| Metric | 11375438:btcusd:triple_med_gx:lsma65_40 | 11375438:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -10.84% | 79.62% |
| Max Drawdown | -16.55% | -29.51% |
| Sharpe | -0.33 | 0.65 |
| Sortino | -0.44 | 0.96 |
| Payoff Ratio | 1.02 | 1.03 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.64 | 1.08 |
| CPC Index | 0.39 | 0.6 |
| Tail Ratio | 0.74 | 0.98 |
| Outlier Win Ratio | 56.74 | 2.88 |
| Outlier Loss Ratio | 3.8 | 2.84 |
| Volatility (ann.) | 6.94% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.59 | 2.33 |
| Skew | -2.25 | 0.2 |
| Kurtosis | 52.03 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.82% | 4.27% |
| Expected Yearly % | -5.57% | 34.02% |
| Kelly Criterion | -11.59% | 5.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11375438:BTCUSD | 11375438:btcusd:triple_med_gx:lsma65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.21 | -0.22 | - |
| 2025 | 30.14 | -2.86 | -0.09 | - |
| Metric | 11375438:btcusd:triple_med_gx:lsma65_40 | 11375438:BTCUSD |
|---|---|---|
| MTD | -0.49% | 13.36% |
| 3M | -1.9% | 45.08% |
| 6M | -5.88% | 28.47% |
| YTD | -2.86% | 30.14% |
| 1Y | -12.6% | 105.13% |
| 3Y (ann.) | -9.75% | 68.87% |
| 5Y (ann.) | -9.75% | 68.87% |
| Metric | 11375438:btcusd:triple_med_gx:lsma65_40 | 11375438:BTCUSD |
|---|---|---|
| Max Drawdown | -16.55% | -29.51% |
| Longest DD Days | 337.0 | 144.0 |
| Avg. Drawdown | -3.6% | -4.58% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.65 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-11 | 2025-07-14 | -16.55 | 337 |
| 2024-07-01 | 2024-07-13 | -2.80 | 12 |
| 2024-06-05 | 2024-07-01 | -1.21 | 25 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2024-08-10 | 2024-08-11 | -0.18 | 0 |
| Metric | 11375438:btcusd:triple_med_gx:lsma65_40 | 11375438:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 4.82% | 18.93% |
| Worst Week | -5.28% | -12.33% |
| Best Month | 4.62% | 37.42% |
| Worst Month | -8.55% | -17.69% |
| Best Year | -2.86% | 38.02% |
| Worst Year | -8.21% | 30.14% |
| Avg. Up Day | 0.7% | 0.73% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 1.6% | 5.78% |
| Avg. Down Week | -1.69% | -4.01% |
| Avg. Up Month | 1.82% | 8.43% |
| Avg. Down Month | -4.18% | -5.35% |
| Win Days % | 43.52% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 38.89% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |