| Metric | 11377237:btcusd:triple_med_gx:lsma95_50 | 11377237:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -7.51% | 79.62% |
| Max Drawdown | -15.29% | -29.51% |
| Sharpe | -0.17 | 0.65 |
| Sortino | -0.24 | 0.96 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.43 | 0.58 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 45.73 | 3.03 |
| Outlier Loss Ratio | 3.67 | 3.07 |
| Volatility (ann.) | 8.11% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.44 | 2.33 |
| Skew | -1.54 | 0.2 |
| Kurtosis | 52.08 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.56% | 4.27% |
| Expected Yearly % | -3.83% | 34.02% |
| Kelly Criterion | -6.84% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11377237:BTCUSD | 11377237:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.60 | -0.02 | - |
| 2025 | 30.14 | -6.96 | -0.23 | - |
| Metric | 11377237:btcusd:triple_med_gx:lsma95_50 | 11377237:BTCUSD |
|---|---|---|
| MTD | 1.74% | 13.36% |
| 3M | 8.01% | 45.08% |
| 6M | -6.61% | 28.47% |
| YTD | -6.96% | 30.14% |
| 1Y | -4.72% | 105.13% |
| 3Y (ann.) | -6.75% | 68.87% |
| 5Y (ann.) | -6.75% | 68.87% |
| Metric | 11377237:btcusd:triple_med_gx:lsma95_50 | 11377237:BTCUSD |
|---|---|---|
| Max Drawdown | -15.29% | -29.51% |
| Longest DD Days | 374.0 | 144.0 |
| Avg. Drawdown | -7.89% | -4.58% |
| Avg. Drawdown Days | 188.0 | 14.0 |
| Recovery Factor | -0.49 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-07-14 | -15.29 | 374 |
| 2024-06-09 | 2024-06-10 | -0.48 | 1 |
| Metric | 11377237:btcusd:triple_med_gx:lsma95_50 | 11377237:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -8.99% | -12.33% |
| Best Month | 5.96% | 37.42% |
| Worst Month | -8.94% | -17.69% |
| Best Year | -0.6% | 38.02% |
| Worst Year | -6.96% | 30.14% |
| Avg. Up Day | 0.75% | 0.78% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.38% | 5.99% |
| Avg. Down Week | -3.07% | -3.61% |
| Avg. Up Month | 3.15% | 16.67% |
| Avg. Down Month | -5.11% | -5.41% |
| Win Days % | 46.53% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |