| Metric | 11371796:btcusd:triple_med_gx:lsma55_20 | 11371796:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -26.77% | 75.42% |
| Max Drawdown | -34.79% | -29.51% |
| Sharpe | -0.7 | 0.63 |
| Sortino | -0.9 | 0.92 |
| Payoff Ratio | 0.97 | 0.96 |
| Profit Factor | 0.8 | 1.11 |
| Common Sense Ratio | 0.74 | 1.06 |
| CPC Index | 0.32 | 0.55 |
| Tail Ratio | 0.93 | 0.96 |
| Outlier Win Ratio | 34.29 | 3.16 |
| Outlier Loss Ratio | 3.94 | 3.24 |
| Volatility (ann.) | 9.29% | 24.55% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.69 | 2.19 |
| Skew | -1.6 | 0.2 |
| Kurtosis | 23.78 | 7.24 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.2% | 4.1% |
| Expected Yearly % | -14.42% | 32.45% |
| Kelly Criterion | -18.39% | 1.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11371796:BTCUSD | 11371796:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -19.70 | -0.52 | - |
| 2025 | 27.10 | -8.80 | -0.32 | - |
| Metric | 11371796:btcusd:triple_med_gx:lsma55_20 | 11371796:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.46% | 41.88% |
| 6M | -8.16% | 22.91% |
| YTD | -8.8% | 27.1% |
| 1Y | -29.89% | 82.29% |
| 3Y (ann.) | -24.17% | 64.73% |
| 5Y (ann.) | -24.17% | 64.73% |
| Metric | 11371796:btcusd:triple_med_gx:lsma55_20 | 11371796:BTCUSD |
|---|---|---|
| Max Drawdown | -34.79% | -29.51% |
| Longest DD Days | 367.0 | 144.0 |
| Avg. Drawdown | -8.41% | -4.71% |
| Avg. Drawdown Days | 79.0 | 14.0 |
| Recovery Factor | -0.77 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-07-17 | -34.79 | 367 |
| 2024-06-03 | 2024-06-30 | -3.58 | 27 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11371796:btcusd:triple_med_gx:lsma55_20 | 11371796:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.01% | 18.93% |
| Worst Week | -6.85% | -12.33% |
| Best Month | 5.2% | 37.42% |
| Worst Month | -14.0% | -17.69% |
| Best Year | -8.8% | 38.02% |
| Worst Year | -19.7% | 27.1% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 2.39% | 7.94% |
| Avg. Down Week | -2.86% | -4.12% |
| Avg. Up Month | 4.15% | 19.41% |
| Avg. Down Month | -7.59% | -7.93% |
| Win Days % | 41.69% | 51.89% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 34.88% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |