| Metric | 11374426:btcusd:triple_med_gx:lsma55_35 | 11374426:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -18.82% | 75.42% |
| Max Drawdown | -26.54% | -29.51% |
| Sharpe | -0.5 | 0.63 |
| Sortino | -0.66 | 0.92 |
| Payoff Ratio | 0.94 | 0.94 |
| Profit Factor | 0.82 | 1.11 |
| Common Sense Ratio | 0.9 | 1.06 |
| CPC Index | 0.33 | 0.54 |
| Tail Ratio | 1.1 | 0.96 |
| Outlier Win Ratio | 44.49 | 3.08 |
| Outlier Loss Ratio | 3.7 | 3.2 |
| Volatility (ann.) | 8.47% | 24.55% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.64 | 2.19 |
| Skew | -1.08 | 0.2 |
| Kurtosis | 31.92 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.48% | 4.1% |
| Expected Yearly % | -9.9% | 32.45% |
| Kelly Criterion | -17.61% | 0.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11374426:BTCUSD | 11374426:btcusd:triple_med_gx:lsma55_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.33 | -0.30 | - |
| 2025 | 27.10 | -8.45 | -0.31 | - |
| Metric | 11374426:btcusd:triple_med_gx:lsma55_35 | 11374426:BTCUSD |
|---|---|---|
| MTD | 1.92% | 10.71% |
| 3M | -2.53% | 41.88% |
| 6M | -7.8% | 22.91% |
| YTD | -8.45% | 27.1% |
| 1Y | -23.22% | 82.29% |
| 3Y (ann.) | -16.9% | 64.73% |
| 5Y (ann.) | -16.9% | 64.73% |
| Metric | 11374426:btcusd:triple_med_gx:lsma55_35 | 11374426:BTCUSD |
|---|---|---|
| Max Drawdown | -26.54% | -29.51% |
| Longest DD Days | 340.0 | 144.0 |
| Avg. Drawdown | -4.65% | -4.71% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.71 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-10 | 2025-07-17 | -26.54 | 340 |
| 2024-07-11 | 2024-07-13 | -2.96 | 2 |
| 2024-06-04 | 2024-06-30 | -1.08 | 26 |
| 2024-07-14 | 2024-08-09 | -0.84 | 26 |
| 2024-08-10 | 2024-08-10 | -0.79 | 0 |
| 2024-07-11 | 2024-07-11 | -0.18 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| Metric | 11374426:btcusd:triple_med_gx:lsma55_35 | 11374426:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 5.64% | 18.93% |
| Worst Week | -6.85% | -12.33% |
| Best Month | 3.33% | 37.42% |
| Worst Month | -7.33% | -17.69% |
| Best Year | -8.45% | 38.02% |
| Worst Year | -11.33% | 27.1% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 2.7% | 7.54% |
| Avg. Down Week | -2.88% | -4.02% |
| Avg. Up Month | 2.6% | 7.84% |
| Avg. Down Month | -3.93% | -9.88% |
| Win Days % | 42.91% | 51.89% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 36.84% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |