| Metric | 11371798:btcusd:triple_med_gx:lsma35_20 | 11371798:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -20.3% | 79.62% |
| Max Drawdown | -28.3% | -29.51% |
| Sharpe | -0.77 | 0.65 |
| Sortino | -0.96 | 0.96 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 0.69 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.26 | 0.6 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 77.12 | 2.84 |
| Outlier Loss Ratio | 3.89 | 2.87 |
| Volatility (ann.) | 6.36% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.65 | 2.33 |
| Skew | -2.82 | 0.2 |
| Kurtosis | 54.06 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.61% | 4.27% |
| Expected Yearly % | -10.72% | 34.02% |
| Kelly Criterion | -25.57% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.07% |
| Expected Shortfall (cVaR) | -0.56% | -2.07% |
| Year | 11371798:BTCUSD | 11371798:btcusd:triple_med_gx:lsma35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.43 | -0.17 | - |
| 2025 | 30.14 | -14.82 | -0.49 | - |
| Metric | 11371798:btcusd:triple_med_gx:lsma35_20 | 11371798:BTCUSD |
|---|---|---|
| MTD | -1.28% | 13.36% |
| 3M | 1.01% | 45.08% |
| 6M | -14.82% | 28.47% |
| YTD | -14.82% | 30.14% |
| 1Y | -22.84% | 105.13% |
| 3Y (ann.) | -18.37% | 68.87% |
| 5Y (ann.) | -18.37% | 68.87% |
| Metric | 11371798:btcusd:triple_med_gx:lsma35_20 | 11371798:BTCUSD |
|---|---|---|
| Max Drawdown | -28.3% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -7.83% | -4.58% |
| Avg. Drawdown Days | 97.0 | 14.0 |
| Recovery Factor | -0.72 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -28.30 | 369 |
| 2024-06-19 | 2024-07-10 | -2.82 | 20 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11371798:btcusd:triple_med_gx:lsma35_20 | 11371798:BTCUSD |
|---|---|---|
| Best Day | 2.23% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 3.37% | 18.93% |
| Worst Week | -10.97% | -12.33% |
| Best Month | 5.71% | 37.42% |
| Worst Month | -12.94% | -17.69% |
| Best Year | -6.43% | 38.02% |
| Worst Year | -14.82% | 30.14% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 1.81% | 6.17% |
| Avg. Down Week | -1.88% | -4.75% |
| Avg. Up Month | 2.65% | 18.38% |
| Avg. Down Month | -6.24% | -7.93% |
| Win Days % | 35.43% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 37.14% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |