| Metric | 11375382:btcusd:triple_med_gx:lsma35_40 | 11375382:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -26.93% | 79.62% |
| Max Drawdown | -30.6% | -29.51% |
| Sharpe | -1.17 | 0.65 |
| Sortino | -1.39 | 0.96 |
| Payoff Ratio | 0.96 | 0.9 |
| Profit Factor | 0.53 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.16 | 0.52 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 100.42 | 2.64 |
| Outlier Loss Ratio | 3.57 | 2.86 |
| Volatility (ann.) | 5.86% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.8 | 2.33 |
| Skew | -3.54 | 0.2 |
| Kurtosis | 63.61 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -2.22% | 4.27% |
| Expected Yearly % | -14.52% | 34.02% |
| Kelly Criterion | -41.42% | -1.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.07% |
| Expected Shortfall (cVaR) | -0.52% | -2.07% |
| Year | 11375382:BTCUSD | 11375382:btcusd:triple_med_gx:lsma35_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.10 | -0.32 | - |
| 2025 | 30.14 | -16.87 | -0.56 | - |
| Metric | 11375382:btcusd:triple_med_gx:lsma35_40 | 11375382:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 0.63% | 45.08% |
| 6M | -16.02% | 28.47% |
| YTD | -16.87% | 30.14% |
| 1Y | -21.29% | 105.13% |
| 3Y (ann.) | -24.48% | 68.87% |
| 5Y (ann.) | -24.48% | 68.87% |
| Metric | 11375382:btcusd:triple_med_gx:lsma35_40 | 11375382:BTCUSD |
|---|---|---|
| Max Drawdown | -30.6% | -29.51% |
| Longest DD Days | 398.0 | 144.0 |
| Avg. Drawdown | -7.95% | -4.58% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | -0.88 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-07-14 | -30.60 | 398 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 11375382:btcusd:triple_med_gx:lsma35_40 | 11375382:BTCUSD |
|---|---|---|
| Best Day | 2.99% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 2.81% | 18.93% |
| Worst Week | -6.52% | -12.33% |
| Best Month | 3.64% | 37.42% |
| Worst Month | -10.03% | -17.69% |
| Best Year | -12.1% | 38.02% |
| Worst Year | -16.87% | 30.14% |
| Avg. Up Day | 0.81% | 0.9% |
| Avg. Down Day | -0.84% | -1.0% |
| Avg. Up Week | 0.98% | 3.98% |
| Avg. Down Week | -2.2% | -4.37% |
| Avg. Up Month | 2.08% | 7.71% |
| Avg. Down Month | -4.81% | -7.82% |
| Win Days % | 30.71% | 51.93% |
| Win Month % | 21.43% | 64.29% |
| Win Week % | 38.46% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |