| Metric | 11385595:btcusd:triple_med_gx:lsma115_85 | 11385595:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -27.44% | 61.52% |
| Max Drawdown | -28.04% | -29.51% |
| Sharpe | -1.11 | 0.59 |
| Sortino | -1.3 | 0.86 |
| Payoff Ratio | 0.71 | 0.7 |
| Profit Factor | 0.58 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.17 | 0.4 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 79.5 | 2.69 |
| Outlier Loss Ratio | 3.04 | 2.82 |
| Volatility (ann.) | 6.81% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.96 | 2.02 |
| Skew | -4.43 | 0.21 |
| Kurtosis | 62.06 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.44% | 3.76% |
| Expected Yearly % | -14.82% | 27.09% |
| Kelly Criterion | -41.98% | -16.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11385595:BTCUSD | 11385595:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.32 | -0.22 | - |
| 2025 | 17.02 | -20.86 | -1.23 | - |
| Metric | 11385595:btcusd:triple_med_gx:lsma115_85 | 11385595:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.26% | 31.76% |
| 6M | -23.14% | 12.25% |
| YTD | -20.86% | 17.02% |
| 1Y | -27.44% | 57.19% |
| 3Y (ann.) | -26.82% | 59.47% |
| 5Y (ann.) | -26.82% | 59.47% |
| Metric | 11385595:btcusd:triple_med_gx:lsma115_85 | 11385595:BTCUSD |
|---|---|---|
| Max Drawdown | -28.04% | -29.51% |
| Longest DD Days | 321.0 | 144.0 |
| Avg. Drawdown | -14.2% | -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 | 11385595:btcusd:triple_med_gx:lsma115_85 | 11385595:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.75% | 18.93% |
| Worst Week | -7.24% | -12.33% |
| Best Month | 5.48% | 37.42% |
| Worst Month | -11.42% | -17.69% |
| Best Year | -8.32% | 38.02% |
| Worst Year | -20.86% | 17.02% |
| Avg. Up Day | 0.67% | 0.7% |
| Avg. Down Day | -0.94% | -0.99% |
| Avg. Up Week | 2.79% | 3.98% |
| Avg. Down Week | -3.71% | -4.49% |
| Avg. Up Month | 5.48% | 37.42% |
| Avg. Down Month | -3.31% | -7.67% |
| Win Days % | 40.91% | 51.9% |
| Win Month % | 18.18% | 61.54% |
| Win Week % | 30.0% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |