| Metric | 11374297:btcusd:triple_med_gx:lsma100_35 | 11374297:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -20.35% | 79.62% |
| Max Drawdown | -26.11% | -29.51% |
| Sharpe | -0.46 | 0.65 |
| Sortino | -0.62 | 0.96 |
| Payoff Ratio | 1.05 | 1.0 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.83 | 1.08 |
| CPC Index | 0.38 | 0.58 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 33.24 | 3.08 |
| Outlier Loss Ratio | 3.81 | 3.2 |
| Volatility (ann.) | 9.92% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.71 | 2.33 |
| Skew | -1.07 | 0.2 |
| Kurtosis | 38.63 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.61% | 4.27% |
| Expected Yearly % | -10.75% | 34.02% |
| Kelly Criterion | -11.44% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11374297:BTCUSD | 11374297:btcusd:triple_med_gx:lsma100_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.59 | -0.28 | - |
| 2025 | 30.14 | -10.92 | -0.36 | - |
| Metric | 11374297:btcusd:triple_med_gx:lsma100_35 | 11374297:BTCUSD |
|---|---|---|
| MTD | 3.93% | 13.36% |
| 3M | 4.56% | 45.08% |
| 6M | -8.92% | 28.47% |
| YTD | -10.92% | 30.14% |
| 1Y | -17.02% | 105.13% |
| 3Y (ann.) | -18.42% | 68.87% |
| 5Y (ann.) | -18.42% | 68.87% |
| Metric | 11374297:btcusd:triple_med_gx:lsma100_35 | 11374297:BTCUSD |
|---|---|---|
| Max Drawdown | -26.11% | -29.51% |
| Longest DD Days | 399.0 | 144.0 |
| Avg. Drawdown | -13.15% | -4.58% |
| Avg. Drawdown Days | 200.0 | 14.0 |
| Recovery Factor | -0.78 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-07-14 | -26.11 | 399 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| Metric | 11374297:btcusd:triple_med_gx:lsma100_35 | 11374297:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.91% | 18.93% |
| Worst Week | -9.61% | -12.33% |
| Best Month | 9.83% | 37.42% |
| Worst Month | -8.76% | -17.69% |
| Best Year | -10.59% | 38.02% |
| Worst Year | -10.92% | 30.14% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 2.11% | 6.34% |
| Avg. Down Week | -4.05% | -4.49% |
| Avg. Up Month | 3.79% | 16.39% |
| Avg. Down Month | -6.6% | -7.82% |
| Win Days % | 42.86% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 48.57% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |