| Metric | 11377413:btcusd:triple_med_gx:lsma135_50 | 11377413:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -6.85% | 79.62% |
| Max Drawdown | -22.35% | -29.51% |
| Sharpe | -0.16 | 0.65 |
| Sortino | -0.21 | 0.96 |
| Payoff Ratio | 0.88 | 0.83 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.08 | 1.08 |
| CPC Index | 0.41 | 0.48 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 37.06 | 3.01 |
| Outlier Loss Ratio | 4.1 | 3.14 |
| Volatility (ann.) | 8.08% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.28 | 2.33 |
| Skew | -0.76 | 0.2 |
| Kurtosis | 26.46 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.51% | 4.27% |
| Expected Yearly % | -3.49% | 34.02% |
| Kelly Criterion | -7.66% | -5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11377413:BTCUSD | 11377413:btcusd:triple_med_gx:lsma135_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.14 | -0.08 | - |
| 2025 | 30.14 | -3.84 | -0.13 | - |
| Metric | 11377413:btcusd:triple_med_gx:lsma135_50 | 11377413:BTCUSD |
|---|---|---|
| MTD | 0.52% | 13.36% |
| 3M | 4.03% | 45.08% |
| 6M | -2.14% | 28.47% |
| YTD | -3.84% | 30.14% |
| 1Y | -6.85% | 105.13% |
| 3Y (ann.) | -6.15% | 68.87% |
| 5Y (ann.) | -6.15% | 68.87% |
| Metric | 11377413:btcusd:triple_med_gx:lsma135_50 | 11377413:BTCUSD |
|---|---|---|
| Max Drawdown | -22.35% | -29.51% |
| Longest DD Days | 350.0 | 144.0 |
| Avg. Drawdown | -7.03% | -4.58% |
| Avg. Drawdown Days | 88.0 | 14.0 |
| Recovery Factor | -0.31 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-14 | -22.35 | 350 |
| 2024-07-23 | 2024-07-26 | -4.08 | 2 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11377413:btcusd:triple_med_gx:lsma135_50 | 11377413:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 10.99% | 18.93% |
| Worst Week | -7.78% | -12.33% |
| Best Month | 10.13% | 37.42% |
| Worst Month | -8.15% | -17.69% |
| Best Year | -3.14% | 38.02% |
| Worst Year | -3.84% | 30.14% |
| Avg. Up Day | 0.62% | 0.63% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 3.26% | 5.19% |
| Avg. Down Week | -2.34% | -4.96% |
| Avg. Up Month | 5.51% | 21.63% |
| Avg. Down Month | -4.22% | -13.21% |
| Win Days % | 49.55% | 51.93% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 33.33% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |