| Metric | 11370424:btcusd:triple_med_gx:lsma25_10 | 11370424:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -3.63% | 79.62% |
| Max Drawdown | -16.63% | -29.51% |
| Sharpe | -0.09 | 0.65 |
| Sortino | -0.12 | 0.96 |
| Payoff Ratio | 0.99 | 0.93 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.42 | 0.53 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 71.6 | 2.93 |
| Outlier Loss Ratio | 3.2 | 2.63 |
| Volatility (ann.) | 6.49% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.2 | 2.33 |
| Skew | -3.83 | 0.2 |
| Kurtosis | 71.47 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.26% | 4.27% |
| Expected Yearly % | -1.83% | 34.02% |
| Kelly Criterion | -10.74% | 0.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.07% |
| Expected Shortfall (cVaR) | -0.56% | -2.07% |
| Year | 11370424:BTCUSD | 11370424:btcusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.22 | -0.03 | - |
| 2025 | 30.14 | -2.44 | -0.08 | - |
| Metric | 11370424:btcusd:triple_med_gx:lsma25_10 | 11370424:BTCUSD |
|---|---|---|
| MTD | 1.79% | 13.36% |
| 3M | 5.68% | 45.08% |
| 6M | -2.05% | 28.47% |
| YTD | -2.44% | 30.14% |
| 1Y | -0.28% | 105.13% |
| 3Y (ann.) | -3.26% | 68.87% |
| 5Y (ann.) | -3.26% | 68.87% |
| Metric | 11370424:btcusd:triple_med_gx:lsma25_10 | 11370424:BTCUSD |
|---|---|---|
| Max Drawdown | -16.63% | -29.51% |
| Longest DD Days | 249.0 | 144.0 |
| Avg. Drawdown | -7.2% | -4.58% |
| Avg. Drawdown Days | 134.0 | 14.0 |
| Recovery Factor | -0.22 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-14 | -16.63 | 249 |
| 2024-06-05 | 2024-11-06 | -4.80 | 154 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370424:btcusd:triple_med_gx:lsma25_10 | 11370424:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.01% | 18.93% |
| Worst Week | -4.62% | -12.33% |
| Best Month | 2.13% | 37.42% |
| Worst Month | -4.9% | -17.69% |
| Best Year | -1.22% | 38.02% |
| Worst Year | -2.44% | 30.14% |
| Avg. Up Day | 0.8% | 0.85% |
| Avg. Down Day | -0.82% | -0.92% |
| Avg. Up Week | 1.04% | 5.75% |
| Avg. Down Week | -1.11% | -2.51% |
| Avg. Up Month | 1.56% | 13.81% |
| Avg. Down Month | -1.97% | -7.59% |
| Win Days % | 45.03% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 56.25% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |