| Metric | 11372610:btcusd:triple_med_gx:lsma35_25 | 11372610:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -19.82% | 79.62% |
| Max Drawdown | -22.62% | -29.51% |
| Sharpe | -0.9 | 0.65 |
| Sortino | -1.14 | 0.96 |
| Payoff Ratio | 1.04 | 1.1 |
| Profit Factor | 0.64 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.22 | 0.64 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 90.69 | 2.65 |
| Outlier Loss Ratio | 4.46 | 2.78 |
| Volatility (ann.) | 5.32% | 24.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.79 | 2.33 |
| Skew | -2.34 | 0.2 |
| Kurtosis | 54.69 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.57% | 4.27% |
| Expected Yearly % | -10.45% | 34.02% |
| Kelly Criterion | -30.94% | 8.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.07% |
| Expected Shortfall (cVaR) | -0.47% | -2.07% |
| Year | 11372610:BTCUSD | 11372610:btcusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.04 | -0.24 | - |
| 2025 | 30.14 | -11.85 | -0.39 | - |
| Metric | 11372610:btcusd:triple_med_gx:lsma35_25 | 11372610:BTCUSD |
|---|---|---|
| MTD | -0.71% | 13.36% |
| 3M | 1.09% | 45.08% |
| 6M | -11.57% | 28.47% |
| YTD | -11.85% | 30.14% |
| 1Y | -18.8% | 105.13% |
| 3Y (ann.) | -17.93% | 68.87% |
| 5Y (ann.) | -17.93% | 68.87% |
| Metric | 11372610:btcusd:triple_med_gx:lsma35_25 | 11372610:BTCUSD |
|---|---|---|
| Max Drawdown | -22.62% | -29.51% |
| Longest DD Days | 391.0 | 144.0 |
| Avg. Drawdown | -7.66% | -4.58% |
| Avg. Drawdown Days | 130.0 | 14.0 |
| Recovery Factor | -0.88 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-07-14 | -22.62 | 391 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-17 | 2024-06-17 | -0.18 | 0 |
| Metric | 11372610:btcusd:triple_med_gx:lsma35_25 | 11372610:BTCUSD |
|---|---|---|
| Best Day | 2.16% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 3.8% | 18.93% |
| Worst Week | -5.5% | -12.33% |
| Best Month | 1.32% | 37.42% |
| Worst Month | -8.87% | -17.69% |
| Best Year | -9.04% | 38.02% |
| Worst Year | -11.85% | 30.14% |
| Avg. Up Day | 0.67% | 0.72% |
| Avg. Down Day | -0.65% | -0.65% |
| Avg. Up Week | 1.32% | 6.79% |
| Avg. Down Week | -1.98% | -4.54% |
| Avg. Up Month | 0.96% | 10.63% |
| Avg. Down Month | -3.57% | -7.82% |
| Win Days % | 33.33% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 33.33% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |