| Metric | 11374240:btcusd:triple_med_gx:lsma95_35 | 11374240:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -25.18% | 79.62% |
| Max Drawdown | -28.14% | -29.51% |
| Sharpe | -0.62 | 0.65 |
| Sortino | -0.84 | 0.96 |
| Payoff Ratio | 1.16 | 1.04 |
| Profit Factor | 0.79 | 1.11 |
| Common Sense Ratio | 0.56 | 1.08 |
| CPC Index | 0.36 | 0.6 |
| Tail Ratio | 0.71 | 0.98 |
| Outlier Win Ratio | 37.85 | 3.06 |
| Outlier Loss Ratio | 3.78 | 3.09 |
| Volatility (ann.) | 9.63% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.81 | 2.33 |
| Skew | -0.88 | 0.2 |
| Kurtosis | 44.66 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -2.05% | 4.27% |
| Expected Yearly % | -13.5% | 34.02% |
| Kelly Criterion | -13.67% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11374240:BTCUSD | 11374240:btcusd:triple_med_gx:lsma95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.24 | -0.37 | - |
| 2025 | 30.14 | -12.75 | -0.42 | - |
| Metric | 11374240:btcusd:triple_med_gx:lsma95_35 | 11374240:BTCUSD |
|---|---|---|
| MTD | 1.68% | 13.36% |
| 3M | 2.51% | 45.08% |
| 6M | -8.28% | 28.47% |
| YTD | -12.75% | 30.14% |
| 1Y | -19.31% | 105.13% |
| 3Y (ann.) | -22.85% | 68.87% |
| 5Y (ann.) | -22.85% | 68.87% |
| Metric | 11374240:btcusd:triple_med_gx:lsma95_35 | 11374240:BTCUSD |
|---|---|---|
| Max Drawdown | -28.14% | -29.51% |
| Longest DD Days | 400.0 | 144.0 |
| Avg. Drawdown | -28.14% | -4.58% |
| Avg. Drawdown Days | 400.0 | 14.0 |
| Recovery Factor | -0.89 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-07-14 | -28.14 | 400 |
| Metric | 11374240:btcusd:triple_med_gx:lsma95_35 | 11374240:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.95% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 5.26% | 37.42% |
| Worst Month | -12.53% | -17.69% |
| Best Year | -12.75% | 38.02% |
| Worst Year | -14.24% | 30.14% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.73% | -0.84% |
| Avg. Up Week | 2.02% | 5.5% |
| Avg. Down Week | -3.39% | -3.64% |
| Avg. Up Month | 2.1% | 14.93% |
| Avg. Down Month | -5.33% | -5.35% |
| Win Days % | 39.02% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 38.89% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |