| Metric | 11373504:btcusd:triple_med_gx:lsma35_30 | 11373504:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -14.71% | 79.62% |
| Max Drawdown | -20.54% | -29.51% |
| Sharpe | -0.76 | 0.65 |
| Sortino | -0.87 | 0.96 |
| Payoff Ratio | 0.77 | 0.68 |
| Profit Factor | 0.55 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.15 | 0.39 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 171.89 | 2.37 |
| Outlier Loss Ratio | 2.95 | 2.4 |
| Volatility (ann.) | 4.56% | 24.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.65 | 2.33 |
| Skew | -7.87 | 0.2 |
| Kurtosis | 149.02 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.13% | 4.27% |
| Expected Yearly % | -7.65% | 34.02% |
| Kelly Criterion | -49.75% | -18.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.07% |
| Expected Shortfall (cVaR) | -0.4% | -2.07% |
| Year | 11373504:BTCUSD | 11373504:btcusd:triple_med_gx:lsma35_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.10 | 0.08 | - |
| 2025 | 30.14 | -17.27 | -0.57 | - |
| Metric | 11373504:btcusd:triple_med_gx:lsma35_30 | 11373504:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -2.6% | 45.08% |
| 6M | -17.27% | 28.47% |
| YTD | -17.27% | 30.14% |
| 1Y | -18.66% | 105.13% |
| 3Y (ann.) | -13.27% | 68.87% |
| 5Y (ann.) | -13.27% | 68.87% |
| Metric | 11373504:btcusd:triple_med_gx:lsma35_30 | 11373504:BTCUSD |
|---|---|---|
| Max Drawdown | -20.54% | -29.51% |
| Longest DD Days | 198.0 | 144.0 |
| Avg. Drawdown | -4.08% | -4.58% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.72 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-27 | 2025-07-14 | -20.54 | 198 |
| 2024-08-10 | 2024-12-27 | -3.22 | 139 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| 2024-07-10 | 2024-07-11 | -0.18 | 0 |
| 2024-08-09 | 2024-08-09 | -0.18 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 11373504:btcusd:triple_med_gx:lsma35_30 | 11373504:BTCUSD |
|---|---|---|
| Best Day | 2.21% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 2.02% | 18.93% |
| Worst Week | -7.0% | -12.33% |
| Best Month | 3.18% | 37.42% |
| Worst Month | -9.47% | -17.69% |
| Best Year | 3.1% | 38.02% |
| Worst Year | -17.27% | 30.14% |
| Avg. Up Day | 0.7% | 0.76% |
| Avg. Down Day | -0.91% | -1.12% |
| Avg. Up Week | 1.09% | 4.49% |
| Avg. Down Week | -2.12% | -4.09% |
| Avg. Up Month | 0.87% | 8.43% |
| Avg. Down Month | -4.41% | -7.93% |
| Win Days % | 35.06% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 41.67% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |