| Metric | 11378309:btcusd:triple_med_gx:lsma65_55 | 11378309:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -5.15% | 79.62% |
| Max Drawdown | -11.37% | -29.51% |
| Sharpe | -0.24 | 0.65 |
| Sortino | -0.33 | 0.96 |
| Payoff Ratio | 1.31 | 1.04 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.42 | 0.6 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 107.0 | 2.63 |
| Outlier Loss Ratio | 3.99 | 2.54 |
| Volatility (ann.) | 4.47% | 24.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.41 | 2.33 |
| Skew | -0.92 | 0.2 |
| Kurtosis | 77.87 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.38% | 4.27% |
| Expected Yearly % | -2.61% | 34.02% |
| Kelly Criterion | -10.9% | 5.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.07% |
| Expected Shortfall (cVaR) | -0.39% | -2.07% |
| Year | 11378309:BTCUSD | 11378309:btcusd:triple_med_gx:lsma65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.53 | -0.12 | - |
| 2025 | 30.14 | -0.65 | -0.02 | - |
| Metric | 11378309:btcusd:triple_med_gx:lsma65_55 | 11378309:BTCUSD |
|---|---|---|
| MTD | 0.47% | 13.36% |
| 3M | -2.07% | 45.08% |
| 6M | -1.96% | 28.47% |
| YTD | -0.65% | 30.14% |
| 1Y | -1.79% | 105.13% |
| 3Y (ann.) | -4.62% | 68.87% |
| 5Y (ann.) | -4.62% | 68.87% |
| Metric | 11378309:btcusd:triple_med_gx:lsma65_55 | 11378309:BTCUSD |
|---|---|---|
| Max Drawdown | -11.37% | -29.51% |
| Longest DD Days | 297.0 | 144.0 |
| Avg. Drawdown | -5.06% | -4.58% |
| Avg. Drawdown Days | 99.0 | 14.0 |
| Recovery Factor | -0.45 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-07-14 | -11.37 | 297 |
| 2024-06-09 | 2024-08-16 | -4.44 | 67 |
| 2024-08-16 | 2024-09-19 | -3.19 | 33 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11378309:btcusd:triple_med_gx:lsma65_55 | 11378309:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -3.51% | -9.32% |
| Best Week | 5.12% | 18.93% |
| Worst Week | -3.68% | -12.33% |
| Best Month | 4.91% | 37.42% |
| Worst Month | -4.27% | -17.69% |
| Best Year | -0.65% | 38.02% |
| Worst Year | -4.53% | 30.14% |
| Avg. Up Day | 0.79% | 0.83% |
| Avg. Down Day | -0.6% | -0.8% |
| Avg. Up Week | 2.23% | 4.79% |
| Avg. Down Week | -1.31% | -3.32% |
| Avg. Up Month | 2.37% | 7.94% |
| Avg. Down Month | -2.36% | -9.25% |
| Win Days % | 37.17% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 35.48% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |