| Metric | 11379856:btcusd:triple_med_gx:lsma55_60 | 11379856:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 1.2% | 79.62% |
| Max Drawdown | -5.24% | -29.51% |
| Sharpe | 0.11 | 0.65 |
| Sortino | 0.19 | 0.96 |
| Payoff Ratio | 1.49 | 1.01 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 185.58 | 2.29 |
| Outlier Loss Ratio | 4.74 | 2.32 |
| Volatility (ann.) | 2.85% | 24.6% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.21 | 2.33 |
| Skew | 6.44 | 0.2 |
| Kurtosis | 158.86 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.09% | 4.27% |
| Expected Yearly % | 0.6% | 34.02% |
| Kelly Criterion | -2.44% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.07% |
| Expected Shortfall (cVaR) | -0.24% | -2.07% |
| Year | 11379856:BTCUSD | 11379856:btcusd:triple_med_gx:lsma55_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.26 | -0.06 | - |
| 2025 | 30.14 | 3.54 | 0.12 | - |
| Metric | 11379856:btcusd:triple_med_gx:lsma55_60 | 11379856:BTCUSD |
|---|---|---|
| MTD | -1.1% | 13.36% |
| 3M | -0.32% | 45.08% |
| 6M | 3.54% | 28.47% |
| YTD | 3.54% | 30.14% |
| 1Y | 0.39% | 105.13% |
| 3Y (ann.) | 1.07% | 68.87% |
| 5Y (ann.) | 1.07% | 68.87% |
| Metric | 11379856:btcusd:triple_med_gx:lsma55_60 | 11379856:BTCUSD |
|---|---|---|
| Max Drawdown | -5.24% | -29.51% |
| Longest DD Days | 297.0 | 144.0 |
| Avg. Drawdown | -2.4% | -4.58% |
| Avg. Drawdown Days | 76.0 | 14.0 |
| Recovery Factor | 0.23 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-26 | 2025-05-19 | -5.24 | 297 |
| 2024-06-13 | 2024-07-10 | -3.71 | 26 |
| 2025-05-20 | 2025-07-14 | -2.72 | 55 |
| 2024-06-13 | 2024-06-13 | -0.18 | 0 |
| 2024-07-25 | 2024-07-26 | -0.18 | 0 |
| Metric | 11379856:btcusd:triple_med_gx:lsma55_60 | 11379856:BTCUSD |
|---|---|---|
| Best Day | 2.79% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 4.45% | 18.93% |
| Worst Week | -2.03% | -12.33% |
| Best Month | 6.57% | 37.42% |
| Worst Month | -3.49% | -17.69% |
| Best Year | 3.54% | 38.02% |
| Worst Year | -2.26% | 30.14% |
| Avg. Up Day | 0.71% | 0.77% |
| Avg. Down Day | -0.48% | -0.76% |
| Avg. Up Week | 2.57% | 3.56% |
| Avg. Down Week | -1.1% | -5.24% |
| Avg. Up Month | 3.85% | 7.97% |
| Avg. Down Month | -1.4% | -6.06% |
| Win Days % | 38.71% | 51.93% |
| Win Month % | 30.0% | 64.29% |
| Win Week % | 31.58% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |