| Metric | 11376214:btcusd:triple_med_gx:lsma135_45 | 11376214:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -7.64% | 79.62% |
| Max Drawdown | -16.25% | -29.51% |
| Sharpe | -0.16 | 0.65 |
| Sortino | -0.22 | 0.96 |
| Payoff Ratio | 0.93 | 0.89 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.0 | 1.08 |
| CPC Index | 0.43 | 0.51 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 35.47 | 3.06 |
| Outlier Loss Ratio | 3.79 | 3.18 |
| Volatility (ann.) | 8.6% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.42 | 2.33 |
| Skew | -0.61 | 0.2 |
| Kurtosis | 26.76 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.57% | 4.27% |
| Expected Yearly % | -3.9% | 34.02% |
| Kelly Criterion | -5.88% | -1.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11376214:BTCUSD | 11376214:btcusd:triple_med_gx:lsma135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.58 | -0.17 | - |
| 2025 | 30.14 | -1.13 | -0.04 | - |
| Metric | 11376214:btcusd:triple_med_gx:lsma135_45 | 11376214:BTCUSD |
|---|---|---|
| MTD | 7.11% | 13.36% |
| 3M | 9.74% | 45.08% |
| 6M | -2.58% | 28.47% |
| YTD | -1.13% | 30.14% |
| 1Y | -1.53% | 105.13% |
| 3Y (ann.) | -6.86% | 68.87% |
| 5Y (ann.) | -6.86% | 68.87% |
| Metric | 11376214:btcusd:triple_med_gx:lsma135_45 | 11376214:BTCUSD |
|---|---|---|
| Max Drawdown | -16.25% | -29.51% |
| Longest DD Days | 374.0 | 144.0 |
| Avg. Drawdown | -16.25% | -4.58% |
| Avg. Drawdown Days | 374.0 | 14.0 |
| Recovery Factor | -0.47 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-07-14 | -16.25 | 374 |
| Metric | 11376214:btcusd:triple_med_gx:lsma135_45 | 11376214:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 8.94% | 18.93% |
| Worst Week | -6.21% | -12.33% |
| Best Month | 9.32% | 37.42% |
| Worst Month | -6.62% | -17.69% |
| Best Year | -1.13% | 38.02% |
| Worst Year | -6.58% | 30.14% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.82% | 4.84% |
| Avg. Down Week | -2.99% | -4.83% |
| Avg. Up Month | 7.28% | 18.06% |
| Avg. Down Month | -5.74% | -4.68% |
| Win Days % | 48.91% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |