| Metric | 11378361:btcusd:triple_med_gx:lsma40_55 | 11378361:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -23.16% | 79.62% |
| Max Drawdown | -27.58% | -29.51% |
| Sharpe | -0.69 | 0.65 |
| Sortino | -0.9 | 0.96 |
| Payoff Ratio | 0.85 | 0.85 |
| Profit Factor | 0.75 | 1.11 |
| Common Sense Ratio | 0.64 | 1.08 |
| CPC Index | 0.27 | 0.49 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 49.81 | 2.93 |
| Outlier Loss Ratio | 3.84 | 3.19 |
| Volatility (ann.) | 8.02% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.76 | 2.33 |
| Skew | -1.07 | 0.2 |
| Kurtosis | 34.99 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -1.86% | 4.27% |
| Expected Yearly % | -12.34% | 34.02% |
| Kelly Criterion | -24.99% | -4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11378361:BTCUSD | 11378361:btcusd:triple_med_gx:lsma40_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -19.48 | -0.51 | - |
| 2025 | 30.14 | -4.57 | -0.15 | - |
| Metric | 11378361:btcusd:triple_med_gx:lsma40_55 | 11378361:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | 2.11% | 45.08% |
| 6M | -4.22% | 28.47% |
| YTD | -4.57% | 30.14% |
| 1Y | -20.66% | 105.13% |
| 3Y (ann.) | -20.99% | 68.87% |
| 5Y (ann.) | -20.99% | 68.87% |
| Metric | 11378361:btcusd:triple_med_gx:lsma40_55 | 11378361:BTCUSD |
|---|---|---|
| Max Drawdown | -27.58% | -29.51% |
| Longest DD Days | 392.0 | 144.0 |
| Avg. Drawdown | -9.33% | -4.58% |
| Avg. Drawdown Days | 135.0 | 14.0 |
| Recovery Factor | -0.84 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-07-14 | -27.58 | 392 |
| 2024-06-01 | 2024-06-16 | -0.36 | 14 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11378361:btcusd:triple_med_gx:lsma40_55 | 11378361:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 6.46% | 18.93% |
| Worst Week | -9.56% | -12.33% |
| Best Month | 7.95% | 37.42% |
| Worst Month | -9.21% | -17.69% |
| Best Year | -4.57% | 38.02% |
| Worst Year | -19.48% | 30.14% |
| Avg. Up Day | 0.71% | 0.74% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 1.56% | 5.27% |
| Avg. Down Week | -2.7% | -4.82% |
| Avg. Up Month | 3.32% | 12.02% |
| Avg. Down Month | -3.21% | -7.82% |
| Win Days % | 42.63% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 37.21% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |