| Metric | 11372423:btcusd:triple_med_gx:lsma55_25 | 11372423:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -22.16% | 79.62% |
| Max Drawdown | -25.05% | -29.51% |
| Sharpe | -0.49 | 0.65 |
| Sortino | -0.68 | 0.96 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.72 | 1.08 |
| CPC Index | 0.38 | 0.61 |
| Tail Ratio | 0.85 | 0.98 |
| Outlier Win Ratio | 34.14 | 3.37 |
| Outlier Loss Ratio | 3.89 | 3.22 |
| Volatility (ann.) | 10.4% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.8 | 2.33 |
| Skew | 0.15 | 0.2 |
| Kurtosis | 30.43 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -1.77% | 4.27% |
| Expected Yearly % | -11.77% | 34.02% |
| Kelly Criterion | -13.01% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.07% |
| Expected Shortfall (cVaR) | -0.91% | -2.07% |
| Year | 11372423:BTCUSD | 11372423:btcusd:triple_med_gx:lsma55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.49 | -0.20 | - |
| 2025 | 30.14 | -15.86 | -0.53 | - |
| Metric | 11372423:btcusd:triple_med_gx:lsma55_25 | 11372423:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -5.22% | 45.08% |
| 6M | -12.31% | 28.47% |
| YTD | -15.86% | 30.14% |
| 1Y | -16.94% | 105.13% |
| 3Y (ann.) | -20.08% | 68.87% |
| 5Y (ann.) | -20.08% | 68.87% |
| Metric | 11372423:btcusd:triple_med_gx:lsma55_25 | 11372423:BTCUSD |
|---|---|---|
| Max Drawdown | -25.05% | -29.51% |
| Longest DD Days | 401.0 | 144.0 |
| Avg. Drawdown | -8.47% | -4.58% |
| Avg. Drawdown Days | 134.0 | 14.0 |
| Recovery Factor | -0.88 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-14 | -25.05 | 401 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-07 | 2024-06-07 | -0.18 | 0 |
| Metric | 11372423:btcusd:triple_med_gx:lsma55_25 | 11372423:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 10.53% | 18.93% |
| Worst Week | -6.0% | -12.33% |
| Best Month | 8.5% | 37.42% |
| Worst Month | -7.81% | -17.69% |
| Best Year | -7.49% | 38.02% |
| Worst Year | -15.86% | 30.14% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.78% | -0.87% |
| Avg. Up Week | 3.37% | 7.43% |
| Avg. Down Week | -1.88% | -4.53% |
| Avg. Up Month | 5.29% | 25.39% |
| Avg. Down Month | -4.06% | -11.25% |
| Win Days % | 39.65% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 27.08% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |