| Metric | 11374538:btcusd:triple_med_gx:lsma95_35 | 11374538:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -19.28% | 79.62% |
| Max Drawdown | -22.88% | -29.51% |
| Sharpe | -0.52 | 0.65 |
| Sortino | -0.66 | 0.96 |
| Payoff Ratio | 0.9 | 0.9 |
| Profit Factor | 0.83 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.35 | 0.52 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 38.51 | 3.03 |
| Outlier Loss Ratio | 3.75 | 3.13 |
| Volatility (ann.) | 8.56% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.76 | 2.33 |
| Skew | -2.17 | 0.2 |
| Kurtosis | 41.18 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.52% | 4.27% |
| Expected Yearly % | -10.16% | 34.02% |
| Kelly Criterion | -13.66% | -1.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11374538:BTCUSD | 11374538:btcusd:triple_med_gx:lsma95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.44 | -0.27 | - |
| 2025 | 30.14 | -9.88 | -0.33 | - |
| Metric | 11374538:btcusd:triple_med_gx:lsma95_35 | 11374538:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -1.88% | 45.08% |
| 6M | -13.27% | 28.47% |
| YTD | -9.88% | 30.14% |
| 1Y | -14.2% | 105.13% |
| 3Y (ann.) | -17.44% | 68.87% |
| 5Y (ann.) | -17.44% | 68.87% |
| Metric | 11374538:btcusd:triple_med_gx:lsma95_35 | 11374538:BTCUSD |
|---|---|---|
| Max Drawdown | -22.88% | -29.51% |
| Longest DD Days | 401.0 | 144.0 |
| Avg. Drawdown | -11.53% | -4.58% |
| Avg. Drawdown Days | 200.0 | 14.0 |
| Recovery Factor | -0.84 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-14 | -22.88 | 401 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11374538:btcusd:triple_med_gx:lsma95_35 | 11374538:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.49% | 18.93% |
| Worst Week | -9.61% | -12.33% |
| Best Month | 9.58% | 37.42% |
| Worst Month | -10.32% | -17.69% |
| Best Year | -9.88% | 38.02% |
| Worst Year | -10.44% | 30.14% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 2.66% | 4.36% |
| Avg. Down Week | -4.02% | -3.07% |
| Avg. Up Month | 3.93% | 10.48% |
| Avg. Down Month | -6.28% | -7.82% |
| Win Days % | 46.2% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |