| Metric | 11377126:btcusd:triple_med_gx:lsma95_50 | 11377126:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -8.47% | 79.62% |
| Max Drawdown | -12.16% | -29.51% |
| Sharpe | -0.24 | 0.65 |
| Sortino | -0.33 | 0.96 |
| Payoff Ratio | 1.15 | 1.04 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 1.05 | 1.08 |
| CPC Index | 0.44 | 0.6 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 47.09 | 2.87 |
| Outlier Loss Ratio | 4.3 | 2.94 |
| Volatility (ann.) | 7.22% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.63 | 2.33 |
| Skew | -0.22 | 0.2 |
| Kurtosis | 40.29 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.63% | 4.27% |
| Expected Yearly % | -4.33% | 34.02% |
| Kelly Criterion | -7.86% | 5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11377126:BTCUSD | 11377126:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.72 | -0.18 | - |
| 2025 | 30.14 | -1.88 | -0.06 | - |
| Metric | 11377126:btcusd:triple_med_gx:lsma95_50 | 11377126:BTCUSD |
|---|---|---|
| MTD | 0.59% | 13.36% |
| 3M | 0.24% | 45.08% |
| 6M | 1.02% | 28.47% |
| YTD | -1.88% | 30.14% |
| 1Y | -6.51% | 105.13% |
| 3Y (ann.) | -7.61% | 68.87% |
| 5Y (ann.) | -7.61% | 68.87% |
| Metric | 11377126:btcusd:triple_med_gx:lsma95_50 | 11377126:BTCUSD |
|---|---|---|
| Max Drawdown | -12.16% | -29.51% |
| Longest DD Days | 297.0 | 144.0 |
| Avg. Drawdown | -7.06% | -4.58% |
| Avg. Drawdown Days | 133.0 | 14.0 |
| Recovery Factor | -0.7 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-19 | 2025-07-14 | -12.16 | 297 |
| 2024-07-04 | 2024-09-19 | -8.28 | 76 |
| 2024-06-08 | 2024-07-04 | -0.75 | 26 |
| Metric | 11377126:btcusd:triple_med_gx:lsma95_50 | 11377126:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.77% | 18.93% |
| Worst Week | -4.6% | -12.33% |
| Best Month | 7.09% | 37.42% |
| Worst Month | -3.94% | -17.69% |
| Best Year | -1.88% | 38.02% |
| Worst Year | -6.72% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.62% | -0.7% |
| Avg. Up Week | 2.24% | 5.17% |
| Avg. Down Week | -2.32% | -4.61% |
| Avg. Up Month | 2.53% | 16.39% |
| Avg. Down Month | -2.78% | -5.35% |
| Win Days % | 42.25% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 38.71% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |