| Metric | 11374456:btcusd:triple_med_gx:lsma55_35 | 11374456:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -15.67% | 79.62% |
| Max Drawdown | -18.56% | -29.51% |
| Sharpe | -0.5 | 0.65 |
| Sortino | -0.65 | 0.96 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 0.8 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.33 | 0.61 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 60.33 | 2.94 |
| Outlier Loss Ratio | 3.56 | 2.99 |
| Volatility (ann.) | 7.16% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.76 | 2.33 |
| Skew | -1.39 | 0.2 |
| Kurtosis | 40.85 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.21% | 4.27% |
| Expected Yearly % | -8.17% | 34.02% |
| Kelly Criterion | -18.06% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11374456:BTCUSD | 11374456:btcusd:triple_med_gx:lsma55_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.73 | -0.18 | - |
| 2025 | 30.14 | -9.59 | -0.32 | - |
| Metric | 11374456:btcusd:triple_med_gx:lsma55_35 | 11374456:BTCUSD |
|---|---|---|
| MTD | -0.53% | 13.36% |
| 3M | -5.03% | 45.08% |
| 6M | -9.59% | 28.47% |
| YTD | -9.59% | 30.14% |
| 1Y | -16.91% | 105.13% |
| 3Y (ann.) | -14.14% | 68.87% |
| 5Y (ann.) | -14.14% | 68.87% |
| Metric | 11374456:btcusd:triple_med_gx:lsma55_35 | 11374456:BTCUSD |
|---|---|---|
| Max Drawdown | -18.56% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -6.13% | -4.58% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | -0.84 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-07-14 | -18.56 | 365 |
| 2024-07-01 | 2024-07-14 | -4.48 | 12 |
| 2024-06-05 | 2024-06-30 | -1.21 | 25 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11374456:btcusd:triple_med_gx:lsma55_35 | 11374456:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.84% | 18.93% |
| Worst Week | -7.47% | -12.33% |
| Best Month | 5.43% | 37.42% |
| Worst Month | -7.13% | -17.69% |
| Best Year | -6.73% | 38.02% |
| Worst Year | -9.59% | 30.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 2.26% | 6.79% |
| Avg. Down Week | -2.28% | -4.39% |
| Avg. Up Month | 2.11% | 6.72% |
| Avg. Down Month | -4.39% | -9.88% |
| Win Days % | 39.57% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 31.25% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |