| Metric | 11371641:btcusd:triple_med_gx:lsma30_20 | 11371641:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -6.76% | 75.42% |
| Max Drawdown | -14.57% | -29.51% |
| Sharpe | -0.17 | 0.63 |
| Sortino | -0.25 | 0.92 |
| Payoff Ratio | 1.34 | 1.21 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.46 | 0.69 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 46.78 | 3.07 |
| Outlier Loss Ratio | 4.81 | 2.92 |
| Volatility (ann.) | 7.51% | 24.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.41 | 2.19 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 41.84 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.5% | 4.1% |
| Expected Yearly % | -3.44% | 32.45% |
| Kelly Criterion | -10.41% | 11.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11371641:BTCUSD | 11371641:btcusd:triple_med_gx:lsma30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.53 | -0.20 | - |
| 2025 | 27.10 | 0.84 | 0.03 | - |
| Metric | 11371641:btcusd:triple_med_gx:lsma30_20 | 11371641:BTCUSD |
|---|---|---|
| MTD | 4.71% | 10.71% |
| 3M | 0.96% | 41.88% |
| 6M | -4.79% | 22.91% |
| YTD | 0.84% | 27.1% |
| 1Y | -3.48% | 82.29% |
| 3Y (ann.) | -6.02% | 64.73% |
| 5Y (ann.) | -6.02% | 64.73% |
| Metric | 11371641:btcusd:triple_med_gx:lsma30_20 | 11371641:BTCUSD |
|---|---|---|
| Max Drawdown | -14.57% | -29.51% |
| Longest DD Days | 404.0 | 144.0 |
| Avg. Drawdown | -3.91% | -4.71% |
| Avg. Drawdown Days | 101.0 | 14.0 |
| Recovery Factor | -0.46 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-17 | -14.57 | 404 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 11371641:btcusd:triple_med_gx:lsma30_20 | 11371641:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 8.54% | 18.93% |
| Worst Week | -4.81% | -12.33% |
| Best Month | 4.78% | 37.42% |
| Worst Month | -7.75% | -17.69% |
| Best Year | 0.84% | 38.02% |
| Worst Year | -7.53% | 27.1% |
| Avg. Up Day | 0.82% | 0.87% |
| Avg. Down Day | -0.61% | -0.72% |
| Avg. Up Week | 2.09% | 6.06% |
| Avg. Down Week | -1.62% | -4.95% |
| Avg. Up Month | 3.73% | 11.35% |
| Avg. Down Month | -4.89% | -12.52% |
| Win Days % | 36.73% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 42.0% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |