| Metric | 11372619:btcusd:triple_med_gx:lsma40_25 | 11372619:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -19.38% | 79.62% |
| Max Drawdown | -28.31% | -29.51% |
| Sharpe | -0.63 | 0.65 |
| Sortino | -0.8 | 0.96 |
| Payoff Ratio | 0.98 | 0.97 |
| Profit Factor | 0.77 | 1.11 |
| Common Sense Ratio | 0.23 | 1.08 |
| CPC Index | 0.31 | 0.56 |
| Tail Ratio | 0.3 | 0.98 |
| Outlier Win Ratio | 57.64 | 2.96 |
| Outlier Loss Ratio | 3.74 | 3.0 |
| Volatility (ann.) | 7.19% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.62 | 2.33 |
| Skew | -2.4 | 0.2 |
| Kurtosis | 40.27 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.53% | 4.27% |
| Expected Yearly % | -10.21% | 34.02% |
| Kelly Criterion | -19.82% | 2.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11372619:BTCUSD | 11372619:btcusd:triple_med_gx:lsma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.68 | -0.31 | - |
| 2025 | 30.14 | -8.72 | -0.29 | - |
| Metric | 11372619:btcusd:triple_med_gx:lsma40_25 | 11372619:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 5.56% | 45.08% |
| 6M | -9.5% | 28.47% |
| YTD | -8.72% | 30.14% |
| 1Y | -17.38% | 105.13% |
| 3Y (ann.) | -17.53% | 68.87% |
| 5Y (ann.) | -17.53% | 68.87% |
| Metric | 11372619:btcusd:triple_med_gx:lsma40_25 | 11372619:BTCUSD |
|---|---|---|
| Max Drawdown | -28.31% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -15.23% | -4.58% |
| Avg. Drawdown Days | 202.0 | 14.0 |
| Recovery Factor | -0.68 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -28.31 | 369 |
| 2024-06-03 | 2024-07-10 | -2.15 | 36 |
| Metric | 11372619:btcusd:triple_med_gx:lsma40_25 | 11372619:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 3.7% | 18.93% |
| Worst Week | -6.83% | -12.33% |
| Best Month | 5.23% | 37.42% |
| Worst Month | -10.04% | -17.69% |
| Best Year | -8.72% | 38.02% |
| Worst Year | -11.68% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 1.87% | 5.58% |
| Avg. Down Week | -2.57% | -4.71% |
| Avg. Up Month | 2.57% | 16.65% |
| Avg. Down Month | -5.07% | -7.82% |
| Win Days % | 40.55% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 44.12% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |