| Metric | 11374249:btcusd:triple_med_gx:lsma135_35 | 11374249:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -18.59% | 79.62% |
| Max Drawdown | -28.05% | -29.51% |
| Sharpe | -0.42 | 0.65 |
| Sortino | -0.58 | 0.96 |
| Payoff Ratio | 1.07 | 0.96 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.88 | 1.08 |
| CPC Index | 0.41 | 0.55 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 31.23 | 3.08 |
| Outlier Loss Ratio | 3.88 | 3.26 |
| Volatility (ann.) | 9.75% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.6 | 2.33 |
| Skew | -0.22 | 0.2 |
| Kurtosis | 27.48 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.46% | 4.27% |
| Expected Yearly % | -9.77% | 34.02% |
| Kelly Criterion | -9.21% | 1.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11374249:BTCUSD | 11374249:btcusd:triple_med_gx:lsma135_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.53 | -0.28 | - |
| 2025 | 30.14 | -9.01 | -0.30 | - |
| Metric | 11374249:btcusd:triple_med_gx:lsma135_35 | 11374249:BTCUSD |
|---|---|---|
| MTD | 4.37% | 13.36% |
| 3M | 8.23% | 45.08% |
| 6M | -4.34% | 28.47% |
| YTD | -9.01% | 30.14% |
| 1Y | -12.24% | 105.13% |
| 3Y (ann.) | -16.81% | 68.87% |
| 5Y (ann.) | -16.81% | 68.87% |
| Metric | 11374249:btcusd:triple_med_gx:lsma135_35 | 11374249:BTCUSD |
|---|---|---|
| Max Drawdown | -28.05% | -29.51% |
| Longest DD Days | 290.0 | 144.0 |
| Avg. Drawdown | -12.9% | -4.58% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.66 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-27 | 2025-07-14 | -28.05 | 290 |
| 2024-07-04 | 2024-09-24 | -8.87 | 82 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 11374249:btcusd:triple_med_gx:lsma135_35 | 11374249:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 5.95% | 18.93% |
| Worst Week | -7.23% | -12.33% |
| Best Month | 8.3% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | -9.01% | 38.02% |
| Worst Year | -10.53% | 30.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.85% |
| Avg. Up Week | 2.17% | 5.59% |
| Avg. Down Week | -3.73% | -4.63% |
| Avg. Up Month | 4.23% | 11.48% |
| Avg. Down Month | -5.14% | -7.93% |
| Win Days % | 43.47% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |