Year | -11.98% | 30.14% |
| Avg. Up Day | 0.88% | 0.93% |
| Avg. Down Day | -0.94% | -0.95% |
| Avg. Up Week | 1.5% | 4.48% |
| Avg. Down Week | -1.44% | -2.45% |
| Avg. Up Month | 1.29% | 15.46% |
| Avg. Down Month | -2.95% | -6.06% |
| Win Days % | 41.09% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 36.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |