| Metric | 11376257:btcusd:triple_med_gx:lsma70_45 | 11376257:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -11.23% | 79.62% |
| Max Drawdown | -15.28% | -29.51% |
| Sharpe | -0.31 | 0.65 |
| Sortino | -0.41 | 0.96 |
| Payoff Ratio | 1.06 | 0.98 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.7 | 1.08 |
| CPC Index | 0.39 | 0.56 |
| Tail Ratio | 0.79 | 0.98 |
| Outlier Win Ratio | 49.93 | 2.98 |
| Outlier Loss Ratio | 3.88 | 2.93 |
| Volatility (ann.) | 7.67% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.66 | 2.33 |
| Skew | -2.03 | 0.2 |
| Kurtosis | 60.62 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.85% | 4.27% |
| Expected Yearly % | -5.78% | 34.02% |
| Kelly Criterion | -12.26% | 2.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11376257:BTCUSD | 11376257:btcusd:triple_med_gx:lsma70_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.42 | -0.12 | - |
| 2025 | 30.14 | -7.13 | -0.24 | - |
| Metric | 11376257:btcusd:triple_med_gx:lsma70_45 | 11376257:BTCUSD |
|---|---|---|
| MTD | 3.51% | 13.36% |
| 3M | 0.85% | 45.08% |
| 6M | -10.59% | 28.47% |
| YTD | -7.13% | 30.14% |
| 1Y | -2.44% | 105.13% |
| 3Y (ann.) | -10.11% | 68.87% |
| 5Y (ann.) | -10.11% | 68.87% |
| Metric | 11376257:btcusd:triple_med_gx:lsma70_45 | 11376257:BTCUSD |
|---|---|---|
| Max Drawdown | -15.28% | -29.51% |
| Longest DD Days | 398.0 | 144.0 |
| Avg. Drawdown | -7.81% | -4.58% |
| Avg. Drawdown Days | 199.0 | 14.0 |
| Recovery Factor | -0.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-07-14 | -15.28 | 398 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| Metric | 11376257:btcusd:triple_med_gx:lsma70_45 | 11376257:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -8.99% | -12.33% |
| Best Month | 6.35% | 37.42% |
| Worst Month | -11.08% | -17.69% |
| Best Year | -4.42% | 38.02% |
| Worst Year | -7.13% | 30.14% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.72% | -0.81% |
| Avg. Up Week | 1.85% | 4.75% |
| Avg. Down Week | -2.41% | -4.7% |
| Avg. Up Month | 4.06% | 10.33% |
| Avg. Down Month | -4.24% | -7.82% |
| Win Days % | 42.26% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 40.54% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |