| Metric | 11372670:btcusd:triple_med_gx:lsma75_25 | 11372670:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -27.84% | 79.62% |
| Max Drawdown | -35.19% | -29.51% |
| Sharpe | -0.61 | 0.65 |
| Sortino | -0.79 | 0.96 |
| Payoff Ratio | 0.96 | 0.95 |
| Profit Factor | 0.81 | 1.11 |
| Common Sense Ratio | 0.7 | 1.08 |
| CPC Index | 0.33 | 0.55 |
| Tail Ratio | 0.87 | 0.98 |
| Outlier Win Ratio | 32.15 | 3.22 |
| Outlier Loss Ratio | 3.49 | 3.38 |
| Volatility (ann.) | 11.0% | 24.6% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.72 | 2.33 |
| Skew | -1.43 | 0.2 |
| Kurtosis | 33.55 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -2.3% | 4.27% |
| Expected Yearly % | -15.06% | 34.02% |
| Kelly Criterion | -16.03% | 1.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.07% |
| Expected Shortfall (cVaR) | -0.97% | -2.07% |
| Year | 11372670:BTCUSD | 11372670:btcusd:triple_med_gx:lsma75_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -22.50 | -0.59 | - |
| 2025 | 30.14 | -6.89 | -0.23 | - |
| Metric | 11372670:btcusd:triple_med_gx:lsma75_25 | 11372670:BTCUSD |
|---|---|---|
| MTD | 2.01% | 13.36% |
| 3M | 4.05% | 45.08% |
| 6M | -11.21% | 28.47% |
| YTD | -6.89% | 30.14% |
| 1Y | -15.94% | 105.13% |
| 3Y (ann.) | -25.32% | 68.87% |
| 5Y (ann.) | -25.32% | 68.87% |
| Metric | 11372670:btcusd:triple_med_gx:lsma75_25 | 11372670:BTCUSD |
|---|---|---|
| Max Drawdown | -35.19% | -29.51% |
| Longest DD Days | 401.0 | 144.0 |
| Avg. Drawdown | -9.16% | -4.58% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | -0.79 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-14 | -35.19 | 401 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11372670:btcusd:triple_med_gx:lsma75_25 | 11372670:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 6.01% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 7.75% | 37.42% |
| Worst Month | -14.7% | -17.69% |
| Best Year | -6.89% | 38.02% |
| Worst Year | -22.5% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 2.52% | 5.48% |
| Avg. Down Week | -3.81% | -4.84% |
| Avg. Up Month | 2.96% | 9.39% |
| Avg. Down Month | -7.11% | -7.82% |
| Win Days % | 43.28% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 39.47% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |