| Metric | 11372625:btcusd:triple_med_gx:lsma55_25 | 11372625:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -30.82% | 75.42% |
| Max Drawdown | -36.17% | -29.51% |
| Sharpe | -0.8 | 0.63 |
| Sortino | -1.03 | 0.92 |
| Payoff Ratio | 0.97 | 0.98 |
| Profit Factor | 0.76 | 1.11 |
| Common Sense Ratio | 0.65 | 1.06 |
| CPC Index | 0.3 | 0.56 |
| Tail Ratio | 0.85 | 0.96 |
| Outlier Win Ratio | 35.68 | 3.21 |
| Outlier Loss Ratio | 3.88 | 3.35 |
| Volatility (ann.) | 9.59% | 24.55% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.77 | 2.19 |
| Skew | -1.39 | 0.2 |
| Kurtosis | 24.17 | 7.24 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.6% | 4.1% |
| Expected Yearly % | -16.83% | 32.45% |
| Kelly Criterion | -19.85% | 2.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11372625:BTCUSD | 11372625:btcusd:triple_med_gx:lsma55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.78 | -0.39 | - |
| 2025 | 27.10 | -18.82 | -0.69 | - |
| Metric | 11372625:btcusd:triple_med_gx:lsma55_25 | 11372625:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.82% | 41.88% |
| 6M | -18.25% | 22.91% |
| YTD | -18.82% | 27.1% |
| 1Y | -33.75% | 82.29% |
| 3Y (ann.) | -27.91% | 64.73% |
| 5Y (ann.) | -27.91% | 64.73% |
| Metric | 11372625:btcusd:triple_med_gx:lsma55_25 | 11372625:BTCUSD |
|---|---|---|
| Max Drawdown | -36.17% | -29.51% |
| Longest DD Days | 367.0 | 144.0 |
| Avg. Drawdown | -10.38% | -4.71% |
| Avg. Drawdown Days | 99.0 | 14.0 |
| Recovery Factor | -0.85 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-07-17 | -36.17 | 367 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-06-03 | 2024-06-30 | -1.85 | 27 |
| 2024-07-09 | 2024-07-10 | -0.18 | 0 |
| Metric | 11372625:btcusd:triple_med_gx:lsma55_25 | 11372625:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.01% | 18.93% |
| Worst Week | -8.47% | -12.33% |
| Best Month | 5.29% | 37.42% |
| Worst Month | -12.81% | -17.69% |
| Best Year | -14.78% | 38.02% |
| Worst Year | -18.82% | 27.1% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 2.32% | 8.63% |
| Avg. Down Week | -3.3% | -4.26% |
| Avg. Up Month | 3.47% | 19.41% |
| Avg. Down Month | -10.88% | -7.67% |
| Win Days % | 40.94% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 36.59% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |