| Metric | 11379701:btcusd:triple_med_gx:lsma275_60 | 11379701:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -3.89% | 79.62% |
| Max Drawdown | -31.32% | -29.51% |
| Sharpe | -0.02 | 0.65 |
| Sortino | -0.02 | 0.96 |
| Payoff Ratio | 0.89 | 0.9 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.45 | 0.52 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 25.16 | 3.36 |
| Outlier Loss Ratio | 3.5 | 3.46 |
| Volatility (ann.) | 11.68% | 24.6% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.11 | 2.33 |
| Skew | -2.86 | 0.2 |
| Kurtosis | 48.21 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.28% | 4.27% |
| Expected Yearly % | -1.96% | 34.02% |
| Kelly Criterion | -4.07% | -1.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.07% |
| Expected Shortfall (cVaR) | -1.01% | -2.07% |
| Year | 11379701:BTCUSD | 11379701:btcusd:triple_med_gx:lsma275_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.23 | -0.22 | - |
| 2025 | 30.14 | 4.73 | 0.16 | - |
| Metric | 11379701:btcusd:triple_med_gx:lsma275_60 | 11379701:BTCUSD |
|---|---|---|
| MTD | -0.4% | 13.36% |
| 3M | 19.07% | 45.08% |
| 6M | 4.73% | 28.47% |
| YTD | 4.73% | 30.14% |
| 1Y | -2.15% | 105.13% |
| 3Y (ann.) | -3.49% | 68.87% |
| 5Y (ann.) | -3.49% | 68.87% |
| Metric | 11379701:btcusd:triple_med_gx:lsma275_60 | 11379701:BTCUSD |
|---|---|---|
| Max Drawdown | -31.32% | -29.51% |
| Longest DD Days | 396.0 | 144.0 |
| Avg. Drawdown | -6.66% | -4.58% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | -0.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-07-14 | -31.32 | 396 |
| 2024-06-03 | 2024-06-12 | -1.16 | 8 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11379701:btcusd:triple_med_gx:lsma275_60 | 11379701:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 16.15% | 37.42% |
| Worst Month | -20.15% | -17.69% |
| Best Year | 4.73% | 38.02% |
| Worst Year | -8.23% | 30.14% |
| Avg. Up Day | 0.8% | 0.8% |
| Avg. Down Day | -0.89% | -0.89% |
| Avg. Up Week | 4.22% | 5.91% |
| Avg. Down Week | -4.86% | -4.61% |
| Avg. Up Month | 8.87% | 18.38% |
| Avg. Down Month | -5.59% | -7.82% |
| Win Days % | 50.98% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 51.72% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |