| Metric | 11370345:btcusd:triple_med_gx:lsma30_10 | 11370345:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -15.03% | 79.62% |
| Max Drawdown | -26.13% | -29.51% |
| Sharpe | -0.48 | 0.65 |
| Sortino | -0.6 | 0.96 |
| Payoff Ratio | 0.95 | 0.97 |
| Profit Factor | 0.78 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.29 | 0.56 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 72.23 | 2.95 |
| Outlier Loss Ratio | 3.4 | 2.85 |
| Volatility (ann.) | 7.05% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.52 | 2.33 |
| Skew | -3.62 | 0.2 |
| Kurtosis | 66.44 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.16% | 4.27% |
| Expected Yearly % | -7.82% | 34.02% |
| Kelly Criterion | -24.95% | 2.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.07% |
| Expected Shortfall (cVaR) | -0.62% | -2.07% |
| Year | 11370345:BTCUSD | 11370345:btcusd:triple_med_gx:lsma30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.17 | -0.43 | - |
| 2025 | 30.14 | 1.36 | 0.05 | - |
| Metric | 11370345:btcusd:triple_med_gx:lsma30_10 | 11370345:BTCUSD |
|---|---|---|
| MTD | 5.7% | 13.36% |
| 3M | 9.19% | 45.08% |
| 6M | -0.24% | 28.47% |
| YTD | 1.36% | 30.14% |
| 1Y | -7.81% | 105.13% |
| 3Y (ann.) | -13.56% | 68.87% |
| 5Y (ann.) | -13.56% | 68.87% |
| Metric | 11370345:btcusd:triple_med_gx:lsma30_10 | 11370345:BTCUSD |
|---|---|---|
| Max Drawdown | -26.13% | -29.51% |
| Longest DD Days | 404.0 | 144.0 |
| Avg. Drawdown | -13.19% | -4.58% |
| Avg. Drawdown Days | 202.0 | 14.0 |
| Recovery Factor | -0.57 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-14 | -26.13 | 404 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| Metric | 11370345:btcusd:triple_med_gx:lsma30_10 | 11370345:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.7% | 18.93% |
| Worst Week | -8.79% | -12.33% |
| Best Month | 5.7% | 37.42% |
| Worst Month | -8.41% | -17.69% |
| Best Year | 1.36% | 38.02% |
| Worst Year | -16.17% | 30.14% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 1.5% | 5.22% |
| Avg. Down Week | -2.21% | -2.94% |
| Avg. Up Month | 3.02% | 16.5% |
| Avg. Down Month | -6.01% | -5.35% |
| Win Days % | 39.13% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 47.06% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |