| Metric | 11371959:btcusd:triple_med_gx:lsma25_20 | 11371959:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -6.93% | 75.42% |
| Max Drawdown | -13.43% | -29.51% |
| Sharpe | -0.29 | 0.63 |
| Sortino | -0.35 | 0.92 |
| Payoff Ratio | 0.95 | 0.88 |
| Profit Factor | 0.79 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.29 | 0.51 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 139.42 | 2.52 |
| Outlier Loss Ratio | 2.58 | 2.3 |
| Volatility (ann.) | 5.09% | 24.55% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.46 | 2.19 |
| Skew | -6.97 | 0.2 |
| Kurtosis | 164.33 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.51% | 4.1% |
| Expected Yearly % | -3.53% | 32.45% |
| Kelly Criterion | -26.76% | -2.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.07% |
| Expected Shortfall (cVaR) | -0.44% | -2.07% |
| Year | 11371959:BTCUSD | 11371959:btcusd:triple_med_gx:lsma25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.83 | 0.10 | - |
| 2025 | 27.10 | -10.36 | -0.38 | - |
| Metric | 11371959:btcusd:triple_med_gx:lsma25_20 | 11371959:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 1.13% | 41.88% |
| 6M | -9.3% | 22.91% |
| YTD | -10.36% | 27.1% |
| 1Y | -8.74% | 82.29% |
| 3Y (ann.) | -6.18% | 64.73% |
| 5Y (ann.) | -6.18% | 64.73% |
| Metric | 11371959:btcusd:triple_med_gx:lsma25_20 | 11371959:BTCUSD |
|---|---|---|
| Max Drawdown | -13.43% | -29.51% |
| Longest DD Days | 252.0 | 144.0 |
| Avg. Drawdown | -3.87% | -4.71% |
| Avg. Drawdown Days | 88.0 | 14.0 |
| Recovery Factor | -0.52 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-06 | 2025-07-17 | -13.43 | 252 |
| 2024-09-11 | 2024-10-14 | -0.97 | 32 |
| 2024-08-10 | 2024-09-11 | -0.54 | 32 |
| 2024-06-05 | 2024-07-09 | -0.53 | 34 |
| Metric | 11371959:btcusd:triple_med_gx:lsma25_20 | 11371959:BTCUSD |
|---|---|---|
| Best Day | 2.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 2.49% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 2.41% | 37.42% |
| Worst Month | -5.22% | -17.69% |
| Best Year | 3.83% | 38.02% |
| Worst Year | -10.36% | 27.1% |
| Avg. Up Day | 0.96% | 1.02% |
| Avg. Down Day | -1.01% | -1.15% |
| Avg. Up Week | 1.67% | 5.49% |
| Avg. Down Week | -1.18% | -2.68% |
| Avg. Up Month | 2.16% | 8.11% |
| Avg. Down Month | -1.25% | -7.82% |
| Win Days % | 38.24% | 51.89% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 31.82% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |