| Metric | 11373551:btcusd:triple_med_gx:lsma40_30 | 11373551:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -3.59% | 79.62% |
| Max Drawdown | -9.14% | -29.51% |
| Sharpe | -0.16 | 0.65 |
| Sortino | -0.22 | 0.96 |
| Payoff Ratio | 1.19 | 1.08 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.44 | 0.62 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 113.67 | 2.57 |
| Outlier Loss Ratio | 3.47 | 2.55 |
| Volatility (ann.) | 4.54% | 24.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.35 | 2.33 |
| Skew | -0.55 | 0.2 |
| Kurtosis | 74.63 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.26% | 4.27% |
| Expected Yearly % | -1.81% | 34.02% |
| Kelly Criterion | -8.9% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.07% |
| Expected Shortfall (cVaR) | -0.39% | -2.07% |
| Year | 11373551:BTCUSD | 11373551:btcusd:triple_med_gx:lsma40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.79 | -0.10 | - |
| 2025 | 30.14 | 0.20 | 0.01 | - |
| Metric | 11373551:btcusd:triple_med_gx:lsma40_30 | 11373551:BTCUSD |
|---|---|---|
| MTD | -1.52% | 13.36% |
| 3M | -4.15% | 45.08% |
| 6M | 0.2% | 28.47% |
| YTD | 0.2% | 30.14% |
| 1Y | -3.44% | 105.13% |
| 3Y (ann.) | -3.22% | 68.87% |
| 5Y (ann.) | -3.22% | 68.87% |
| Metric | 11373551:btcusd:triple_med_gx:lsma40_30 | 11373551:BTCUSD |
|---|---|---|
| Max Drawdown | -9.14% | -29.51% |
| Longest DD Days | 367.0 | 144.0 |
| Avg. Drawdown | -3.01% | -4.58% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | -0.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-07-14 | -9.14 | 367 |
| 2024-07-10 | 2024-07-11 | -1.64 | 1 |
| 2024-06-05 | 2024-06-30 | -1.09 | 24 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11373551:btcusd:triple_med_gx:lsma40_30 | 11373551:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 3.71% | 18.93% |
| Worst Week | -3.31% | -12.33% |
| Best Month | 2.75% | 37.42% |
| Worst Month | -3.95% | -17.69% |
| Best Year | 0.2% | 38.02% |
| Worst Year | -3.79% | 30.14% |
| Avg. Up Day | 0.81% | 0.85% |
| Avg. Down Day | -0.68% | -0.79% |
| Avg. Up Week | 1.52% | 4.92% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 1.74% | 23.56% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 40.86% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 42.11% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |