| Metric | 11385594:btcusd:triple_med_gx:lsma110_85 | 11385594:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -27.45% | 61.52% |
| Max Drawdown | -28.04% | -29.51% |
| Sharpe | -1.19 | 0.59 |
| Sortino | -1.36 | 0.86 |
| Payoff Ratio | 0.69 | 0.67 |
| Profit Factor | 0.52 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.14 | 0.38 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 99.48 | 2.62 |
| Outlier Loss Ratio | 2.97 | 2.79 |
| Volatility (ann.) | 6.38% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.96 | 2.02 |
| Skew | -5.5 | 0.21 |
| Kurtosis | 78.64 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.44% | 3.76% |
| Expected Yearly % | -14.82% | 27.09% |
| Kelly Criterion | -50.45% | -20.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11385594:BTCUSD | 11385594:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.33 | -0.11 | - |
| 2025 | 17.02 | -24.16 | -1.42 | - |
| Metric | 11385594:btcusd:triple_med_gx:lsma110_85 | 11385594:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -11.68% | 31.76% |
| 6M | -26.34% | 12.25% |
| YTD | -24.16% | 17.02% |
| 1Y | -27.45% | 57.19% |
| 3Y (ann.) | -26.82% | 59.47% |
| 5Y (ann.) | -26.82% | 59.47% |
| Metric | 11385594:btcusd:triple_med_gx:lsma110_85 | 11385594:BTCUSD |
|---|---|---|
| Max Drawdown | -28.04% | -29.51% |
| Longest DD Days | 321.0 | 144.0 |
| Avg. Drawdown | -14.21% | -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 | -28.04 | 321 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| Metric | 11385594:btcusd:triple_med_gx:lsma110_85 | 11385594:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.75% | 18.93% |
| Worst Week | -8.41% | -12.33% |
| Best Month | 7.08% | 37.42% |
| Worst Month | -9.91% | -17.69% |
| Best Year | -4.33% | 38.02% |
| Worst Year | -24.16% | 17.02% |
| Avg. Up Day | 0.66% | 0.68% |
| Avg. Down Day | -0.97% | -1.02% |
| Avg. Up Week | 4.02% | 4.4% |
| Avg. Down Week | -3.1% | -4.79% |
| Avg. Up Month | 3.72% | 22.39% |
| Avg. Down Month | -2.63% | -7.93% |
| Win Days % | 38.76% | 51.9% |
| Win Month % | 18.18% | 61.54% |
| Win Week % | 15.79% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |