| Metric | 11379696:btcusd:triple_med_gx:lsma255_60 | 11379696:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -6.87% | 79.62% |
| Max Drawdown | -29.72% | -29.51% |
| Sharpe | -0.08 | 0.65 |
| Sortino | -0.1 | 0.96 |
| Payoff Ratio | 0.88 | 0.89 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.43 | 0.51 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 26.34 | 3.36 |
| Outlier Loss Ratio | 3.53 | 3.46 |
| Volatility (ann.) | 11.59% | 24.6% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.21 | 2.33 |
| Skew | -3.02 | 0.2 |
| Kurtosis | 50.24 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.51% | 4.27% |
| Expected Yearly % | -3.49% | 34.02% |
| Kelly Criterion | -5.73% | -2.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.07% |
| Expected Shortfall (cVaR) | -1.0% | -2.07% |
| Year | 11379696:BTCUSD | 11379696:btcusd:triple_med_gx:lsma255_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.96 | -0.26 | - |
| 2025 | 30.14 | 3.43 | 0.11 | - |
| Metric | 11379696:btcusd:triple_med_gx:lsma255_60 | 11379696:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 21.82% | 45.08% |
| 6M | 3.43% | 28.47% |
| YTD | 3.43% | 30.14% |
| 1Y | -7.34% | 105.13% |
| 3Y (ann.) | -6.17% | 68.87% |
| 5Y (ann.) | -6.17% | 68.87% |
| Metric | 11379696:btcusd:triple_med_gx:lsma255_60 | 11379696:BTCUSD |
|---|---|---|
| Max Drawdown | -29.72% | -29.51% |
| Longest DD Days | 396.0 | 144.0 |
| Avg. Drawdown | -6.34% | -4.58% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | -0.23 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-07-14 | -29.72 | 396 |
| 2024-06-03 | 2024-06-12 | -1.16 | 8 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11379696:btcusd:triple_med_gx:lsma255_60 | 11379696:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 15.85% | 37.42% |
| Worst Month | -20.15% | -17.69% |
| Best Year | 3.43% | 38.02% |
| Worst Year | -9.96% | 30.14% |
| Avg. Up Day | 0.79% | 0.79% |
| Avg. Down Day | -0.89% | -0.89% |
| Avg. Up Week | 3.53% | 6.12% |
| Avg. Down Week | -4.84% | -4.61% |
| Avg. Up Month | 7.89% | 19.0% |
| Avg. Down Month | -9.56% | -9.5% |
| Win Days % | 50.5% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 55.17% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |