| Metric | 11370426:btcusd:triple_med_gx:lsma35_10 | 11370426:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -0.67% | 79.62% |
| Max Drawdown | -19.25% | -29.51% |
| Sharpe | 0.02 | 0.65 |
| Sortino | 0.03 | 0.96 |
| Payoff Ratio | 1.02 | 0.97 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 0.95 | 1.08 |
| CPC Index | 0.48 | 0.56 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 50.12 | 3.06 |
| Outlier Loss Ratio | 3.2 | 2.78 |
| Volatility (ann.) | 7.89% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.03 | 2.33 |
| Skew | -2.8 | 0.2 |
| Kurtosis | 49.4 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.05% | 4.27% |
| Expected Yearly % | -0.34% | 34.02% |
| Kelly Criterion | -6.28% | 2.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11370426:BTCUSD | 11370426:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.78 | 0.10 | - |
| 2025 | 30.14 | -4.29 | -0.14 | - |
| Metric | 11370426:btcusd:triple_med_gx:lsma35_10 | 11370426:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.29% | 45.08% |
| 6M | -5.26% | 28.47% |
| YTD | -4.29% | 30.14% |
| 1Y | -1.55% | 105.13% |
| 3Y (ann.) | -0.6% | 68.87% |
| 5Y (ann.) | -0.6% | 68.87% |
| Metric | 11370426:btcusd:triple_med_gx:lsma35_10 | 11370426:BTCUSD |
|---|---|---|
| Max Drawdown | -19.25% | -29.51% |
| Longest DD Days | 234.0 | 144.0 |
| Avg. Drawdown | -7.34% | -4.58% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | -0.03 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-14 | -19.25 | 234 |
| 2024-07-07 | 2024-11-21 | -8.72 | 136 |
| 2024-06-05 | 2024-06-30 | -1.21 | 24 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370426:btcusd:triple_med_gx:lsma35_10 | 11370426:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.01% | 18.93% |
| Worst Week | -11.33% | -12.33% |
| Best Month | 6.73% | 37.42% |
| Worst Month | -9.17% | -17.69% |
| Best Year | 3.78% | 38.02% |
| Worst Year | -4.29% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.84% | -0.9% |
| Avg. Up Week | 1.41% | 4.91% |
| Avg. Down Week | -2.22% | -3.7% |
| Avg. Up Month | 3.41% | 13.88% |
| Avg. Down Month | -3.7% | -7.93% |
| Win Days % | 46.31% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 65.62% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |