| Metric | 11370343:btcusd:triple_med_gx:lsma20_10 | 11370343:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -24.34% | 79.62% |
| Max Drawdown | -27.59% | -29.51% |
| Sharpe | -1.18 | 0.65 |
| Sortino | -1.37 | 0.96 |
| Payoff Ratio | 0.82 | 0.89 |
| Profit Factor | 0.44 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.1 | 0.51 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 144.98 | 2.35 |
| Outlier Loss Ratio | 3.69 | 2.59 |
| Volatility (ann.) | 5.19% | 24.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.8 | 2.33 |
| Skew | -5.89 | 0.2 |
| Kurtosis | 120.1 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -1.97% | 4.27% |
| Expected Yearly % | -13.02% | 34.02% |
| Kelly Criterion | -60.55% | -2.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.07% |
| Expected Shortfall (cVaR) | -0.46% | -2.07% |
| Year | 11370343:BTCUSD | 11370343:btcusd:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.25 | -0.43 | - |
| 2025 | 30.14 | -9.66 | -0.32 | - |
| Metric | 11370343:btcusd:triple_med_gx:lsma20_10 | 11370343:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | 2.48% | 45.08% |
| 6M | -9.02% | 28.47% |
| YTD | -9.66% | 30.14% |
| 1Y | -15.23% | 105.13% |
| 3Y (ann.) | -22.08% | 68.87% |
| 5Y (ann.) | -22.08% | 68.87% |
| Metric | 11370343:btcusd:triple_med_gx:lsma20_10 | 11370343:BTCUSD |
|---|---|---|
| Max Drawdown | -27.59% | -29.51% |
| Longest DD Days | 398.0 | 144.0 |
| Avg. Drawdown | -13.91% | -4.58% |
| Avg. Drawdown Days | 199.0 | 14.0 |
| Recovery Factor | -0.88 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-07-14 | -27.59 | 398 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| Metric | 11370343:btcusd:triple_med_gx:lsma20_10 | 11370343:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 2.55% | 18.93% |
| Worst Week | -4.16% | -12.33% |
| Best Month | 2.39% | 37.42% |
| Worst Month | -7.24% | -17.69% |
| Best Year | -9.66% | 38.02% |
| Worst Year | -16.25% | 30.14% |
| Avg. Up Day | 0.68% | 0.76% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 0.75% | 4.68% |
| Avg. Down Week | -2.42% | -2.96% |
| Avg. Up Month | 1.21% | 9.44% |
| Avg. Down Month | -4.07% | -7.82% |
| Win Days % | 27.83% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 34.38% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |