| Metric | 11375116:btcusd:triple_med_gx:lsma95_40 | 11375116:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -14.43% | 79.62% |
| Max Drawdown | -17.63% | -29.51% |
| Sharpe | -0.38 | 0.65 |
| Sortino | -0.54 | 0.96 |
| Payoff Ratio | 1.19 | 1.04 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.74 | 1.08 |
| CPC Index | 0.42 | 0.6 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 40.81 | 2.97 |
| Outlier Loss Ratio | 4.02 | 3.03 |
| Volatility (ann.) | 8.29% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.74 | 2.33 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 36.31 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.11% | 4.27% |
| Expected Yearly % | -7.49% | 34.02% |
| Kelly Criterion | -8.72% | 5.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11375116:BTCUSD | 11375116:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.89 | -0.21 | - |
| 2025 | 30.14 | -7.09 | -0.24 | - |
| Metric | 11375116:btcusd:triple_med_gx:lsma95_40 | 11375116:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 3.38% | 45.08% |
| 6M | -2.48% | 28.47% |
| YTD | -7.09% | 30.14% |
| 1Y | -9.06% | 105.13% |
| 3Y (ann.) | -13.01% | 68.87% |
| 5Y (ann.) | -13.01% | 68.87% |
| Metric | 11375116:btcusd:triple_med_gx:lsma95_40 | 11375116:BTCUSD |
|---|---|---|
| Max Drawdown | -17.63% | -29.51% |
| Longest DD Days | 401.0 | 144.0 |
| Avg. Drawdown | -17.63% | -4.58% |
| Avg. Drawdown Days | 401.0 | 14.0 |
| Recovery Factor | -0.82 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-07-14 | -17.63 | 401 |
| Metric | 11375116:btcusd:triple_med_gx:lsma95_40 | 11375116:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -5.5% | -12.33% |
| Best Month | 8.38% | 37.42% |
| Worst Month | -8.23% | -17.69% |
| Best Year | -7.09% | 38.02% |
| Worst Year | -7.89% | 30.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.67% | -0.78% |
| Avg. Up Week | 1.95% | 5.46% |
| Avg. Down Week | -2.61% | -4.31% |
| Avg. Up Month | 4.94% | 11.61% |
| Avg. Down Month | -4.19% | -5.35% |
| Win Days % | 40.99% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |