| Metric | 11380552:btcusd:triple_med_gx:lsma55_65 | 11380552:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -15.7% | 79.62% |
| Max Drawdown | -20.51% | -29.51% |
| Sharpe | -0.6 | 0.65 |
| Sortino | -0.81 | 0.96 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 0.71 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.28 | 0.66 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 88.27 | 2.68 |
| Outlier Loss Ratio | 3.65 | 2.8 |
| Volatility (ann.) | 6.01% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.69 | 2.33 |
| Skew | -0.84 | 0.2 |
| Kurtosis | 70.08 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.21% | 4.27% |
| Expected Yearly % | -8.18% | 34.02% |
| Kelly Criterion | -22.47% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.07% |
| Expected Shortfall (cVaR) | -0.53% | -2.07% |
| Year | 11380552:BTCUSD | 11380552:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.76 | -0.34 | - |
| 2025 | 30.14 | -3.37 | -0.11 | - |
| Metric | 11380552:btcusd:triple_med_gx:lsma55_65 | 11380552:BTCUSD |
|---|---|---|
| MTD | -0.71% | 13.36% |
| 3M | 4.95% | 45.08% |
| 6M | -3.37% | 28.47% |
| YTD | -3.37% | 30.14% |
| 1Y | -15.84% | 105.13% |
| 3Y (ann.) | -14.17% | 68.87% |
| 5Y (ann.) | -14.17% | 68.87% |
| Metric | 11380552:btcusd:triple_med_gx:lsma55_65 | 11380552:BTCUSD |
|---|---|---|
| Max Drawdown | -20.51% | -29.51% |
| Longest DD Days | 391.0 | 144.0 |
| Avg. Drawdown | -7.24% | -4.58% |
| Avg. Drawdown Days | 135.0 | 14.0 |
| Recovery Factor | -0.77 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-07-14 | -20.51 | 391 |
| 2024-06-03 | 2024-06-17 | -1.04 | 13 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11380552:btcusd:triple_med_gx:lsma55_65 | 11380552:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.08% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 4.45% | 37.42% |
| Worst Month | -7.28% | -17.69% |
| Best Year | -3.37% | 38.02% |
| Worst Year | -12.76% | 30.14% |
| Avg. Up Day | 0.9% | 0.94% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 2.3% | 6.21% |
| Avg. Down Week | -2.75% | -3.62% |
| Avg. Up Month | 3.31% | 11.0% |
| Avg. Down Month | -1.3% | -9.04% |
| Win Days % | 33.83% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 31.25% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |