| Metric | 11372617:btcusd:triple_med_gx:lsma30_25 | 11372617:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -8.26% | 75.42% |
| Max Drawdown | -15.46% | -29.51% |
| Sharpe | -0.41 | 0.63 |
| Sortino | -0.57 | 0.92 |
| Payoff Ratio | 1.89 | 1.7 |
| Profit Factor | 0.77 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.36 | 0.98 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 121.04 | 2.43 |
| Outlier Loss Ratio | 4.35 | 2.43 |
| Volatility (ann.) | 4.45% | 24.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.48 | 2.19 |
| Skew | -1.04 | 0.2 |
| Kurtosis | 94.43 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.61% | 4.1% |
| Expected Yearly % | -4.22% | 32.45% |
| Kelly Criterion | -14.59% | 23.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.07% |
| Expected Shortfall (cVaR) | -0.39% | -2.07% |
| Year | 11372617:BTCUSD | 11372617:btcusd:triple_med_gx:lsma30_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.13 | -0.24 | - |
| 2025 | 27.10 | 0.96 | 0.04 | - |
| Metric | 11372617:btcusd:triple_med_gx:lsma30_25 | 11372617:BTCUSD |
|---|---|---|
| MTD | 2.05% | 10.71% |
| 3M | 4.99% | 41.88% |
| 6M | -1.03% | 22.91% |
| YTD | 0.96% | 27.1% |
| 1Y | -6.79% | 82.29% |
| 3Y (ann.) | -7.37% | 64.73% |
| 5Y (ann.) | -7.37% | 64.73% |
| Metric | 11372617:btcusd:triple_med_gx:lsma30_25 | 11372617:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -29.51% |
| Longest DD Days | 408.0 | 144.0 |
| Avg. Drawdown | -15.46% | -4.71% |
| Avg. Drawdown Days | 408.0 | 14.0 |
| Recovery Factor | -0.53 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-07-17 | -15.46 | 408 |
| Metric | 11372617:btcusd:triple_med_gx:lsma30_25 | 11372617:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 2.83% | 18.93% |
| Worst Week | -4.43% | -12.33% |
| Best Month | 3.55% | 37.42% |
| Worst Month | -5.84% | -17.69% |
| Best Year | 0.96% | 38.02% |
| Worst Year | -9.13% | 27.1% |
| Avg. Up Day | 1.08% | 1.2% |
| Avg. Down Day | -0.57% | -0.7% |
| Avg. Up Week | 1.42% | 6.05% |
| Avg. Down Week | -1.98% | -4.05% |
| Avg. Up Month | 1.94% | 16.85% |
| Avg. Down Month | -4.24% | -9.42% |
| Win Days % | 25.0% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |