| Metric | 11384247:btcusd:triple_med_gx:lsma115_80 | 11384247:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -26.59% | 61.52% |
| Max Drawdown | -27.19% | -29.51% |
| Sharpe | -1.06 | 0.59 |
| Sortino | -1.24 | 0.86 |
| Payoff Ratio | 0.73 | 0.69 |
| Profit Factor | 0.6 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.18 | 0.39 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 75.62 | 2.69 |
| Outlier Loss Ratio | 3.11 | 2.82 |
| Volatility (ann.) | 6.85% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.96 | 2.02 |
| Skew | -4.53 | 0.21 |
| Kurtosis | 63.54 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.35% | 3.76% |
| Expected Yearly % | -14.32% | 27.09% |
| Kelly Criterion | -36.79% | -17.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11384247:BTCUSD | 11384247:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.53 | -0.17 | - |
| 2025 | 17.02 | -21.46 | -1.26 | - |
| Metric | 11384247:btcusd:triple_med_gx:lsma115_80 | 11384247:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -7.22% | 31.76% |
| 6M | -23.72% | 12.25% |
| YTD | -21.46% | 17.02% |
| 1Y | -26.59% | 57.19% |
| 3Y (ann.) | -25.98% | 59.47% |
| 5Y (ann.) | -25.98% | 59.47% |
| Metric | 11384247:btcusd:triple_med_gx:lsma115_80 | 11384247:BTCUSD |
|---|---|---|
| Max Drawdown | -27.19% | -29.51% |
| Longest DD Days | 321.0 | 144.0 |
| Avg. Drawdown | -13.78% | -4.82% |
| Avg. Drawdown Days | 160.0 | 14.0 |
| Recovery Factor | -0.98 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-24 | 2025-06-11 | -27.19 | 321 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| Metric | 11384247:btcusd:triple_med_gx:lsma115_80 | 11384247:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.71% | 18.93% |
| Worst Week | -6.67% | -12.33% |
| Best Month | 6.41% | 37.42% |
| Worst Month | -11.18% | -17.69% |
| Best Year | -6.53% | 38.02% |
| Worst Year | -21.46% | 17.02% |
| Avg. Up Day | 0.64% | 0.66% |
| Avg. Down Day | -0.88% | -0.95% |
| Avg. Up Week | 3.82% | 4.88% |
| Avg. Down Week | -3.57% | -4.49% |
| Avg. Up Month | 3.22% | 22.39% |
| Avg. Down Month | -3.79% | -7.67% |
| Win Days % | 42.33% | 51.9% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 25.0% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |