| Metric | 11373620:btcusd:triple_med_gx:lsma75_30 | 11373620:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -13.56% | 79.62% |
| Max Drawdown | -18.72% | -29.51% |
| Sharpe | -0.39 | 0.65 |
| Sortino | -0.51 | 0.96 |
| Payoff Ratio | 0.93 | 0.95 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.53 | 1.08 |
| CPC Index | 0.35 | 0.55 |
| Tail Ratio | 0.63 | 0.98 |
| Outlier Win Ratio | 53.81 | 2.95 |
| Outlier Loss Ratio | 3.38 | 2.84 |
| Volatility (ann.) | 7.59% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.65 | 2.33 |
| Skew | -2.55 | 0.2 |
| Kurtosis | 66.83 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.04% | 4.27% |
| Expected Yearly % | -7.03% | 34.02% |
| Kelly Criterion | -13.68% | 1.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11373620:BTCUSD | 11373620:btcusd:triple_med_gx:lsma75_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.32 | -0.06 | - |
| 2025 | 30.14 | -11.51 | -0.38 | - |
| Metric | 11373620:btcusd:triple_med_gx:lsma75_30 | 11373620:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -3.27% | 45.08% |
| 6M | -11.84% | 28.47% |
| YTD | -11.51% | 30.14% |
| 1Y | -11.77% | 105.13% |
| 3Y (ann.) | -12.22% | 68.87% |
| 5Y (ann.) | -12.22% | 68.87% |
| Metric | 11373620:btcusd:triple_med_gx:lsma75_30 | 11373620:BTCUSD |
|---|---|---|
| Max Drawdown | -18.72% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -7.11% | -4.58% |
| Avg. Drawdown Days | 77.0 | 14.0 |
| Recovery Factor | -0.72 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -18.72 | 130 |
| 2024-06-07 | 2024-10-14 | -8.66 | 129 |
| 2024-10-29 | 2025-03-06 | -6.87 | 127 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11373620:btcusd:triple_med_gx:lsma75_30 | 11373620:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.86% | 18.93% |
| Worst Week | -11.51% | -12.33% |
| Best Month | 3.77% | 37.42% |
| Worst Month | -8.4% | -17.69% |
| Best Year | -2.32% | 38.02% |
| Worst Year | -11.51% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 2.81% | 5.61% |
| Avg. Down Week | -3.18% | -3.49% |
| Avg. Up Month | 1.58% | 9.76% |
| Avg. Down Month | -4.02% | -5.35% |
| Win Days % | 45.21% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 39.13% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |