| Metric | 11380722:btcusd:triple_med_gx:lsma60_65 | 11380722:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -5.08% | 75.42% |
| Max Drawdown | -11.0% | -29.51% |
| Sharpe | -0.22 | 0.63 |
| Sortino | -0.32 | 0.92 |
| Payoff Ratio | 1.6 | 1.42 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.36 | 0.81 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 130.45 | 2.41 |
| Outlier Loss Ratio | 3.54 | 2.34 |
| Volatility (ann.) | 4.68% | 24.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.41 | 2.19 |
| Skew | 0.44 | 0.2 |
| Kurtosis | 120.38 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.37% | 4.1% |
| Expected Yearly % | -2.57% | 32.45% |
| Kelly Criterion | -18.55% | 17.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.07% |
| Expected Shortfall (cVaR) | -0.41% | -2.07% |
| Year | 11380722:BTCUSD | 11380722:btcusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.82 | 0.05 | - |
| 2025 | 27.10 | -6.78 | -0.25 | - |
| Metric | 11380722:btcusd:triple_med_gx:lsma60_65 | 11380722:BTCUSD |
|---|---|---|
| MTD | 1.43% | 10.71% |
| 3M | 0.86% | 41.88% |
| 6M | -6.78% | 22.91% |
| YTD | -6.78% | 27.1% |
| 1Y | -8.34% | 82.29% |
| 3Y (ann.) | -4.52% | 64.73% |
| 5Y (ann.) | -4.52% | 64.73% |
| Metric | 11380722:btcusd:triple_med_gx:lsma60_65 | 11380722:BTCUSD |
|---|---|---|
| Max Drawdown | -11.0% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -3.04% | -4.71% |
| Avg. Drawdown Days | 96.0 | 14.0 |
| Recovery Factor | -0.46 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-07-17 | -11.00 | 370 |
| 2024-06-04 | 2024-06-20 | -0.77 | 15 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| Metric | 11380722:btcusd:triple_med_gx:lsma60_65 | 11380722:BTCUSD |
|---|---|---|
| Best Day | 3.67% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.17% | 18.93% |
| Worst Week | -4.82% | -12.33% |
| Best Month | 5.17% | 37.42% |
| Worst Month | -4.45% | -17.69% |
| Best Year | 1.82% | 38.02% |
| Worst Year | -6.78% | 27.1% |
| Avg. Up Day | 1.26% | 1.32% |
| Avg. Down Day | -0.79% | -0.93% |
| Avg. Up Week | 1.64% | 4.89% |
| Avg. Down Week | -1.95% | -2.35% |
| Avg. Up Month | 0.78% | 10.91% |
| Avg. Down Month | -3.07% | -2.09% |
| Win Days % | 27.03% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |