| Metric | 11384237:btcusd:triple_med_gx:lsma55_80 | 11384237:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -11.08% | 75.42% |
| Max Drawdown | -16.13% | -29.51% |
| Sharpe | -0.26 | 0.63 |
| Sortino | -0.4 | 0.92 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.07 | 1.06 |
| CPC Index | 0.42 | 0.69 |
| Tail Ratio | 0.08 | 0.96 |
| Outlier Win Ratio | 49.92 | 2.86 |
| Outlier Loss Ratio | 3.98 | 2.92 |
| Volatility (ann.) | 8.6% | 24.55% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.61 | 2.19 |
| Skew | 4.37 | 0.2 |
| Kurtosis | 141.12 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.84% | 4.1% |
| Expected Yearly % | -5.7% | 32.45% |
| Kelly Criterion | -11.41% | 12.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11384237:BTCUSD | 11384237:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.39 | -0.22 | - |
| 2025 | 27.10 | -2.94 | -0.11 | - |
| Metric | 11384237:btcusd:triple_med_gx:lsma55_80 | 11384237:BTCUSD |
|---|---|---|
| MTD | 1.91% | 10.71% |
| 3M | 3.75% | 41.88% |
| 6M | -2.82% | 22.91% |
| YTD | -2.94% | 27.1% |
| 1Y | -7.61% | 82.29% |
| 3Y (ann.) | -9.91% | 64.73% |
| 5Y (ann.) | -9.91% | 64.73% |
| Metric | 11384237:btcusd:triple_med_gx:lsma55_80 | 11384237:BTCUSD |
|---|---|---|
| Max Drawdown | -16.13% | -29.51% |
| Longest DD Days | 408.0 | 144.0 |
| Avg. Drawdown | -8.15% | -4.71% |
| Avg. Drawdown Days | 204.0 | 14.0 |
| Recovery Factor | -0.69 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-07-17 | -16.13 | 408 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11384237:btcusd:triple_med_gx:lsma55_80 | 11384237:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -9.15% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -9.16% | -17.69% |
| Best Year | -2.94% | 38.02% |
| Worst Year | -8.39% | 27.1% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 1.63% | 4.9% |
| Avg. Down Week | -2.66% | -3.93% |
| Avg. Up Month | 2.83% | 10.9% |
| Avg. Down Month | -2.49% | -9.42% |
| Win Days % | 38.01% | 51.89% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 48.39% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |