| Metric | 11370342:btcusd:triple_med_gx:lsma75_10 | 11370342:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -14.47% | 79.62% |
| Max Drawdown | -31.15% | -29.51% |
| Sharpe | -0.27 | 0.65 |
| Sortino | -0.37 | 0.96 |
| Payoff Ratio | 0.99 | 1.01 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.99 | 1.08 |
| CPC Index | 0.4 | 0.58 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 30.0 | 3.27 |
| Outlier Loss Ratio | 3.87 | 3.42 |
| Volatility (ann.) | 10.7% | 24.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.42 | 2.33 |
| Skew | -0.7 | 0.2 |
| Kurtosis | 28.88 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.11% | 4.27% |
| Expected Yearly % | -7.52% | 34.02% |
| Kelly Criterion | -11.18% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.07% |
| Expected Shortfall (cVaR) | -0.93% | -2.07% |
| Year | 11370342:BTCUSD | 11370342:btcusd:triple_med_gx:lsma75_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.13 | -0.32 | - |
| 2025 | 30.14 | -2.67 | -0.09 | - |
| Metric | 11370342:btcusd:triple_med_gx:lsma75_10 | 11370342:BTCUSD |
|---|---|---|
| MTD | 6.56% | 13.36% |
| 3M | 12.15% | 45.08% |
| 6M | -7.24% | 28.47% |
| YTD | -2.67% | 30.14% |
| 1Y | -8.63% | 105.13% |
| 3Y (ann.) | -13.05% | 68.87% |
| 5Y (ann.) | -13.05% | 68.87% |
| Metric | 11370342:btcusd:triple_med_gx:lsma75_10 | 11370342:BTCUSD |
|---|---|---|
| Max Drawdown | -31.15% | -29.51% |
| Longest DD Days | 401.0 | 144.0 |
| Avg. Drawdown | -6.53% | -4.58% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.46 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-14 | -31.15 | 401 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370342:btcusd:triple_med_gx:lsma75_10 | 11370342:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 6.66% | 18.93% |
| Worst Week | -12.68% | -12.33% |
| Best Month | 7.82% | 37.42% |
| Worst Month | -16.24% | -17.69% |
| Best Year | -2.67% | 38.02% |
| Worst Year | -12.13% | 30.14% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.85% | -0.85% |
| Avg. Up Week | 2.76% | 5.42% |
| Avg. Down Week | -2.29% | -3.93% |
| Avg. Up Month | 4.65% | 7.8% |
| Avg. Down Month | -7.43% | -7.82% |
| Win Days % | 44.72% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 40.91% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |