| Metric | 11379383:btcusd:triple_med_gx:lsma95_60 | 11379383:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -4.02% | 79.62% |
| Max Drawdown | -16.6% | -29.51% |
| Sharpe | -0.1 | 0.65 |
| Sortino | -0.14 | 0.96 |
| Payoff Ratio | 1.02 | 0.99 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.12 | 1.08 |
| CPC Index | 0.44 | 0.57 |
| Tail Ratio | 0.12 | 0.98 |
| Outlier Win Ratio | 60.79 | 2.8 |
| Outlier Loss Ratio | 3.75 | 2.79 |
| Volatility (ann.) | 6.74% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.22 | 2.33 |
| Skew | -2.04 | 0.2 |
| Kurtosis | 95.26 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.29% | 4.27% |
| Expected Yearly % | -2.03% | 34.02% |
| Kelly Criterion | -7.38% | 3.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.07% |
| Expected Shortfall (cVaR) | -0.58% | -2.07% |
| Year | 11379383:BTCUSD | 11379383:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.42 | -0.01 | - |
| 2025 | 30.14 | -3.62 | -0.12 | - |
| Metric | 11379383:btcusd:triple_med_gx:lsma95_60 | 11379383:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | 7.38% | 45.08% |
| 6M | -1.31% | 28.47% |
| YTD | -3.62% | 30.14% |
| 1Y | -4.02% | 105.13% |
| 3Y (ann.) | -3.61% | 68.87% |
| 5Y (ann.) | -3.61% | 68.87% |
| Metric | 11379383:btcusd:triple_med_gx:lsma95_60 | 11379383:BTCUSD |
|---|---|---|
| Max Drawdown | -16.6% | -29.51% |
| Longest DD Days | 292.0 | 144.0 |
| Avg. Drawdown | -6.03% | -4.58% |
| Avg. Drawdown Days | 89.0 | 14.0 |
| Recovery Factor | -0.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-25 | 2025-07-14 | -16.60 | 292 |
| 2024-07-22 | 2024-09-19 | -6.13 | 59 |
| 2024-09-19 | 2024-09-24 | -1.23 | 4 |
| 2024-07-21 | 2024-07-21 | -0.18 | 0 |
| Metric | 11379383:btcusd:triple_med_gx:lsma95_60 | 11379383: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 | 7.07% | 37.42% |
| Worst Month | -6.91% | -17.69% |
| Best Year | -0.42% | 38.02% |
| Worst Year | -3.62% | 30.14% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 2.64% | 4.08% |
| Avg. Down Week | -2.49% | -2.37% |
| Avg. Up Month | 4.64% | 11.61% |
| Avg. Down Month | -6.91% | -2.09% |
| Win Days % | 45.74% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 41.38% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |