| Metric | 11374305:btcusd:triple_med_gx:lsma135_35 | 11374305:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -13.01% | 79.62% |
| Max Drawdown | -23.25% | -29.51% |
| Sharpe | -0.26 | 0.65 |
| Sortino | -0.35 | 0.96 |
| Payoff Ratio | 1.03 | 0.97 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 0.84 | 1.08 |
| CPC Index | 0.43 | 0.56 |
| Tail Ratio | 0.91 | 0.98 |
| Outlier Win Ratio | 28.32 | 3.11 |
| Outlier Loss Ratio | 3.8 | 3.26 |
| Volatility (ann.) | 10.17% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.5 | 2.33 |
| Skew | -0.09 | 0.2 |
| Kurtosis | 26.18 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.99% | 4.27% |
| Expected Yearly % | -6.73% | 34.02% |
| Kelly Criterion | -6.77% | 2.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11374305:BTCUSD | 11374305:btcusd:triple_med_gx:lsma135_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.15 | -0.29 | - |
| 2025 | 30.14 | -2.10 | -0.07 | - |
| Metric | 11374305:btcusd:triple_med_gx:lsma135_35 | 11374305:BTCUSD |
|---|---|---|
| MTD | 9.13% | 13.36% |
| 3M | 9.44% | 45.08% |
| 6M | -1.0% | 28.47% |
| YTD | -2.1% | 30.14% |
| 1Y | -8.39% | 105.13% |
| 3Y (ann.) | -11.72% | 68.87% |
| 5Y (ann.) | -11.72% | 68.87% |
| Metric | 11374305:btcusd:triple_med_gx:lsma135_35 | 11374305:BTCUSD |
|---|---|---|
| Max Drawdown | -23.25% | -29.51% |
| Longest DD Days | 333.0 | 144.0 |
| Avg. Drawdown | -10.58% | -4.58% |
| Avg. Drawdown Days | 125.0 | 14.0 |
| Recovery Factor | -0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2025-07-14 | -23.25 | 333 |
| 2024-07-03 | 2024-08-13 | -7.52 | 41 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| Metric | 11374305:btcusd:triple_med_gx:lsma135_35 | 11374305:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 7.38% | 18.93% |
| Worst Week | -8.28% | -12.33% |
| Best Month | 10.27% | 37.42% |
| Worst Month | -11.2% | -17.69% |
| Best Year | -2.1% | 38.02% |
| Worst Year | -11.15% | 30.14% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 3.14% | 5.79% |
| Avg. Down Week | -3.5% | -4.56% |
| Avg. Up Month | 5.23% | 15.51% |
| Avg. Down Month | -8.1% | -7.93% |
| Win Days % | 45.89% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 43.24% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |