| Metric | 11378259:btcusd:triple_med_gx:lsma95_55 | 11378259:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -9.74% | 75.42% |
| Max Drawdown | -19.27% | -29.51% |
| Sharpe | -0.27 | 0.63 |
| Sortino | -0.36 | 0.92 |
| Payoff Ratio | 1.1 | 0.99 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 0.53 | 1.06 |
| CPC Index | 0.42 | 0.57 |
| Tail Ratio | 0.6 | 0.96 |
| Outlier Win Ratio | 53.26 | 2.91 |
| Outlier Loss Ratio | 3.88 | 2.88 |
| Volatility (ann.) | 7.38% | 24.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.45 | 2.19 |
| Skew | -2.24 | 0.2 |
| Kurtosis | 74.42 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.73% | 4.1% |
| Expected Yearly % | -5.0% | 32.45% |
| Kelly Criterion | -9.66% | 3.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11378259:BTCUSD | 11378259:btcusd:triple_med_gx:lsma95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.82 | -0.31 | - |
| 2025 | 27.10 | 2.36 | 0.09 | - |
| Metric | 11378259:btcusd:triple_med_gx:lsma95_55 | 11378259:BTCUSD |
|---|---|---|
| MTD | 0.48% | 10.71% |
| 3M | 7.94% | 41.88% |
| 6M | 5.49% | 22.91% |
| YTD | 2.36% | 27.1% |
| 1Y | -5.75% | 82.29% |
| 3Y (ann.) | -8.7% | 64.73% |
| 5Y (ann.) | -8.7% | 64.73% |
| Metric | 11378259:btcusd:triple_med_gx:lsma95_55 | 11378259:BTCUSD |
|---|---|---|
| Max Drawdown | -19.27% | -29.51% |
| Longest DD Days | 377.0 | 144.0 |
| Avg. Drawdown | -9.73% | -4.71% |
| Avg. Drawdown Days | 188.0 | 14.0 |
| Recovery Factor | -0.51 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-07-17 | -19.27 | 377 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11378259:btcusd:triple_med_gx:lsma95_55 | 11378259:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 7.94% | 37.42% |
| Worst Month | -8.66% | -17.69% |
| Best Year | 2.36% | 38.02% |
| Worst Year | -11.82% | 27.1% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.68% | -0.77% |
| Avg. Up Week | 2.23% | 4.01% |
| Avg. Down Week | -2.58% | -3.11% |
| Avg. Up Month | 2.94% | 8.65% |
| Avg. Down Month | -1.41% | -2.66% |
| Win Days % | 42.67% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 41.38% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |