| Metric | 11373481:btcusd:triple_med_gx:lsma40_30 | 11373481:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -21.0% | 75.42% |
| Max Drawdown | -27.49% | -29.51% |
| Sharpe | -0.79 | 0.63 |
| Sortino | -0.98 | 0.92 |
| Payoff Ratio | 0.91 | 0.86 |
| Profit Factor | 0.7 | 1.11 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.25 | 0.49 |
| Tail Ratio | 0.0 | 0.96 |
| Outlier Win Ratio | 70.64 | 2.83 |
| Outlier Loss Ratio | 4.03 | 2.98 |
| Volatility (ann.) | 6.34% | 24.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.69 | 2.19 |
| Skew | -2.65 | 0.2 |
| Kurtosis | 41.38 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.67% | 4.1% |
| Expected Yearly % | -11.12% | 32.45% |
| Kelly Criterion | -28.26% | -3.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.07% |
| Expected Shortfall (cVaR) | -0.56% | -2.07% |
| Year | 11373481:BTCUSD | 11373481:btcusd:triple_med_gx:lsma40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.09 | -0.40 | - |
| 2025 | 27.10 | -6.96 | -0.26 | - |
| Metric | 11373481:btcusd:triple_med_gx:lsma40_30 | 11373481:BTCUSD |
|---|---|---|
| MTD | -0.97% | 10.71% |
| 3M | 1.35% | 41.88% |
| 6M | -7.58% | 22.91% |
| YTD | -6.96% | 27.1% |
| 1Y | -21.35% | 82.29% |
| 3Y (ann.) | -18.89% | 64.73% |
| 5Y (ann.) | -18.89% | 64.73% |
| Metric | 11373481:btcusd:triple_med_gx:lsma40_30 | 11373481:BTCUSD |
|---|---|---|
| Max Drawdown | -27.49% | -29.51% |
| Longest DD Days | 372.0 | 144.0 |
| Avg. Drawdown | -7.25% | -4.71% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.76 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-17 | -27.49 | 372 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-29 | 2024-06-30 | -0.59 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11373481:btcusd:triple_med_gx:lsma40_30 | 11373481:BTCUSD |
|---|---|---|
| Best Day | 2.39% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 3.2% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 3.44% | 37.42% |
| Worst Month | -9.59% | -17.69% |
| Best Year | -6.96% | 38.02% |
| Worst Year | -15.09% | 27.1% |
| Avg. Up Day | 0.68% | 0.72% |
| Avg. Down Day | -0.75% | -0.84% |
| Avg. Up Week | 1.64% | 4.42% |
| Avg. Down Week | -2.38% | -4.48% |
| Avg. Up Month | 2.29% | 11.45% |
| Avg. Down Month | -5.19% | -7.93% |
| Win Days % | 38.89% | 51.89% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 35.9% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |