| Metric | 11372760:btcusd:triple_med_gx:lsma70_25 | 11372760:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -13.82% | 79.62% |
| Max Drawdown | -17.56% | -29.51% |
| Sharpe | -0.41 | 0.65 |
| Sortino | -0.55 | 0.96 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.19 | 1.08 |
| CPC Index | 0.36 | 0.58 |
| Tail Ratio | 0.23 | 0.98 |
| Outlier Win Ratio | 56.83 | 3.03 |
| Outlier Loss Ratio | 3.56 | 2.93 |
| Volatility (ann.) | 7.42% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.71 | 2.33 |
| Skew | -0.98 | 0.2 |
| Kurtosis | 42.36 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.06% | 4.27% |
| Expected Yearly % | -7.17% | 34.02% |
| Kelly Criterion | -13.53% | 4.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11372760:BTCUSD | 11372760:btcusd:triple_med_gx:lsma70_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.22 | -0.08 | - |
| 2025 | 30.14 | -10.95 | -0.36 | - |
| Metric | 11372760:btcusd:triple_med_gx:lsma70_25 | 11372760:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -3.57% | 45.08% |
| 6M | -11.82% | 28.47% |
| YTD | -10.95% | 30.14% |
| 1Y | -14.58% | 105.13% |
| 3Y (ann.) | -12.46% | 68.87% |
| 5Y (ann.) | -12.46% | 68.87% |
| Metric | 11372760:btcusd:triple_med_gx:lsma70_25 | 11372760:BTCUSD |
|---|---|---|
| Max Drawdown | -17.56% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -4.47% | -4.58% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | -0.79 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-29 | 2025-07-14 | -17.56 | 257 |
| 2024-08-14 | 2024-10-14 | -7.10 | 61 |
| 2024-08-11 | 2024-08-13 | -4.16 | 2 |
| 2024-06-07 | 2024-07-01 | -3.75 | 23 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| 2024-08-10 | 2024-08-11 | -0.45 | 0 |
| Metric | 11372760:btcusd:triple_med_gx:lsma70_25 | 11372760:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.73% | 18.93% |
| Worst Week | -5.91% | -12.33% |
| Best Month | 3.52% | 37.42% |
| Worst Month | -7.72% | -17.69% |
| Best Year | -3.22% | 38.02% |
| Worst Year | -10.95% | 30.14% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 2.17% | 5.67% |
| Avg. Down Week | -1.97% | -3.22% |
| Avg. Up Month | 1.35% | 13.76% |
| Avg. Down Month | -3.51% | -7.82% |
| Win Days % | 42.58% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 34.78% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |