| Metric | 11378260:btcusd:triple_med_gx:lsma100_55 | 11378260:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -5.38% | 79.62% |
| Max Drawdown | -14.88% | -29.51% |
| Sharpe | -0.13 | 0.65 |
| Sortino | -0.17 | 0.96 |
| Payoff Ratio | 1.05 | 0.95 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.82 | 1.08 |
| CPC Index | 0.46 | 0.55 |
| Tail Ratio | 0.87 | 0.98 |
| Outlier Win Ratio | 49.23 | 2.95 |
| Outlier Loss Ratio | 3.81 | 2.88 |
| Volatility (ann.) | 7.53% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.32 | 2.33 |
| Skew | -2.08 | 0.2 |
| Kurtosis | 69.21 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.39% | 4.27% |
| Expected Yearly % | -2.73% | 34.02% |
| Kelly Criterion | -5.78% | 1.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11378260:BTCUSD | 11378260:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.47 | -0.22 | - |
| 2025 | 30.14 | 3.38 | 0.11 | - |
| Metric | 11378260:btcusd:triple_med_gx:lsma100_55 | 11378260:BTCUSD |
|---|---|---|
| MTD | 0.79% | 13.36% |
| 3M | 7.0% | 45.08% |
| 6M | 4.93% | 28.47% |
| YTD | 3.38% | 30.14% |
| 1Y | -1.14% | 105.13% |
| 3Y (ann.) | -4.83% | 68.87% |
| 5Y (ann.) | -4.83% | 68.87% |
| Metric | 11378260:btcusd:triple_med_gx:lsma100_55 | 11378260:BTCUSD |
|---|---|---|
| Max Drawdown | -14.88% | -29.51% |
| Longest DD Days | 374.0 | 144.0 |
| Avg. Drawdown | -14.88% | -4.58% |
| Avg. Drawdown Days | 374.0 | 14.0 |
| Recovery Factor | -0.36 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-07-14 | -14.88 | 374 |
| Metric | 11378260:btcusd:triple_med_gx:lsma100_55 | 11378260:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -5.26% | -12.33% |
| Best Month | 7.47% | 37.42% |
| Worst Month | -8.9% | -17.69% |
| Best Year | 3.38% | 38.02% |
| Worst Year | -8.47% | 30.14% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.68% | -0.77% |
| Avg. Up Week | 2.65% | 5.13% |
| Avg. Down Week | -2.26% | -3.36% |
| Avg. Up Month | 3.13% | 14.93% |
| Avg. Down Month | -1.55% | -2.66% |
| Win Days % | 45.8% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 39.29% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |