| Metric | 11374478:btcusd:triple_med_gx:lsma40_35 | 11374478:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -3.59% | 79.62% |
| Max Drawdown | -5.84% | -29.51% |
| Sharpe | -0.23 | 0.65 |
| Sortino | -0.31 | 0.96 |
| Payoff Ratio | 1.05 | 1.18 |
| Profit Factor | 0.83 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.34 | 0.68 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 197.4 | 2.32 |
| Outlier Loss Ratio | 3.24 | 2.22 |
| Volatility (ann.) | 3.34% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.55 | 2.33 |
| Skew | -0.88 | 0.2 |
| Kurtosis | 156.81 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.26% | 4.27% |
| Expected Yearly % | -1.81% | 34.02% |
| Kelly Criterion | -18.3% | 11.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.07% |
| Expected Shortfall (cVaR) | -0.29% | -2.07% |
| Year | 11374478:BTCUSD | 11374478:btcusd:triple_med_gx:lsma40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.85 | -0.07 | - |
| 2025 | 30.14 | -0.76 | -0.03 | - |
| Metric | 11374478:btcusd:triple_med_gx:lsma40_35 | 11374478:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -3.65% | 45.08% |
| 6M | -0.76% | 28.47% |
| YTD | -0.76% | 30.14% |
| 1Y | -1.88% | 105.13% |
| 3Y (ann.) | -3.21% | 68.87% |
| 5Y (ann.) | -3.21% | 68.87% |
| Metric | 11374478:btcusd:triple_med_gx:lsma40_35 | 11374478:BTCUSD |
|---|---|---|
| Max Drawdown | -5.84% | -29.51% |
| Longest DD Days | 236.0 | 144.0 |
| Avg. Drawdown | -3.13% | -4.58% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | -0.61 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-05 | 2025-07-14 | -5.84 | 130 |
| 2024-07-11 | 2025-03-05 | -5.22 | 236 |
| 2024-06-05 | 2024-06-30 | -1.26 | 25 |
| 2024-07-11 | 2024-07-11 | -0.18 | 0 |
| Metric | 11374478:btcusd:triple_med_gx:lsma40_35 | 11374478:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 2.58% | 18.93% |
| Worst Week | -2.72% | -12.33% |
| Best Month | 1.83% | 37.42% |
| Worst Month | -3.31% | -17.69% |
| Best Year | -0.76% | 38.02% |
| Worst Year | -2.85% | 30.14% |
| Avg. Up Day | 0.74% | 0.82% |
| Avg. Down Day | -0.7% | -0.69% |
| Avg. Up Week | 1.04% | 3.97% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 1.83% | 9.7% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 39.29% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 47.06% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |