| Metric | 11377175:btcusd:triple_med_gx:lsma65_50 | 11377175:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -17.11% | 79.62% |
| Max Drawdown | -18.52% | -29.51% |
| Sharpe | -0.63 | 0.65 |
| Sortino | -0.78 | 0.96 |
| Payoff Ratio | 1.12 | 1.0 |
| Profit Factor | 0.72 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.29 | 0.58 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 81.7 | 2.8 |
| Outlier Loss Ratio | 3.9 | 2.78 |
| Volatility (ann.) | 6.33% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.83 | 2.33 |
| Skew | -4.96 | 0.2 |
| Kurtosis | 120.04 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.33% | 4.27% |
| Expected Yearly % | -8.96% | 34.02% |
| Kelly Criterion | -21.03% | 4.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.07% |
| Expected Shortfall (cVaR) | -0.56% | -2.07% |
| Year | 11377175:BTCUSD | 11377175:btcusd:triple_med_gx:lsma65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.96 | -0.18 | - |
| 2025 | 30.14 | -10.91 | -0.36 | - |
| Metric | 11377175:btcusd:triple_med_gx:lsma65_50 | 11377175:BTCUSD |
|---|---|---|
| MTD | -1.54% | 13.36% |
| 3M | -3.47% | 45.08% |
| 6M | -13.85% | 28.47% |
| YTD | -10.91% | 30.14% |
| 1Y | -9.94% | 105.13% |
| 3Y (ann.) | -15.45% | 68.87% |
| 5Y (ann.) | -15.45% | 68.87% |
| Metric | 11377175:btcusd:triple_med_gx:lsma65_50 | 11377175:BTCUSD |
|---|---|---|
| Max Drawdown | -18.52% | -29.51% |
| Longest DD Days | 297.0 | 144.0 |
| Avg. Drawdown | -6.12% | -4.58% |
| Avg. Drawdown Days | 77.0 | 14.0 |
| Recovery Factor | -0.92 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-07-14 | -18.52 | 297 |
| 2024-06-23 | 2024-09-19 | -10.47 | 88 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| 2024-06-22 | 2024-06-23 | -0.18 | 0 |
| Metric | 11377175:btcusd:triple_med_gx:lsma65_50 | 11377175:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -9.09% | -12.33% |
| Best Month | 6.12% | 37.42% |
| Worst Month | -6.99% | -17.69% |
| Best Year | -6.96% | 38.02% |
| Worst Year | -10.91% | 30.14% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.68% | -0.79% |
| Avg. Up Week | 1.79% | 6.19% |
| Avg. Down Week | -2.77% | -3.28% |
| Avg. Up Month | 4.08% | 10.73% |
| Avg. Down Month | -3.78% | -7.59% |
| Win Days % | 35.98% | 51.93% |
| Win Month % | 21.43% | 64.29% |
| Win Week % | 41.18% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |