| Metric | 11378732:btcusd:triple_med_gx:lsma80_55 | 11378732:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -13.49% | 79.62% |
| Max Drawdown | -18.7% | -29.51% |
| Sharpe | -0.34 | 0.65 |
| Sortino | -0.44 | 0.96 |
| Payoff Ratio | 0.97 | 0.98 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.38 | 0.57 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 46.64 | 3.09 |
| Outlier Loss Ratio | 3.28 | 3.07 |
| Volatility (ann.) | 8.52% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.65 | 2.33 |
| Skew | -2.01 | 0.2 |
| Kurtosis | 47.62 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.03% | 4.27% |
| Expected Yearly % | -6.99% | 34.02% |
| Kelly Criterion | -12.55% | 3.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11378732:BTCUSD | 11378732:btcusd:triple_med_gx:lsma80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.54 | -0.28 | - |
| 2025 | 30.14 | -3.30 | -0.11 | - |
| Metric | 11378732:btcusd:triple_med_gx:lsma80_55 | 11378732:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | 1.24% | 45.08% |
| 6M | -3.98% | 28.47% |
| YTD | -3.3% | 30.14% |
| 1Y | -10.97% | 105.13% |
| 3Y (ann.) | -12.16% | 68.87% |
| 5Y (ann.) | -12.16% | 68.87% |
| Metric | 11378732:btcusd:triple_med_gx:lsma80_55 | 11378732:BTCUSD |
|---|---|---|
| Max Drawdown | -18.7% | -29.51% |
| Longest DD Days | 398.0 | 144.0 |
| Avg. Drawdown | -4.85% | -4.58% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | -0.72 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-07-14 | -18.70 | 398 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-08 | 2024-06-09 | -0.21 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| Metric | 11378732:btcusd:triple_med_gx:lsma80_55 | 11378732:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.23% | 18.93% |
| Worst Week | -6.75% | -12.33% |
| Best Month | 8.23% | 37.42% |
| Worst Month | -9.83% | -17.69% |
| Best Year | -3.3% | 38.02% |
| Worst Year | -10.54% | 30.14% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.88% | -0.87% |
| Avg. Up Week | 2.37% | 3.93% |
| Avg. Down Week | -3.22% | -3.94% |
| Avg. Up Month | 2.71% | 9.25% |
| Avg. Down Month | -6.38% | -5.35% |
| Win Days % | 44.49% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 37.04% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |