| Metric | 11379428:btcusd:triple_med_gx:lsma45_60 | 11379428:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -19.74% | 79.62% |
| Max Drawdown | -24.24% | -29.51% |
| Sharpe | -0.71 | 0.65 |
| Sortino | -0.93 | 0.96 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 0.71 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.28 | 0.63 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 69.15 | 2.73 |
| Outlier Loss Ratio | 3.82 | 2.82 |
| Volatility (ann.) | 6.64% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.74 | 2.33 |
| Skew | -0.98 | 0.2 |
| Kurtosis | 50.98 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.56% | 4.27% |
| Expected Yearly % | -10.41% | 34.02% |
| Kelly Criterion | -22.36% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.07% |
| Expected Shortfall (cVaR) | -0.58% | -2.07% |
| Year | 11379428:BTCUSD | 11379428:btcusd:triple_med_gx:lsma45_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.53 | -0.33 | - |
| 2025 | 30.14 | -8.25 | -0.27 | - |
| Metric | 11379428:btcusd:triple_med_gx:lsma45_60 | 11379428:BTCUSD |
|---|---|---|
| MTD | 0.18% | 13.36% |
| 3M | 3.95% | 45.08% |
| 6M | -8.25% | 28.47% |
| YTD | -8.25% | 30.14% |
| 1Y | -16.66% | 105.13% |
| 3Y (ann.) | -17.86% | 68.87% |
| 5Y (ann.) | -17.86% | 68.87% |
| Metric | 11379428:btcusd:triple_med_gx:lsma45_60 | 11379428:BTCUSD |
|---|---|---|
| Max Drawdown | -24.24% | -29.51% |
| Longest DD Days | 408.0 | 144.0 |
| Avg. Drawdown | -24.24% | -4.58% |
| Avg. Drawdown Days | 408.0 | 14.0 |
| Recovery Factor | -0.81 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-07-14 | -24.24 | 408 |
| Metric | 11379428:btcusd:triple_med_gx:lsma45_60 | 11379428:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -3.51% | -9.32% |
| Best Week | 5.37% | 18.93% |
| Worst Week | -4.83% | -12.33% |
| Best Month | 5.9% | 37.42% |
| Worst Month | -10.09% | -17.69% |
| Best Year | -8.25% | 38.02% |
| Worst Year | -12.53% | 30.14% |
| Avg. Up Day | 0.77% | 0.82% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 2.16% | 5.92% |
| Avg. Down Week | -2.36% | -4.92% |
| Avg. Up Month | 2.38% | 17.38% |
| Avg. Down Month | -5.54% | -7.59% |
| Win Days % | 36.41% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 31.58% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |