| Metric | 11380974:btcusd:triple_med_gx:lsma210_65 | 11380974:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -10.94% | 79.62% |
| Max Drawdown | -28.96% | -29.51% |
| Sharpe | -0.22 | 0.65 |
| Sortino | -0.29 | 0.96 |
| Payoff Ratio | 0.9 | 0.89 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 1.08 | 1.08 |
| CPC Index | 0.41 | 0.51 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 32.79 | 3.19 |
| Outlier Loss Ratio | 3.81 | 3.42 |
| Volatility (ann.) | 9.64% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.34 | 2.33 |
| Skew | -1.04 | 0.2 |
| Kurtosis | 23.12 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.82% | 4.27% |
| Expected Yearly % | -5.63% | 34.02% |
| Kelly Criterion | -7.91% | -1.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11380974:BTCUSD | 11380974:btcusd:triple_med_gx:lsma210_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.96 | -0.18 | - |
| 2025 | 30.14 | -4.28 | -0.14 | - |
| Metric | 11380974:btcusd:triple_med_gx:lsma210_65 | 11380974:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 16.53% | 45.08% |
| 6M | -4.28% | 28.47% |
| YTD | -4.28% | 30.14% |
| 1Y | -11.96% | 105.13% |
| 3Y (ann.) | -9.85% | 68.87% |
| 5Y (ann.) | -9.85% | 68.87% |
| Metric | 11380974:btcusd:triple_med_gx:lsma210_65 | 11380974:BTCUSD |
|---|---|---|
| Max Drawdown | -28.96% | -29.51% |
| Longest DD Days | 350.0 | 144.0 |
| Avg. Drawdown | -4.69% | -4.58% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | -0.38 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-14 | -28.96 | 350 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-06-03 | 2024-07-26 | -1.40 | 52 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11380974:btcusd:triple_med_gx:lsma210_65 | 11380974:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.78% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 6.94% | 37.42% |
| Worst Month | -8.1% | -17.69% |
| Best Year | -4.28% | 38.02% |
| Worst Year | -6.96% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.33% | 6.27% |
| Avg. Down Week | -3.95% | -4.26% |
| Avg. Up Month | 5.98% | 20.63% |
| Avg. Down Month | -5.59% | -9.5% |
| Win Days % | 48.83% | 51.93% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 41.38% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |