| Metric | 11375174:btcusd:triple_med_gx:lsma105_40 | 11375174:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -18.47% | 79.62% |
| Max Drawdown | -21.0% | -29.51% |
| Sharpe | -0.47 | 0.65 |
| Sortino | -0.61 | 0.96 |
| Payoff Ratio | 0.97 | 0.89 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.86 | 1.08 |
| CPC Index | 0.36 | 0.51 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 39.85 | 2.99 |
| Outlier Loss Ratio | 3.64 | 3.15 |
| Volatility (ann.) | 8.81% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.8 | 2.33 |
| Skew | -2.11 | 0.2 |
| Kurtosis | 44.82 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.45% | 4.27% |
| Expected Yearly % | -9.71% | 34.02% |
| Kelly Criterion | -11.82% | -2.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11375174:BTCUSD | 11375174:btcusd:triple_med_gx:lsma105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.15 | -0.21 | - |
| 2025 | 30.14 | -11.24 | -0.37 | - |
| Metric | 11375174:btcusd:triple_med_gx:lsma105_40 | 11375174:BTCUSD |
|---|---|---|
| MTD | 1.79% | 13.36% |
| 3M | 2.79% | 45.08% |
| 6M | -9.56% | 28.47% |
| YTD | -11.24% | 30.14% |
| 1Y | -12.11% | 105.13% |
| 3Y (ann.) | -16.7% | 68.87% |
| 5Y (ann.) | -16.7% | 68.87% |
| Metric | 11375174:btcusd:triple_med_gx:lsma105_40 | 11375174:BTCUSD |
|---|---|---|
| Max Drawdown | -21.0% | -29.51% |
| Longest DD Days | 375.0 | 144.0 |
| Avg. Drawdown | -21.0% | -4.58% |
| Avg. Drawdown Days | 375.0 | 14.0 |
| Recovery Factor | -0.88 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-07-14 | -21.00 | 375 |
| Metric | 11375174:btcusd:triple_med_gx:lsma105_40 | 11375174: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 | 12.11% | 37.42% |
| Worst Month | -11.19% | -17.69% |
| Best Year | -8.15% | 38.02% |
| Worst Year | -11.24% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.77% | -0.86% |
| Avg. Up Week | 2.27% | 3.93% |
| Avg. Down Week | -3.56% | -4.37% |
| Avg. Up Month | 4.68% | 18.06% |
| Avg. Down Month | -5.26% | -7.93% |
| Win Days % | 44.91% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |