| Metric | 11378308:btcusd:triple_med_gx:lsma60_55 | 11378308:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -7.98% | 79.62% |
| Max Drawdown | -9.28% | -29.51% |
| Sharpe | -0.47 | 0.65 |
| Sortino | -0.66 | 0.96 |
| Payoff Ratio | 1.39 | 1.11 |
| Profit Factor | 0.73 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.33 | 0.64 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 152.22 | 2.45 |
| Outlier Loss Ratio | 3.92 | 2.49 |
| Volatility (ann.) | 3.78% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.77 | 2.33 |
| Skew | 0.95 | 0.2 |
| Kurtosis | 89.08 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.59% | 4.27% |
| Expected Yearly % | -4.07% | 34.02% |
| Kelly Criterion | -16.08% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.07% |
| Expected Shortfall (cVaR) | -0.33% | -2.07% |
| Year | 11378308:BTCUSD | 11378308:btcusd:triple_med_gx:lsma60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.46 | -0.12 | - |
| 2025 | 30.14 | -3.68 | -0.12 | - |
| Metric | 11378308:btcusd:triple_med_gx:lsma60_55 | 11378308:BTCUSD |
|---|---|---|
| MTD | -1.21% | 13.36% |
| 3M | -5.12% | 45.08% |
| 6M | -3.1% | 28.47% |
| YTD | -3.68% | 30.14% |
| 1Y | -4.03% | 105.13% |
| 3Y (ann.) | -7.17% | 68.87% |
| 5Y (ann.) | -7.17% | 68.87% |
| Metric | 11378308:btcusd:triple_med_gx:lsma60_55 | 11378308:BTCUSD |
|---|---|---|
| Max Drawdown | -9.28% | -29.51% |
| Longest DD Days | 297.0 | 144.0 |
| Avg. Drawdown | -5.05% | -4.58% |
| Avg. Drawdown Days | 133.0 | 14.0 |
| Recovery Factor | -0.86 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-07-14 | -9.28 | 297 |
| 2024-06-09 | 2024-09-19 | -4.63 | 101 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11378308:btcusd:triple_med_gx:lsma60_55 | 11378308:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -2.32% | -9.32% |
| Best Week | 4.67% | 18.93% |
| Worst Week | -3.64% | -12.33% |
| Best Month | 4.08% | 37.42% |
| Worst Month | -4.12% | -17.69% |
| Best Year | -3.68% | 38.02% |
| Worst Year | -4.46% | 30.14% |
| Avg. Up Day | 0.81% | 0.86% |
| Avg. Down Day | -0.58% | -0.78% |
| Avg. Up Week | 1.85% | 4.6% |
| Avg. Down Week | -1.51% | -3.82% |
| Avg. Up Month | 2.58% | 5.22% |
| Avg. Down Month | -2.47% | -6.43% |
| Win Days % | 32.53% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 32.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |