| Metric | 11375226:btcusd:triple_med_gx:lsma95_40 | 11375226:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -19.94% | 79.62% |
| Max Drawdown | -23.63% | -29.51% |
| Sharpe | -0.53 | 0.65 |
| Sortino | -0.68 | 0.96 |
| Payoff Ratio | 0.93 | 0.9 |
| Profit Factor | 0.82 | 1.11 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.34 | 0.52 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 40.72 | 2.98 |
| Outlier Loss Ratio | 3.65 | 3.14 |
| Volatility (ann.) | 8.72% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.76 | 2.33 |
| Skew | -2.12 | 0.2 |
| Kurtosis | 44.07 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.58% | 4.27% |
| Expected Yearly % | -10.52% | 34.02% |
| Kelly Criterion | -14.03% | -1.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11375226:BTCUSD | 11375226:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.16 | -0.35 | - |
| 2025 | 30.14 | -7.80 | -0.26 | - |
| Metric | 11375226:btcusd:triple_med_gx:lsma95_40 | 11375226:BTCUSD |
|---|---|---|
| MTD | 1.47% | 13.36% |
| 3M | 3.55% | 45.08% |
| 6M | -7.41% | 28.47% |
| YTD | -7.8% | 30.14% |
| 1Y | -15.26% | 105.13% |
| 3Y (ann.) | -18.04% | 68.87% |
| 5Y (ann.) | -18.04% | 68.87% |
| Metric | 11375226:btcusd:triple_med_gx:lsma95_40 | 11375226:BTCUSD |
|---|---|---|
| Max Drawdown | -23.63% | -29.51% |
| Longest DD Days | 375.0 | 144.0 |
| Avg. Drawdown | -8.04% | -4.58% |
| Avg. Drawdown Days | 125.0 | 14.0 |
| Recovery Factor | -0.84 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-07-14 | -23.63 | 375 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11375226:btcusd:triple_med_gx:lsma95_40 | 11375226:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.52% | 18.93% |
| Worst Week | -9.24% | -12.33% |
| Best Month | 6.42% | 37.42% |
| Worst Month | -11.09% | -17.69% |
| Best Year | -7.8% | 38.02% |
| Worst Year | -13.16% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 1.85% | 4.19% |
| Avg. Down Week | -3.03% | -3.37% |
| Avg. Up Month | 3.14% | 18.06% |
| Avg. Down Month | -6.02% | -4.68% |
| Win Days % | 45.1% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 43.75% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |