| Metric | 11375798:btcusd:triple_med_gx:lsma35_40 | 11375798:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -8.51% | 79.62% |
| Max Drawdown | -9.18% | -29.51% |
| Sharpe | -0.58 | 0.65 |
| Sortino | -0.61 | 0.96 |
| Payoff Ratio | 0.65 | 0.47 |
| Profit Factor | 0.41 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.08 | 0.27 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 502.12 | 2.18 |
| Outlier Loss Ratio | 3.06 | 2.22 |
| Volatility (ann.) | 3.34% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.83 | 2.33 |
| Skew | -27.07 | 0.2 |
| Kurtosis | 970.09 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.63% | 4.27% |
| Expected Yearly % | -4.35% | 34.02% |
| Kelly Criterion | -78.64% | -50.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.07% |
| Expected Shortfall (cVaR) | -0.29% | -2.07% |
| Year | 11375798:BTCUSD | 11375798:btcusd:triple_med_gx:lsma35_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.43 | -0.04 | - |
| 2025 | 30.14 | -7.19 | -0.24 | - |
| Metric | 11375798:btcusd:triple_med_gx:lsma35_40 | 11375798:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -1.6% | 45.08% |
| 6M | -6.18% | 28.47% |
| YTD | -7.19% | 30.14% |
| 1Y | -8.95% | 105.13% |
| 3Y (ann.) | -7.65% | 68.87% |
| 5Y (ann.) | -7.65% | 68.87% |
| Metric | 11375798:btcusd:triple_med_gx:lsma35_40 | 11375798:BTCUSD |
|---|---|---|
| Max Drawdown | -9.18% | -29.51% |
| Longest DD Days | 315.0 | 144.0 |
| Avg. Drawdown | -3.18% | -4.58% |
| Avg. Drawdown Days | 105.0 | 14.0 |
| Recovery Factor | -0.93 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-01 | 2025-07-14 | -9.18 | 315 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| 2024-09-01 | 2024-09-01 | -0.18 | 0 |
| Metric | 11375798:btcusd:triple_med_gx:lsma35_40 | 11375798:BTCUSD |
|---|---|---|
| Best Day | 1.56% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 0.97% | 18.93% |
| Worst Week | -4.87% | -12.33% |
| Best Month | 1.29% | 37.42% |
| Worst Month | -4.87% | -17.69% |
| Best Year | -1.43% | 38.02% |
| Worst Year | -7.19% | 30.14% |
| Avg. Up Day | 0.6% | 0.69% |
| Avg. Down Day | -0.92% | -1.48% |
| Avg. Up Week | 0.97% | 10.22% |
| Avg. Down Week | -1.43% | -6.17% |
| Avg. Up Month | 0.89% | 20.26% |
| Avg. Down Month | -2.29% | -7.67% |
| Win Days % | 29.41% | 51.93% |
| Win Month % | 22.22% | 64.29% |
| Win Week % | 28.57% | 58.33% |
| Win Quarter % | 25.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |