| Metric | 11378261:btcusd:triple_med_gx:lsma105_55 | 11378261:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -7.65% | 79.62% |
| Max Drawdown | -14.54% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.24 | 0.96 |
| Payoff Ratio | 1.01 | 0.91 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.44 | 0.53 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 43.82 | 2.95 |
| Outlier Loss Ratio | 3.8 | 3.04 |
| Volatility (ann.) | 8.0% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.47 | 2.33 |
| Skew | -2.12 | 0.2 |
| Kurtosis | 56.96 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.57% | 4.27% |
| Expected Yearly % | -3.9% | 34.02% |
| Kelly Criterion | -6.37% | -0.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11378261:BTCUSD | 11378261:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.55 | -0.20 | - |
| 2025 | 30.14 | -0.11 | -0.00 | - |
| Metric | 11378261:btcusd:triple_med_gx:lsma105_55 | 11378261:BTCUSD |
|---|---|---|
| MTD | 1.31% | 13.36% |
| 3M | 5.48% | 45.08% |
| 6M | 0.27% | 28.47% |
| YTD | -0.11% | 30.14% |
| 1Y | -3.51% | 105.13% |
| 3Y (ann.) | -6.87% | 68.87% |
| 5Y (ann.) | -6.87% | 68.87% |
| Metric | 11378261:btcusd:triple_med_gx:lsma105_55 | 11378261:BTCUSD |
|---|---|---|
| Max Drawdown | -14.54% | -29.51% |
| Longest DD Days | 374.0 | 144.0 |
| Avg. Drawdown | -14.54% | -4.58% |
| Avg. Drawdown Days | 374.0 | 14.0 |
| Recovery Factor | -0.53 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-07-14 | -14.54 | 374 |
| Metric | 11378261:btcusd:triple_med_gx:lsma105_55 | 11378261:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 6.74% | 37.42% |
| Worst Month | -7.55% | -17.69% |
| Best Year | -0.11% | 38.02% |
| Worst Year | -7.55% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.71% | -0.81% |
| Avg. Up Week | 2.62% | 5.54% |
| Avg. Down Week | -2.34% | -4.47% |
| Avg. Up Month | 3.87% | 18.06% |
| Avg. Down Month | -1.45% | -4.68% |
| Win Days % | 46.54% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 35.71% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |