| Metric | 11370344:btcusd:triple_med_gx:lsma25_10 | 11370344:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -14.56% | 79.62% |
| Max Drawdown | -24.64% | -29.51% |
| Sharpe | -0.52 | 0.65 |
| Sortino | -0.66 | 0.96 |
| Payoff Ratio | 0.94 | 0.97 |
| Profit Factor | 0.75 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.26 | 0.56 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 81.66 | 2.69 |
| Outlier Loss Ratio | 3.5 | 2.74 |
| Volatility (ann.) | 6.32% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.53 | 2.33 |
| Skew | -3.65 | 0.2 |
| Kurtosis | 76.25 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.12% | 4.27% |
| Expected Yearly % | -7.56% | 34.02% |
| Kelly Criterion | -30.99% | 2.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.07% |
| Expected Shortfall (cVaR) | -0.55% | -2.07% |
| Year | 11370344:BTCUSD | 11370344:btcusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.42 | -0.46 | - |
| 2025 | 30.14 | 3.47 | 0.11 | - |
| Metric | 11370344:btcusd:triple_med_gx:lsma25_10 | 11370344:BTCUSD |
|---|---|---|
| MTD | 4.03% | 13.36% |
| 3M | 7.03% | 45.08% |
| 6M | 3.45% | 28.47% |
| YTD | 3.47% | 30.14% |
| 1Y | -4.15% | 105.13% |
| 3Y (ann.) | -13.13% | 68.87% |
| 5Y (ann.) | -13.13% | 68.87% |
| Metric | 11370344:btcusd:triple_med_gx:lsma25_10 | 11370344:BTCUSD |
|---|---|---|
| Max Drawdown | -24.64% | -29.51% |
| Longest DD Days | 398.0 | 144.0 |
| Avg. Drawdown | -12.44% | -4.58% |
| Avg. Drawdown Days | 199.0 | 14.0 |
| Recovery Factor | -0.59 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-07-14 | -24.64 | 398 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| Metric | 11370344:btcusd:triple_med_gx:lsma25_10 | 11370344:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 4.03% | 18.93% |
| Worst Week | -6.01% | -12.33% |
| Best Month | 4.03% | 37.42% |
| Worst Month | -7.85% | -17.69% |
| Best Year | 3.47% | 38.02% |
| Worst Year | -17.42% | 30.14% |
| Avg. Up Day | 0.86% | 0.91% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 1.22% | 5.44% |
| Avg. Down Week | -2.94% | -3.22% |
| Avg. Up Month | 2.93% | 18.19% |
| Avg. Down Month | -3.84% | -7.82% |
| Win Days % | 36.43% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 46.88% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |