| Metric | 11373621:btcusd:triple_med_gx:lsma80_30 | 11373621:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -11.6% | 79.62% |
| Max Drawdown | -18.33% | -29.51% |
| Sharpe | -0.32 | 0.65 |
| Sortino | -0.42 | 0.96 |
| Payoff Ratio | 0.95 | 0.95 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.72 | 1.08 |
| CPC Index | 0.37 | 0.55 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 49.67 | 2.96 |
| Outlier Loss Ratio | 3.51 | 2.84 |
| Volatility (ann.) | 7.7% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.57 | 2.33 |
| Skew | -2.42 | 0.2 |
| Kurtosis | 63.14 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.88% | 4.27% |
| Expected Yearly % | -5.98% | 34.02% |
| Kelly Criterion | -12.76% | 1.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11373621:BTCUSD | 11373621:btcusd:triple_med_gx:lsma80_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.38 | -0.04 | - |
| 2025 | 30.14 | -10.36 | -0.34 | - |
| Metric | 11373621:btcusd:triple_med_gx:lsma80_30 | 11373621:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | -3.46% | 45.08% |
| 6M | -12.45% | 28.47% |
| YTD | -10.36% | 30.14% |
| 1Y | -9.77% | 105.13% |
| 3Y (ann.) | -10.45% | 68.87% |
| 5Y (ann.) | -10.45% | 68.87% |
| Metric | 11373621:btcusd:triple_med_gx:lsma80_30 | 11373621:BTCUSD |
|---|---|---|
| Max Drawdown | -18.33% | -29.51% |
| Longest DD Days | 140.0 | 144.0 |
| Avg. Drawdown | -7.02% | -4.58% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.63 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -18.33 | 130 |
| 2024-06-07 | 2024-10-14 | -8.66 | 129 |
| 2024-10-16 | 2025-03-05 | -6.81 | 140 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11373621:btcusd:triple_med_gx:lsma80_30 | 11373621:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.42% | 18.93% |
| Worst Week | -11.51% | -12.33% |
| Best Month | 4.26% | 37.42% |
| Worst Month | -9.01% | -17.69% |
| Best Year | -1.38% | 38.02% |
| Worst Year | -10.36% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.36% | 6.07% |
| Avg. Down Week | -3.26% | -3.31% |
| Avg. Up Month | 1.98% | 10.63% |
| Avg. Down Month | -4.14% | -5.35% |
| Win Days % | 45.15% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |