| Metric | 11379872:btcusd:triple_med_gx:lsma70_60 | 11379872:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -14.26% | 79.62% |
| Max Drawdown | -15.37% | -29.51% |
| Sharpe | -0.48 | 0.65 |
| Sortino | -0.63 | 0.96 |
| Payoff Ratio | 0.91 | 0.92 |
| Profit Factor | 0.75 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.26 | 0.53 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 85.35 | 2.76 |
| Outlier Loss Ratio | 3.3 | 2.79 |
| Volatility (ann.) | 6.71% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.84 | 2.33 |
| Skew | -1.21 | 0.2 |
| Kurtosis | 106.16 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.09% | 4.27% |
| Expected Yearly % | -7.4% | 34.02% |
| Kelly Criterion | -28.86% | -0.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.07% |
| Expected Shortfall (cVaR) | -0.59% | -2.07% |
| Year | 11379872:BTCUSD | 11379872:btcusd:triple_med_gx:lsma70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.99 | -0.21 | - |
| 2025 | 30.14 | -6.82 | -0.23 | - |
| Metric | 11379872:btcusd:triple_med_gx:lsma70_60 | 11379872:BTCUSD |
|---|---|---|
| MTD | 0.42% | 13.36% |
| 3M | -4.75% | 45.08% |
| 6M | -8.92% | 28.47% |
| YTD | -6.82% | 30.14% |
| 1Y | -13.46% | 105.13% |
| 3Y (ann.) | -12.86% | 68.87% |
| 5Y (ann.) | -12.86% | 68.87% |
| Metric | 11379872:btcusd:triple_med_gx:lsma70_60 | 11379872:BTCUSD |
|---|---|---|
| Max Drawdown | -15.37% | -29.51% |
| Longest DD Days | 401.0 | 144.0 |
| Avg. Drawdown | -7.78% | -4.58% |
| Avg. Drawdown Days | 200.0 | 14.0 |
| Recovery Factor | -0.93 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-14 | -15.37 | 401 |
| 2024-06-07 | 2024-06-07 | -0.18 | 0 |
| Metric | 11379872:btcusd:triple_med_gx:lsma70_60 | 11379872:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 3.59% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 3.59% | 37.42% |
| Worst Month | -10.74% | -17.69% |
| Best Year | -6.82% | 38.02% |
| Worst Year | -7.99% | 30.14% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.93% | -0.95% |
| Avg. Up Week | 1.31% | 5.3% |
| Avg. Down Week | -2.98% | -3.93% |
| Avg. Up Month | 2.08% | 9.76% |
| Avg. Down Month | -3.73% | -7.82% |
| Win Days % | 38.64% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 48.15% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |