| Metric | 11378198:btcusd:triple_med_gx:lsma65_55 | 11378198:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -7.54% | 79.62% |
| Max Drawdown | -14.58% | -29.51% |
| Sharpe | -0.36 | 0.65 |
| Sortino | -0.49 | 0.96 |
| Payoff Ratio | 1.48 | 1.2 |
| Profit Factor | 0.81 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.38 | 0.69 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 114.02 | 2.58 |
| Outlier Loss Ratio | 4.12 | 2.5 |
| Volatility (ann.) | 4.61% | 24.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.46 | 2.33 |
| Skew | -0.55 | 0.2 |
| Kurtosis | 96.74 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.56% | 4.27% |
| Expected Yearly % | -3.85% | 34.02% |
| Kelly Criterion | -13.8% | 11.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.07% |
| Expected Shortfall (cVaR) | -0.4% | -2.07% |
| Year | 11378198:BTCUSD | 11378198:btcusd:triple_med_gx:lsma65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.89 | -0.18 | - |
| 2025 | 30.14 | -0.70 | -0.02 | - |
| Metric | 11378198:btcusd:triple_med_gx:lsma65_55 | 11378198:BTCUSD |
|---|---|---|
| MTD | -2.79% | 13.36% |
| 3M | -2.77% | 45.08% |
| 6M | -2.97% | 28.47% |
| YTD | -0.7% | 30.14% |
| 1Y | -5.3% | 105.13% |
| 3Y (ann.) | -6.78% | 68.87% |
| 5Y (ann.) | -6.78% | 68.87% |
| Metric | 11378198:btcusd:triple_med_gx:lsma65_55 | 11378198:BTCUSD |
|---|---|---|
| Max Drawdown | -14.58% | -29.51% |
| Longest DD Days | 297.0 | 144.0 |
| Avg. Drawdown | -7.24% | -4.58% |
| Avg. Drawdown Days | 133.0 | 14.0 |
| Recovery Factor | -0.52 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-19 | 2025-07-14 | -14.58 | 297 |
| 2024-06-08 | 2024-09-17 | -5.31 | 100 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11378198:btcusd:triple_med_gx:lsma65_55 | 11378198:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 6.17% | 18.93% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 3.99% | 37.42% |
| Worst Month | -5.01% | -17.69% |
| Best Year | -0.7% | 38.02% |
| Worst Year | -6.89% | 30.14% |
| Avg. Up Day | 0.87% | 0.91% |
| Avg. Down Day | -0.59% | -0.76% |
| Avg. Up Week | 1.97% | 6.23% |
| Avg. Down Week | -1.75% | -4.62% |
| Avg. Up Month | 1.86% | 10.86% |
| Avg. Down Month | -2.65% | -6.43% |
| Win Days % | 32.11% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 34.62% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |