| Metric | 11370333:btcusd:triple_med_gx:lsma35_10 | 11370333:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -4.91% | 79.62% |
| Max Drawdown | -19.53% | -29.51% |
| Sharpe | -0.11 | 0.65 |
| Sortino | -0.14 | 0.96 |
| Payoff Ratio | 1.01 | 1.02 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.09 | 1.08 |
| CPC Index | 0.42 | 0.59 |
| Tail Ratio | 0.09 | 0.98 |
| Outlier Win Ratio | 56.07 | 3.09 |
| Outlier Loss Ratio | 3.43 | 2.91 |
| Volatility (ann.) | 7.68% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.23 | 2.33 |
| Skew | -2.72 | 0.2 |
| Kurtosis | 49.12 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.36% | 4.27% |
| Expected Yearly % | -2.49% | 34.02% |
| Kelly Criterion | -11.99% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11370333:BTCUSD | 11370333:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.48 | -0.09 | - |
| 2025 | 30.14 | -1.48 | -0.05 | - |
| Metric | 11370333:btcusd:triple_med_gx:lsma35_10 | 11370333:BTCUSD |
|---|---|---|
| MTD | 5.65% | 13.36% |
| 3M | 9.47% | 45.08% |
| 6M | -1.48% | 28.47% |
| YTD | -1.48% | 30.14% |
| 1Y | -5.11% | 105.13% |
| 3Y (ann.) | -4.41% | 68.87% |
| 5Y (ann.) | -4.41% | 68.87% |
| Metric | 11370333:btcusd:triple_med_gx:lsma35_10 | 11370333:BTCUSD |
|---|---|---|
| Max Drawdown | -19.53% | -29.51% |
| Longest DD Days | 404.0 | 144.0 |
| Avg. Drawdown | -6.59% | -4.58% |
| Avg. Drawdown Days | 135.0 | 14.0 |
| Recovery Factor | -0.25 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-14 | -19.53 | 404 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370333:btcusd:triple_med_gx:lsma35_10 | 11370333:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.65% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 6.44% | 37.42% |
| Worst Month | -8.89% | -17.69% |
| Best Year | -1.48% | 38.02% |
| Worst Year | -3.48% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 1.84% | 5.66% |
| Avg. Down Week | -1.83% | -2.94% |
| Avg. Up Month | 3.21% | 15.79% |
| Avg. Down Month | -4.39% | -4.68% |
| Win Days % | 43.68% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |