| Metric | 11371646:btcusd:triple_med_gx:lsma55_20 | 11371646:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -15.76% | 79.62% |
| Max Drawdown | -20.84% | -29.51% |
| Sharpe | -0.33 | 0.65 |
| Sortino | -0.46 | 0.96 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.98 | 1.08 |
| CPC Index | 0.42 | 0.58 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 30.82 | 3.24 |
| Outlier Loss Ratio | 4.12 | 3.19 |
| Volatility (ann.) | 10.13% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.68 | 2.33 |
| Skew | 0.02 | 0.2 |
| Kurtosis | 31.13 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.22% | 4.27% |
| Expected Yearly % | -8.22% | 34.02% |
| Kelly Criterion | -9.68% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11371646:BTCUSD | 11371646:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.00 | -0.26 | - |
| 2025 | 30.14 | -6.40 | -0.21 | - |
| Metric | 11371646:btcusd:triple_med_gx:lsma55_20 | 11371646:BTCUSD |
|---|---|---|
| MTD | 2.66% | 13.36% |
| 3M | -2.11% | 45.08% |
| 6M | -7.21% | 28.47% |
| YTD | -6.4% | 30.14% |
| 1Y | -12.41% | 105.13% |
| 3Y (ann.) | -14.23% | 68.87% |
| 5Y (ann.) | -14.23% | 68.87% |
| Metric | 11371646:btcusd:triple_med_gx:lsma55_20 | 11371646:BTCUSD |
|---|---|---|
| Max Drawdown | -20.84% | -29.51% |
| Longest DD Days | 322.0 | 144.0 |
| Avg. Drawdown | -8.08% | -4.58% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | -0.76 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-14 | -20.84 | 322 |
| 2024-06-07 | 2024-08-23 | -11.12 | 77 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11371646:btcusd:triple_med_gx:lsma55_20 | 11371646:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 8.51% | 18.93% |
| Worst Week | -5.28% | -12.33% |
| Best Month | 7.73% | 37.42% |
| Worst Month | -5.59% | -17.69% |
| Best Year | -6.4% | 38.02% |
| Worst Year | -10.0% | 30.14% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.72% | -0.82% |
| Avg. Up Week | 3.19% | 7.84% |
| Avg. Down Week | -1.76% | -4.76% |
| Avg. Up Month | 2.19% | 25.39% |
| Avg. Down Month | -4.35% | -9.42% |
| Win Days % | 42.56% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 31.37% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |