| Metric | 11385649:btcusd:triple_med_gx:lsma105_85 | 11385649:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -18.1% | 75.42% |
| Max Drawdown | -19.93% | -29.51% |
| Sharpe | -0.97 | 0.63 |
| Sortino | -1.19 | 0.92 |
| Payoff Ratio | 0.81 | 0.81 |
| Profit Factor | 0.57 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.17 | 0.47 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 133.57 | 2.51 |
| Outlier Loss Ratio | 3.65 | 2.71 |
| Volatility (ann.) | 4.48% | 24.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.82 | 2.19 |
| Skew | -2.75 | 0.2 |
| Kurtosis | 70.04 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.42% | 4.1% |
| Expected Yearly % | -9.5% | 32.45% |
| Kelly Criterion | -42.16% | -7.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.07% |
| Expected Shortfall (cVaR) | -0.4% | -2.07% |
| Year | 11385649:BTCUSD | 11385649:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.53 | -0.22 | - |
| 2025 | 27.10 | -10.47 | -0.39 | - |
| Metric | 11385649:btcusd:triple_med_gx:lsma105_85 | 11385649:BTCUSD |
|---|---|---|
| MTD | 0.67% | 10.71% |
| 3M | 1.28% | 41.88% |
| 6M | -8.32% | 22.91% |
| YTD | -10.47% | 27.1% |
| 1Y | -16.13% | 82.29% |
| 3Y (ann.) | -16.25% | 64.73% |
| 5Y (ann.) | -16.25% | 64.73% |
| Metric | 11385649:btcusd:triple_med_gx:lsma105_85 | 11385649:BTCUSD |
|---|---|---|
| Max Drawdown | -19.93% | -29.51% |
| Longest DD Days | 377.0 | 144.0 |
| Avg. Drawdown | -19.93% | -4.71% |
| Avg. Drawdown Days | 377.0 | 14.0 |
| Recovery Factor | -0.91 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-07-17 | -19.93 | 377 |
| Metric | 11385649:btcusd:triple_med_gx:lsma105_85 | 11385649:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 3.45% | 18.93% |
| Worst Week | -4.27% | -12.33% |
| Best Month | 1.31% | 37.42% |
| Worst Month | -5.26% | -17.69% |
| Best Year | -8.53% | 38.02% |
| Worst Year | -10.47% | 27.1% |
| Avg. Up Day | 0.62% | 0.66% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 1.93% | 5.54% |
| Avg. Down Week | -2.39% | -4.01% |
| Avg. Up Month | 0.9% | 10.82% |
| Avg. Down Month | -2.91% | -7.67% |
| Win Days % | 36.28% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 30.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |