| Metric | 11373637:btcusd:triple_med_gx:lsma70_30 | 11373637:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -18.26% | 79.62% |
| Max Drawdown | -19.49% | -29.51% |
| Sharpe | -0.64 | 0.65 |
| Sortino | -0.86 | 0.96 |
| Payoff Ratio | 0.97 | 1.0 |
| Profit Factor | 0.74 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.3 | 0.57 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 68.1 | 2.89 |
| Outlier Loss Ratio | 3.4 | 2.84 |
| Volatility (ann.) | 6.7% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.85 | 2.33 |
| Skew | -0.36 | 0.2 |
| Kurtosis | 44.87 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.43% | 4.27% |
| Expected Yearly % | -9.59% | 34.02% |
| Kelly Criterion | -18.99% | 3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.07% |
| Expected Shortfall (cVaR) | -0.59% | -2.07% |
| Year | 11373637:BTCUSD | 11373637:btcusd:triple_med_gx:lsma70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.79 | -0.26 | - |
| 2025 | 30.14 | -9.39 | -0.31 | - |
| Metric | 11373637:btcusd:triple_med_gx:lsma70_30 | 11373637:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -2.37% | 45.08% |
| 6M | -10.48% | 28.47% |
| YTD | -9.39% | 30.14% |
| 1Y | -17.2% | 105.13% |
| 3Y (ann.) | -16.51% | 68.87% |
| 5Y (ann.) | -16.51% | 68.87% |
| Metric | 11373637:btcusd:triple_med_gx:lsma70_30 | 11373637:BTCUSD |
|---|---|---|
| Max Drawdown | -19.49% | -29.51% |
| Longest DD Days | 402.0 | 144.0 |
| Avg. Drawdown | -19.49% | -4.58% |
| Avg. Drawdown Days | 402.0 | 14.0 |
| Recovery Factor | -0.94 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-14 | -19.49 | 402 |
| Metric | 11373637:btcusd:triple_med_gx:lsma70_30 | 11373637:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 4.2% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 3.0% | 37.42% |
| Worst Month | -6.19% | -17.69% |
| Best Year | -9.39% | 38.02% |
| Worst Year | -9.79% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 2.41% | 6.91% |
| Avg. Down Week | -2.53% | -3.25% |
| Avg. Up Month | 1.29% | 7.82% |
| Avg. Down Month | -3.77% | -7.82% |
| Win Days % | 41.53% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 26.09% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |