| Metric | 11372162:btcusd:triple_med_gx:lsma55_20 | 11372162:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -22.33% | 79.62% |
| Max Drawdown | -22.98% | -29.51% |
| Sharpe | -0.74 | 0.65 |
| Sortino | -0.93 | 0.96 |
| Payoff Ratio | 0.88 | 0.89 |
| Profit Factor | 0.71 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.27 | 0.51 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 65.01 | 2.95 |
| Outlier Loss Ratio | 3.27 | 3.08 |
| Volatility (ann.) | 7.26% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.88 | 2.33 |
| Skew | -2.31 | 0.2 |
| Kurtosis | 44.18 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -1.79% | 4.27% |
| Expected Yearly % | -11.87% | 34.02% |
| Kelly Criterion | -22.53% | -1.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11372162:BTCUSD | 11372162:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.14 | -0.29 | - |
| 2025 | 30.14 | -12.60 | -0.42 | - |
| Metric | 11372162:btcusd:triple_med_gx:lsma55_20 | 11372162:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -4.51% | 45.08% |
| 6M | -15.49% | 28.47% |
| YTD | -12.6% | 30.14% |
| 1Y | -11.41% | 105.13% |
| 3Y (ann.) | -20.24% | 68.87% |
| 5Y (ann.) | -20.24% | 68.87% |
| Metric | 11372162:btcusd:triple_med_gx:lsma55_20 | 11372162:BTCUSD |
|---|---|---|
| Max Drawdown | -22.98% | -29.51% |
| Longest DD Days | 401.0 | 144.0 |
| Avg. Drawdown | -8.13% | -4.58% |
| Avg. Drawdown Days | 134.0 | 14.0 |
| Recovery Factor | -0.97 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-14 | -22.98 | 401 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11372162:btcusd:triple_med_gx:lsma55_20 | 11372162:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.2% | 18.93% |
| Worst Week | -9.6% | -12.33% |
| Best Month | 3.37% | 37.42% |
| Worst Month | -9.86% | -17.69% |
| Best Year | -11.14% | 38.02% |
| Worst Year | -12.6% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 1.85% | 7.42% |
| Avg. Down Week | -2.26% | -3.16% |
| Avg. Up Month | 1.88% | 10.51% |
| Avg. Down Month | -3.82% | -7.59% |
| Win Days % | 42.7% | 51.93% |
| Win Month % | 36.36% | 64.29% |
| Win Week % | 32.0% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |