| Metric | 11372618:btcusd:triple_med_gx:lsma35_25 | 11372618:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -13.17% | 75.42% |
| Max Drawdown | -21.16% | -29.51% |
| Sharpe | -0.5 | 0.63 |
| Sortino | -0.65 | 0.92 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 0.77 | 1.11 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.32 | 0.64 |
| Tail Ratio | 0.0 | 0.96 |
| Outlier Win Ratio | 80.28 | 2.73 |
| Outlier Loss Ratio | 3.83 | 2.66 |
| Volatility (ann.) | 5.88% | 24.55% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.56 | 2.19 |
| Skew | -2.87 | 0.2 |
| Kurtosis | 72.12 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.0% | 4.1% |
| Expected Yearly % | -6.82% | 32.45% |
| Kelly Criterion | -19.61% | 8.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.07% |
| Expected Shortfall (cVaR) | -0.51% | -2.07% |
| Year | 11372618:BTCUSD | 11372618:btcusd:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.02 | -0.24 | - |
| 2025 | 27.10 | -4.56 | -0.17 | - |
| Metric | 11372618:btcusd:triple_med_gx:lsma35_25 | 11372618:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.19% | 41.88% |
| 6M | -5.47% | 22.91% |
| YTD | -4.56% | 27.1% |
| 1Y | -10.81% | 82.29% |
| 3Y (ann.) | -11.79% | 64.73% |
| 5Y (ann.) | -11.79% | 64.73% |
| Metric | 11372618:btcusd:triple_med_gx:lsma35_25 | 11372618:BTCUSD |
|---|---|---|
| Max Drawdown | -21.16% | -29.51% |
| Longest DD Days | 408.0 | 144.0 |
| Avg. Drawdown | -21.16% | -4.71% |
| Avg. Drawdown Days | 408.0 | 14.0 |
| Recovery Factor | -0.62 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-07-17 | -21.16 | 408 |
| Metric | 11372618:btcusd:triple_med_gx:lsma35_25 | 11372618:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 3.71% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 3.52% | 37.42% |
| Worst Month | -7.14% | -17.69% |
| Best Year | -4.56% | 38.02% |
| Worst Year | -9.02% | 27.1% |
| Avg. Up Day | 0.78% | 0.82% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 1.82% | 6.08% |
| Avg. Down Week | -2.5% | -4.75% |
| Avg. Up Month | 1.62% | 15.1% |
| Avg. Down Month | -4.37% | -7.59% |
| Win Days % | 36.71% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 43.75% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |