| Metric | 11373638:btcusd:triple_med_gx:lsma75_30 | 11373638:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -18.38% | 79.62% |
| Max Drawdown | -20.11% | -29.51% |
| Sharpe | -0.63 | 0.65 |
| Sortino | -0.85 | 0.96 |
| Payoff Ratio | 0.99 | 1.01 |
| Profit Factor | 0.76 | 1.11 |
| Common Sense Ratio | 0.01 | 1.08 |
| CPC Index | 0.31 | 0.58 |
| Tail Ratio | 0.01 | 0.98 |
| Outlier Win Ratio | 61.7 | 2.9 |
| Outlier Loss Ratio | 3.59 | 2.87 |
| Volatility (ann.) | 6.84% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.83 | 2.33 |
| Skew | -0.28 | 0.2 |
| Kurtosis | 41.27 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.44% | 4.27% |
| Expected Yearly % | -9.66% | 34.02% |
| Kelly Criterion | -18.38% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11373638:BTCUSD | 11373638:btcusd:triple_med_gx:lsma75_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.94 | -0.21 | - |
| 2025 | 30.14 | -11.34 | -0.38 | - |
| Metric | 11373638:btcusd:triple_med_gx:lsma75_30 | 11373638:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -3.05% | 45.08% |
| 6M | -11.97% | 28.47% |
| YTD | -11.34% | 30.14% |
| 1Y | -16.3% | 105.13% |
| 3Y (ann.) | -16.62% | 68.87% |
| 5Y (ann.) | -16.62% | 68.87% |
| Metric | 11373638:btcusd:triple_med_gx:lsma75_30 | 11373638:BTCUSD |
|---|---|---|
| Max Drawdown | -20.11% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -14.24% | -4.58% |
| Avg. Drawdown Days | 194.0 | 14.0 |
| Recovery Factor | -0.91 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-29 | 2025-07-14 | -20.11 | 257 |
| 2024-06-07 | 2024-10-16 | -8.36 | 130 |
| Metric | 11373638:btcusd:triple_med_gx:lsma75_30 | 11373638:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 4.27% | 18.93% |
| Worst Week | -5.32% | -12.33% |
| Best Month | 2.92% | 37.42% |
| Worst Month | -5.88% | -17.69% |
| Best Year | -7.94% | 38.02% |
| Worst Year | -11.34% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.74% | -0.73% |
| Avg. Up Week | 2.68% | 6.91% |
| Avg. Down Week | -2.08% | -3.14% |
| Avg. Up Month | 1.06% | 9.76% |
| Avg. Down Month | -3.41% | -7.82% |
| Win Days % | 41.18% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 25.0% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |