| Metric | 11374243:btcusd:triple_med_gx:lsma105_35 | 11374243:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -22.65% | 79.62% |
| Max Drawdown | -25.05% | -29.51% |
| Sharpe | -0.52 | 0.65 |
| Sortino | -0.7 | 0.96 |
| Payoff Ratio | 1.12 | 1.0 |
| Profit Factor | 0.83 | 1.11 |
| Common Sense Ratio | 0.67 | 1.08 |
| CPC Index | 0.38 | 0.58 |
| Tail Ratio | 0.81 | 0.98 |
| Outlier Win Ratio | 33.75 | 3.08 |
| Outlier Loss Ratio | 3.7 | 3.19 |
| Volatility (ann.) | 10.05% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.82 | 2.33 |
| Skew | -0.93 | 0.2 |
| Kurtosis | 38.58 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -1.82% | 4.27% |
| Expected Yearly % | -12.05% | 34.02% |
| Kelly Criterion | -11.55% | 3.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11374243:BTCUSD | 11374243:btcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.23 | -0.22 | - |
| 2025 | 30.14 | -15.72 | -0.52 | - |
| Metric | 11374243:btcusd:triple_med_gx:lsma105_35 | 11374243:BTCUSD |
|---|---|---|
| MTD | 1.79% | 13.36% |
| 3M | -1.47% | 45.08% |
| 6M | -13.71% | 28.47% |
| YTD | -15.72% | 30.14% |
| 1Y | -16.16% | 105.13% |
| 3Y (ann.) | -20.53% | 68.87% |
| 5Y (ann.) | -20.53% | 68.87% |
| Metric | 11374243:btcusd:triple_med_gx:lsma105_35 | 11374243:BTCUSD |
|---|---|---|
| Max Drawdown | -25.05% | -29.51% |
| Longest DD Days | 400.0 | 144.0 |
| Avg. Drawdown | -25.05% | -4.58% |
| Avg. Drawdown Days | 400.0 | 14.0 |
| Recovery Factor | -0.9 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-07-14 | -25.05 | 400 |
| Metric | 11374243:btcusd:triple_med_gx:lsma105_35 | 11374243:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.95% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 9.12% | 37.42% |
| Worst Month | -12.21% | -17.69% |
| Best Year | -8.23% | 38.02% |
| Worst Year | -15.72% | 30.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.77% | -0.88% |
| Avg. Up Week | 2.15% | 5.89% |
| Avg. Down Week | -3.5% | -4.31% |
| Avg. Up Month | 3.99% | 18.06% |
| Avg. Down Month | -4.93% | -7.82% |
| Win Days % | 41.12% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 41.18% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |