| Metric | 11375171:btcusd:triple_med_gx:lsma95_40 | 11375171:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -21.81% | 79.62% |
| Max Drawdown | -26.01% | -29.51% |
| Sharpe | -0.62 | 0.65 |
| Sortino | -0.8 | 0.96 |
| Payoff Ratio | 1.01 | 0.93 |
| Profit Factor | 0.78 | 1.11 |
| Common Sense Ratio | 0.68 | 1.08 |
| CPC Index | 0.33 | 0.54 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 45.82 | 2.96 |
| Outlier Loss Ratio | 3.82 | 3.09 |
| Volatility (ann.) | 8.34% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.76 | 2.33 |
| Skew | -2.21 | 0.2 |
| Kurtosis | 53.55 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -1.74% | 4.27% |
| Expected Yearly % | -11.58% | 34.02% |
| Kelly Criterion | -15.38% | 0.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11375171:BTCUSD | 11375171:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.13 | -0.37 | - |
| 2025 | 30.14 | -8.95 | -0.30 | - |
| Metric | 11375171:btcusd:triple_med_gx:lsma95_40 | 11375171:BTCUSD |
|---|---|---|
| MTD | 1.69% | 13.36% |
| 3M | 5.31% | 45.08% |
| 6M | -4.75% | 28.47% |
| YTD | -8.95% | 30.14% |
| 1Y | -15.85% | 105.13% |
| 3Y (ann.) | -19.76% | 68.87% |
| 5Y (ann.) | -19.76% | 68.87% |
| Metric | 11375171:btcusd:triple_med_gx:lsma95_40 | 11375171:BTCUSD |
|---|---|---|
| Max Drawdown | -26.01% | -29.51% |
| Longest DD Days | 375.0 | 144.0 |
| Avg. Drawdown | -13.1% | -4.58% |
| Avg. Drawdown Days | 188.0 | 14.0 |
| Recovery Factor | -0.84 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-07-14 | -26.01 | 375 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| Metric | 11375171:btcusd:triple_med_gx:lsma95_40 | 11375171:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 7.82% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 7.29% | 37.42% |
| Worst Month | -11.51% | -17.69% |
| Best Year | -8.95% | 38.02% |
| Worst Year | -14.13% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.73% | -0.81% |
| Avg. Up Week | 2.04% | 3.27% |
| Avg. Down Week | -4.08% | -3.11% |
| Avg. Up Month | 4.63% | 11.61% |
| Avg. Down Month | -5.82% | -4.68% |
| Win Days % | 41.95% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 43.75% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |