| Metric | 11370346:btcusd:triple_med_gx:lsma35_10 | 11370346:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -13.24% | 79.62% |
| Max Drawdown | -24.52% | -29.51% |
| Sharpe | -0.39 | 0.65 |
| Sortino | -0.49 | 0.96 |
| Payoff Ratio | 1.02 | 1.05 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.34 | 0.6 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 60.58 | 3.03 |
| Outlier Loss Ratio | 3.62 | 2.91 |
| Volatility (ann.) | 7.48% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.49 | 2.33 |
| Skew | -2.96 | 0.2 |
| Kurtosis | 53.31 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.01% | 4.27% |
| Expected Yearly % | -6.85% | 34.02% |
| Kelly Criterion | -19.39% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11370346:BTCUSD | 11370346:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.99 | -0.34 | - |
| 2025 | 30.14 | -0.28 | -0.01 | - |
| Metric | 11370346:btcusd:triple_med_gx:lsma35_10 | 11370346:BTCUSD |
|---|---|---|
| MTD | 4.18% | 13.36% |
| 3M | 8.32% | 45.08% |
| 6M | -1.85% | 28.47% |
| YTD | -0.28% | 30.14% |
| 1Y | -7.37% | 105.13% |
| 3Y (ann.) | -11.93% | 68.87% |
| 5Y (ann.) | -11.93% | 68.87% |
| Metric | 11370346:btcusd:triple_med_gx:lsma35_10 | 11370346:BTCUSD |
|---|---|---|
| Max Drawdown | -24.52% | -29.51% |
| Longest DD Days | 386.0 | 144.0 |
| Avg. Drawdown | -8.27% | -4.58% |
| Avg. Drawdown Days | 129.0 | 14.0 |
| Recovery Factor | -0.54 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2025-07-14 | -24.52 | 386 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370346:btcusd:triple_med_gx:lsma35_10 | 11370346:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 4.44% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 5.16% | 37.42% |
| Worst Month | -8.41% | -17.69% |
| Best Year | -0.28% | 38.02% |
| Worst Year | -12.99% | 30.14% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 1.53% | 4.74% |
| Avg. Down Week | -2.14% | -2.94% |
| Avg. Up Month | 3.32% | 16.5% |
| Avg. Down Month | -3.98% | -7.82% |
| Win Days % | 39.58% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |