| Metric | 11370331:btcusd:triple_med_gx:lsma30_10 | 11370331:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -11.73% | 79.62% |
| Max Drawdown | -23.67% | -29.51% |
| Sharpe | -0.34 | 0.65 |
| Sortino | -0.44 | 0.96 |
| Payoff Ratio | 0.97 | 1.0 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.33 | 0.57 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 65.13 | 2.97 |
| Outlier Loss Ratio | 3.32 | 2.85 |
| Volatility (ann.) | 7.33% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.45 | 2.33 |
| Skew | -3.16 | 0.2 |
| Kurtosis | 59.24 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.89% | 4.27% |
| Expected Yearly % | -6.05% | 34.02% |
| Kelly Criterion | -19.85% | 3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11370331:BTCUSD | 11370331:btcusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.68 | -0.31 | - |
| 2025 | 30.14 | -0.06 | -0.00 | - |
| Metric | 11370331:btcusd:triple_med_gx:lsma30_10 | 11370331:BTCUSD |
|---|---|---|
| MTD | 5.7% | 13.36% |
| 3M | 7.17% | 45.08% |
| 6M | -0.97% | 28.47% |
| YTD | -0.06% | 30.14% |
| 1Y | -8.87% | 105.13% |
| 3Y (ann.) | -10.56% | 68.87% |
| 5Y (ann.) | -10.56% | 68.87% |
| Metric | 11370331:btcusd:triple_med_gx:lsma30_10 | 11370331:BTCUSD |
|---|---|---|
| Max Drawdown | -23.67% | -29.51% |
| Longest DD Days | 381.0 | 144.0 |
| Avg. Drawdown | -6.05% | -4.58% |
| Avg. Drawdown Days | 95.0 | 14.0 |
| Recovery Factor | -0.5 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-27 | 2025-07-14 | -23.67 | 381 |
| 2024-06-26 | 2024-06-27 | -0.29 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370331:btcusd:triple_med_gx:lsma30_10 | 11370331:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.7% | 18.93% |
| Worst Week | -8.79% | -12.33% |
| Best Month | 5.7% | 37.42% |
| Worst Month | -7.87% | -17.69% |
| Best Year | -0.06% | 38.02% |
| Worst Year | -11.68% | 30.14% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.9% | -0.9% |
| Avg. Up Week | 2.12% | 6.09% |
| Avg. Down Week | -1.83% | -2.81% |
| Avg. Up Month | 3.7% | 10.38% |
| Avg. Down Month | -5.34% | -4.68% |
| Win Days % | 41.07% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 47.06% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |