| Metric | 11392875:btcusd:triple_med_gx:lsma75_105 | 11392875:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -0.13% | 61.16% |
| Max Drawdown | -18.6% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.06 | 0.85 |
| Payoff Ratio | 1.05 | 0.98 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 64.64 | 2.66 |
| Outlier Loss Ratio | 2.14 | 2.57 |
| Volatility (ann.) | 9.24% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.01 | 2.0 |
| Skew | -0.64 | 0.21 |
| Kurtosis | 179.95 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.01% | 3.74% |
| Expected Yearly % | -0.07% | 26.95% |
| Kelly Criterion | -1.94% | 2.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11392875:BTCUSD | 11392875:btcusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.93 | -0.31 | - |
| 2025 | 16.76 | 13.40 | 0.80 | - |
| Metric | 11392875:btcusd:triple_med_gx:lsma75_105 | 11392875:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.65% | 31.46% |
| 6M | 13.4% | 12.77% |
| YTD | 13.4% | 16.76% |
| 1Y | 3.3% | 56.84% |
| 3Y (ann.) | -0.13% | 59.12% |
| 5Y (ann.) | -0.13% | 59.12% |
| Metric | 11392875:btcusd:triple_med_gx:lsma75_105 | 11392875:BTCUSD |
|---|---|---|
| Max Drawdown | -18.6% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -18.6% | -4.82% |
| Avg. Drawdown Days | 369.0 | 14.0 |
| Recovery Factor | -0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -18.60 | 369 |
| Metric | 11392875:btcusd:triple_med_gx:lsma75_105 | 11392875:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.65% | 18.93% |
| Worst Week | -7.49% | -12.33% |
| Best Month | 9.65% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 13.4% | 38.02% |
| Worst Year | -11.93% | 16.76% |
| Avg. Up Day | 1.17% | 1.2% |
| Avg. Down Day | -1.12% | -1.22% |
| Avg. Up Week | 5.66% | 12.22% |
| Avg. Down Week | -7.49% | -0.91% |
| Avg. Up Month | 7.65% | 10.73% |
| Avg. Down Month | -3.87% | -6.43% |
| Win Days % | 47.87% | 51.86% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |