| Metric | 11373500:btcusd:triple_med_gx:lsma55_30 | 11373500:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -27.49% | 75.42% |
| Max Drawdown | -32.15% | -29.51% |
| Sharpe | -0.73 | 0.63 |
| Sortino | -0.94 | 0.92 |
| Payoff Ratio | 0.88 | 0.89 |
| Profit Factor | 0.77 | 1.11 |
| Common Sense Ratio | 0.67 | 1.06 |
| CPC Index | 0.29 | 0.51 |
| Tail Ratio | 0.87 | 0.96 |
| Outlier Win Ratio | 38.67 | 3.08 |
| Outlier Loss Ratio | 3.64 | 3.26 |
| Volatility (ann.) | 9.17% | 24.55% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.77 | 2.19 |
| Skew | -1.46 | 0.2 |
| Kurtosis | 28.15 | 7.24 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.27% | 4.1% |
| Expected Yearly % | -14.85% | 32.45% |
| Kelly Criterion | -20.65% | -2.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11373500:BTCUSD | 11373500:btcusd:triple_med_gx:lsma55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.53 | -0.30 | - |
| 2025 | 27.10 | -18.04 | -0.67 | - |
| Metric | 11373500:btcusd:triple_med_gx:lsma55_30 | 11373500:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -3.41% | 41.88% |
| 6M | -17.46% | 22.91% |
| YTD | -18.04% | 27.1% |
| 1Y | -30.7% | 82.29% |
| 3Y (ann.) | -24.83% | 64.73% |
| 5Y (ann.) | -24.83% | 64.73% |
| Metric | 11373500:btcusd:triple_med_gx:lsma55_30 | 11373500:BTCUSD |
|---|---|---|
| Max Drawdown | -32.15% | -29.51% |
| Longest DD Days | 367.0 | 144.0 |
| Avg. Drawdown | -7.7% | -4.71% |
| Avg. Drawdown Days | 79.0 | 14.0 |
| Recovery Factor | -0.85 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-07-17 | -32.15 | 367 |
| 2024-07-11 | 2024-07-13 | -2.96 | 2 |
| 2024-07-10 | 2024-07-11 | -1.64 | 1 |
| 2024-06-04 | 2024-06-30 | -1.55 | 26 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| Metric | 11373500:btcusd:triple_med_gx:lsma55_30 | 11373500:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.38% | 18.93% |
| Worst Week | -6.85% | -12.33% |
| Best Month | 6.63% | 37.42% |
| Worst Month | -9.98% | -17.69% |
| Best Year | -11.53% | 38.02% |
| Worst Year | -18.04% | 27.1% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 2.99% | 7.91% |
| Avg. Down Week | -2.68% | -4.28% |
| Avg. Up Month | 3.91% | 6.4% |
| Avg. Down Month | -5.55% | -7.93% |
| Win Days % | 43.51% | 51.89% |
| Win Month % | 23.08% | 64.29% |
| Win Week % | 27.5% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |