| Metric | 11372652:btcusd:triple_med_gx:lsma55_25 | 11372652:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -20.0% | 79.62% |
| Max Drawdown | -26.66% | -29.51% |
| Sharpe | -0.6 | 0.65 |
| Sortino | -0.77 | 0.96 |
| Payoff Ratio | 0.96 | 0.97 |
| Profit Factor | 0.78 | 1.11 |
| Common Sense Ratio | 0.66 | 1.08 |
| CPC Index | 0.31 | 0.56 |
| Tail Ratio | 0.85 | 0.98 |
| Outlier Win Ratio | 52.52 | 3.06 |
| Outlier Loss Ratio | 3.6 | 3.07 |
| Volatility (ann.) | 7.8% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.68 | 2.33 |
| Skew | -2.0 | 0.2 |
| Kurtosis | 37.05 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.58% | 4.27% |
| Expected Yearly % | -10.56% | 34.02% |
| Kelly Criterion | -19.9% | 2.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11372652:BTCUSD | 11372652:btcusd:triple_med_gx:lsma55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.15 | -0.27 | - |
| 2025 | 30.14 | -10.96 | -0.36 | - |
| Metric | 11372652:btcusd:triple_med_gx:lsma55_25 | 11372652:BTCUSD |
|---|---|---|
| MTD | 1.06% | 13.36% |
| 3M | -1.51% | 45.08% |
| 6M | -10.96% | 28.47% |
| YTD | -10.96% | 30.14% |
| 1Y | -23.28% | 105.13% |
| 3Y (ann.) | -18.1% | 68.87% |
| 5Y (ann.) | -18.1% | 68.87% |
| Metric | 11372652:btcusd:triple_med_gx:lsma55_25 | 11372652:BTCUSD |
|---|---|---|
| Max Drawdown | -26.66% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -5.61% | -4.58% |
| Avg. Drawdown Days | 67.0 | 14.0 |
| Recovery Factor | -0.75 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-07-14 | -26.66 | 365 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-06-05 | 2024-06-30 | -1.84 | 25 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11372652:btcusd:triple_med_gx:lsma55_25 | 11372652:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -5.87% | -12.33% |
| Best Month | 4.78% | 37.42% |
| Worst Month | -9.12% | -17.69% |
| Best Year | -10.15% | 38.02% |
| Worst Year | -10.96% | 30.14% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 1.61% | 6.94% |
| Avg. Down Week | -1.5% | -4.82% |
| Avg. Up Month | 2.28% | 7.14% |
| Avg. Down Month | -4.74% | -7.93% |
| Win Days % | 41.23% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |