| Metric | 11374462:btcusd:triple_med_gx:lsma30_35 | 11374462:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -3.14% | 79.62% |
| Max Drawdown | -4.82% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.26 | 0.96 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.4 | 0.68 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 162.77 | 2.47 |
| Outlier Loss Ratio | 3.73 | 2.29 |
| Volatility (ann.) | 3.55% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.58 | 2.33 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 98.21 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.23% | 4.27% |
| Expected Yearly % | -1.58% | 34.02% |
| Kelly Criterion | -14.22% | 11.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.07% |
| Expected Shortfall (cVaR) | -0.31% | -2.07% |
| Year | 11374462:BTCUSD | 11374462:btcusd:triple_med_gx:lsma30_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.52 | -0.07 | - |
| 2025 | 30.14 | -0.64 | -0.02 | - |
| Metric | 11374462:btcusd:triple_med_gx:lsma30_35 | 11374462:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -0.29% | 45.08% |
| 6M | -2.53% | 28.47% |
| YTD | -0.64% | 30.14% |
| 1Y | 0.16% | 105.13% |
| 3Y (ann.) | -2.82% | 68.87% |
| 5Y (ann.) | -2.82% | 68.87% |
| Metric | 11374462:btcusd:triple_med_gx:lsma30_35 | 11374462:BTCUSD |
|---|---|---|
| Max Drawdown | -4.82% | -29.51% |
| Longest DD Days | 398.0 | 144.0 |
| Avg. Drawdown | -4.82% | -4.58% |
| Avg. Drawdown Days | 398.0 | 14.0 |
| Recovery Factor | -0.65 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-07-14 | -4.82 | 398 |
| Metric | 11374462:btcusd:triple_med_gx:lsma30_35 | 11374462:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -2.35% | -9.32% |
| Best Week | 1.89% | 18.93% |
| Worst Week | -4.19% | -12.33% |
| Best Month | 2.1% | 37.42% |
| Worst Month | -4.65% | -17.69% |
| Best Year | -0.64% | 38.02% |
| Worst Year | -2.52% | 30.14% |
| Avg. Up Day | 0.77% | 0.83% |
| Avg. Down Day | -0.63% | -0.7% |
| Avg. Up Week | 1.1% | 4.39% |
| Avg. Down Week | -1.36% | -3.01% |
| Avg. Up Month | 1.31% | 12.71% |
| Avg. Down Month | -2.55% | -4.22% |
| Win Days % | 36.99% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 45.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |