| Metric | 11370354:btcusd:triple_med_gx:lsma75_10 | 11370354:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -17.23% | 79.62% |
| Max Drawdown | -31.27% | -29.51% |
| Sharpe | -0.36 | 0.65 |
| Sortino | -0.48 | 0.96 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.39 | 0.57 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 33.39 | 3.21 |
| Outlier Loss Ratio | 3.75 | 3.3 |
| Volatility (ann.) | 10.29% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.5 | 2.33 |
| Skew | -0.7 | 0.2 |
| Kurtosis | 33.44 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.34% | 4.27% |
| Expected Yearly % | -9.02% | 34.02% |
| Kelly Criterion | -11.87% | 3.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11370354:BTCUSD | 11370354:btcusd:triple_med_gx:lsma75_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.92 | -0.31 | - |
| 2025 | 30.14 | -6.03 | -0.20 | - |
| Metric | 11370354:btcusd:triple_med_gx:lsma75_10 | 11370354:BTCUSD |
|---|---|---|
| MTD | 3.54% | 13.36% |
| 3M | 11.61% | 45.08% |
| 6M | -10.03% | 28.47% |
| YTD | -6.03% | 30.14% |
| 1Y | -11.3% | 105.13% |
| 3Y (ann.) | -15.56% | 68.87% |
| 5Y (ann.) | -15.56% | 68.87% |
| Metric | 11370354:btcusd:triple_med_gx:lsma75_10 | 11370354:BTCUSD |
|---|---|---|
| Max Drawdown | -31.27% | -29.51% |
| Longest DD Days | 401.0 | 144.0 |
| Avg. Drawdown | -8.2% | -4.58% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | -0.55 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-14 | -31.27 | 401 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370354:btcusd:triple_med_gx:lsma75_10 | 11370354:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.3% | 18.93% |
| Worst Week | -12.68% | -12.33% |
| Best Month | 7.3% | 37.42% |
| Worst Month | -15.87% | -17.69% |
| Best Year | -6.03% | 38.02% |
| Worst Year | -11.92% | 30.14% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 2.57% | 4.35% |
| Avg. Down Week | -2.82% | -3.7% |
| Avg. Up Month | 4.34% | 8.27% |
| Avg. Down Month | -8.71% | -7.82% |
| Win Days % | 43.94% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 45.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |