| Metric | 11377231:btcusd:triple_med_gx:lsma65_50 | 11377231:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -15.76% | 79.62% |
| Max Drawdown | -17.03% | -29.51% |
| Sharpe | -0.65 | 0.65 |
| Sortino | -0.86 | 0.96 |
| Payoff Ratio | 1.2 | 1.21 |
| Profit Factor | 0.73 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.3 | 0.69 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 85.14 | 2.79 |
| Outlier Loss Ratio | 3.97 | 2.79 |
| Volatility (ann.) | 5.65% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.84 | 2.33 |
| Skew | -1.16 | 0.2 |
| Kurtosis | 58.09 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.22% | 4.27% |
| Expected Yearly % | -8.22% | 34.02% |
| Kelly Criterion | -20.42% | 12.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.07% |
| Expected Shortfall (cVaR) | -0.5% | -2.07% |
| Year | 11377231:BTCUSD | 11377231:btcusd:triple_med_gx:lsma65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.86 | -0.10 | - |
| 2025 | 30.14 | -12.38 | -0.41 | - |
| Metric | 11377231:btcusd:triple_med_gx:lsma65_50 | 11377231:BTCUSD |
|---|---|---|
| MTD | 0.15% | 13.36% |
| 3M | -3.35% | 45.08% |
| 6M | -12.78% | 28.47% |
| YTD | -12.38% | 30.14% |
| 1Y | -6.04% | 105.13% |
| 3Y (ann.) | -14.23% | 68.87% |
| 5Y (ann.) | -14.23% | 68.87% |
| Metric | 11377231:btcusd:triple_med_gx:lsma65_50 | 11377231:BTCUSD |
|---|---|---|
| Max Drawdown | -17.03% | -29.51% |
| Longest DD Days | 399.0 | 144.0 |
| Avg. Drawdown | -17.03% | -4.58% |
| Avg. Drawdown Days | 399.0 | 14.0 |
| Recovery Factor | -0.93 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-07-14 | -17.03 | 399 |
| Metric | 11377231:btcusd:triple_med_gx:lsma65_50 | 11377231:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.95% | -9.32% |
| Best Week | 6.78% | 18.93% |
| Worst Week | -6.86% | -12.33% |
| Best Month | 6.24% | 37.42% |
| Worst Month | -7.48% | -17.69% |
| Best Year | -3.86% | 38.02% |
| Worst Year | -12.38% | 30.14% |
| Avg. Up Day | 0.82% | 0.86% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 2.25% | 5.37% |
| Avg. Down Week | -2.5% | -3.8% |
| Avg. Up Month | 2.47% | 10.53% |
| Avg. Down Month | -3.7% | -8.96% |
| Win Days % | 34.42% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 36.36% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |