| Metric | 11378728:btcusd:triple_med_gx:lsma60_55 | 11378728:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -7.84% | 79.62% |
| Max Drawdown | -9.11% | -29.51% |
| Sharpe | -0.54 | 0.65 |
| Sortino | -0.82 | 0.96 |
| Payoff Ratio | 1.26 | 1.09 |
| Profit Factor | 0.65 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.26 | 0.63 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 208.87 | 2.24 |
| Outlier Loss Ratio | 3.87 | 2.42 |
| Volatility (ann.) | 3.28% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.77 | 2.33 |
| Skew | 6.61 | 0.2 |
| Kurtosis | 218.12 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.58% | 4.27% |
| Expected Yearly % | -4.0% | 34.02% |
| Kelly Criterion | -22.35% | 7.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.07% |
| Expected Shortfall (cVaR) | -0.29% | -2.07% |
| Year | 11378728:BTCUSD | 11378728:btcusd:triple_med_gx:lsma60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.15 | -0.14 | - |
| 2025 | 30.14 | -2.83 | -0.09 | - |
| Metric | 11378728:btcusd:triple_med_gx:lsma60_55 | 11378728:BTCUSD |
|---|---|---|
| MTD | -0.49% | 13.36% |
| 3M | -2.01% | 45.08% |
| 6M | -2.71% | 28.47% |
| YTD | -2.83% | 30.14% |
| 1Y | -4.89% | 105.13% |
| 3Y (ann.) | -7.04% | 68.87% |
| 5Y (ann.) | -7.04% | 68.87% |
| Metric | 11378728:btcusd:triple_med_gx:lsma60_55 | 11378728:BTCUSD |
|---|---|---|
| Max Drawdown | -9.11% | -29.51% |
| Longest DD Days | 217.0 | 144.0 |
| Avg. Drawdown | -4.44% | -4.58% |
| Avg. Drawdown Days | 115.0 | 14.0 |
| Recovery Factor | -0.86 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-07-14 | -9.11 | 217 |
| 2024-06-08 | 2024-10-14 | -4.01 | 127 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| Metric | 11378728:btcusd:triple_med_gx:lsma60_55 | 11378728:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -1.67% | -9.32% |
| Best Week | 3.36% | 18.93% |
| Worst Week | -4.15% | -12.33% |
| Best Month | 3.36% | 37.42% |
| Worst Month | -6.46% | -17.69% |
| Best Year | -2.83% | 38.02% |
| Worst Year | -5.15% | 30.14% |
| Avg. Up Day | 0.73% | 0.78% |
| Avg. Down Day | -0.58% | -0.72% |
| Avg. Up Week | 1.64% | 3.21% |
| Avg. Down Week | -1.22% | -4.69% |
| Avg. Up Month | 2.22% | 10.3% |
| Avg. Down Month | -3.42% | -4.22% |
| Win Days % | 31.75% | 51.93% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 27.78% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |