| Metric | 11371021:btcusd:triple_med_gx:lsma35_15 | 11371021:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -14.1% | 79.62% |
| Max Drawdown | -30.06% | -29.51% |
| Sharpe | -0.39 | 0.65 |
| Sortino | -0.52 | 0.96 |
| Payoff Ratio | 1.03 | 1.05 |
| Profit Factor | 0.83 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.35 | 0.6 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 57.93 | 3.06 |
| Outlier Loss Ratio | 3.65 | 3.02 |
| Volatility (ann.) | 7.86% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.42 | 2.33 |
| Skew | -1.6 | 0.2 |
| Kurtosis | 48.87 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.08% | 4.27% |
| Expected Yearly % | -7.32% | 34.02% |
| Kelly Criterion | -17.02% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11371021:BTCUSD | 11371021:btcusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.40 | -0.01 | - |
| 2025 | 30.14 | -13.76 | -0.46 | - |
| Metric | 11371021:btcusd:triple_med_gx:lsma35_15 | 11371021:BTCUSD |
|---|---|---|
| MTD | -1.62% | 13.36% |
| 3M | 8.58% | 45.08% |
| 6M | -13.76% | 28.47% |
| YTD | -13.76% | 30.14% |
| 1Y | -17.76% | 105.13% |
| 3Y (ann.) | -12.71% | 68.87% |
| 5Y (ann.) | -12.71% | 68.87% |
| Metric | 11371021:btcusd:triple_med_gx:lsma35_15 | 11371021:BTCUSD |
|---|---|---|
| Max Drawdown | -30.06% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -7.62% | -4.58% |
| Avg. Drawdown Days | 76.0 | 14.0 |
| Recovery Factor | -0.47 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-14 | -30.06 | 339 |
| 2024-07-10 | 2024-08-08 | -4.70 | 29 |
| 2024-06-27 | 2024-07-08 | -2.29 | 11 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11371021:btcusd:triple_med_gx:lsma35_15 | 11371021:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -10.84% | -12.33% |
| Best Month | 8.53% | 37.42% |
| Worst Month | -13.23% | -17.69% |
| Best Year | -0.4% | 38.02% |
| Worst Year | -13.76% | 30.14% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 2.49% | 5.66% |
| Avg. Down Week | -2.42% | -4.89% |
| Avg. Up Month | 2.71% | 18.38% |
| Avg. Down Month | -6.93% | -7.67% |
| Win Days % | 40.5% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |