| Metric | 11384399:btcusd:triple_med_gx:lsma70_80 | 11384399:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -13.87% | 75.42% |
| Max Drawdown | -18.51% | -29.51% |
| Sharpe | -0.67 | 0.63 |
| Sortino | -0.79 | 0.92 |
| Payoff Ratio | 0.77 | 0.71 |
| Profit Factor | 0.6 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.18 | 0.41 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 152.88 | 2.45 |
| Outlier Loss Ratio | 3.32 | 2.47 |
| Volatility (ann.) | 4.78% | 24.55% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.67 | 2.19 |
| Skew | -6.94 | 0.2 |
| Kurtosis | 170.56 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.06% | 4.1% |
| Expected Yearly % | -7.19% | 32.45% |
| Kelly Criterion | -40.64% | -16.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.07% |
| Expected Shortfall (cVaR) | -0.42% | -2.07% |
| Year | 11384399:BTCUSD | 11384399:btcusd:triple_med_gx:lsma70_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.49 | -0.14 | - |
| 2025 | 27.10 | -8.87 | -0.33 | - |
| Metric | 11384399:btcusd:triple_med_gx:lsma70_80 | 11384399:BTCUSD |
|---|---|---|
| MTD | 1.24% | 10.71% |
| 3M | 5.16% | 41.88% |
| 6M | -9.7% | 22.91% |
| YTD | -8.87% | 27.1% |
| 1Y | -12.83% | 82.29% |
| 3Y (ann.) | -12.42% | 64.73% |
| 5Y (ann.) | -12.42% | 64.73% |
| Metric | 11384399:btcusd:triple_med_gx:lsma70_80 | 11384399:BTCUSD |
|---|---|---|
| Max Drawdown | -18.51% | -29.51% |
| Longest DD Days | 391.0 | 144.0 |
| Avg. Drawdown | -9.37% | -4.71% |
| Avg. Drawdown Days | 196.0 | 14.0 |
| Recovery Factor | -0.75 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-07-17 | -18.51 | 391 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| Metric | 11384399:btcusd:triple_med_gx:lsma70_80 | 11384399:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 1.28% | 18.93% |
| Worst Week | -9.34% | -12.33% |
| Best Month | 3.06% | 37.42% |
| Worst Month | -9.34% | -17.69% |
| Best Year | -5.49% | 38.02% |
| Worst Year | -8.87% | 27.1% |
| Avg. Up Day | 0.59% | 0.64% |
| Avg. Down Day | -0.77% | -0.9% |
| Avg. Up Week | 0.96% | 3.28% |
| Avg. Down Week | -2.19% | -2.03% |
| Avg. Up Month | 1.32% | 8.97% |
| Avg. Down Month | -2.27% | -7.82% |
| Win Days % | 38.95% | 51.89% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |