| Metric | 11385597:btcusd:triple_med_gx:lsma125_85 | 11385597:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -21.72% | 61.52% |
| Max Drawdown | -23.83% | -29.51% |
| Sharpe | -0.85 | 0.59 |
| Sortino | -1.02 | 0.86 |
| Payoff Ratio | 0.74 | 0.72 |
| Profit Factor | 0.68 | 1.1 |
| Common Sense Ratio | 0.04 | 1.07 |
| CPC Index | 0.22 | 0.41 |
| Tail Ratio | 0.05 | 0.97 |
| Outlier Win Ratio | 68.47 | 2.71 |
| Outlier Loss Ratio | 3.2 | 2.82 |
| Volatility (ann.) | 6.76% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.89 | 2.02 |
| Skew | -3.74 | 0.21 |
| Kurtosis | 56.1 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.87% | 3.76% |
| Expected Yearly % | -11.52% | 27.09% |
| Kelly Criterion | -30.78% | -14.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11385597:BTCUSD | 11385597:btcusd:triple_med_gx:lsma125_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.26 | -0.06 | - |
| 2025 | 17.02 | -19.91 | -1.17 | - |
| Metric | 11385597:btcusd:triple_med_gx:lsma125_85 | 11385597:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.21% | 31.76% |
| 6M | -19.29% | 12.25% |
| YTD | -19.91% | 17.02% |
| 1Y | -21.72% | 57.19% |
| 3Y (ann.) | -21.21% | 59.47% |
| 5Y (ann.) | -21.21% | 59.47% |
| Metric | 11385597:btcusd:triple_med_gx:lsma125_85 | 11385597:BTCUSD |
|---|---|---|
| Max Drawdown | -23.83% | -29.51% |
| Longest DD Days | 317.0 | 144.0 |
| Avg. Drawdown | -9.33% | -4.82% |
| Avg. Drawdown Days | 107.0 | 14.0 |
| Recovery Factor | -0.91 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-06-11 | -23.83 | 317 |
| 2024-07-24 | 2024-07-29 | -3.78 | 4 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| Metric | 11385597:btcusd:triple_med_gx:lsma125_85 | 11385597: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 | -11.87% | -17.69% |
| Best Year | -2.26% | 38.02% |
| Worst Year | -19.91% | 17.02% |
| Avg. Up Day | 0.65% | 0.67% |
| Avg. Down Day | -0.88% | -0.94% |
| Avg. Up Week | 3.42% | 3.98% |
| Avg. Down Week | -3.53% | -4.91% |
| Avg. Up Month | 2.76% | 24.26% |
| Avg. Down Month | -2.72% | -9.5% |
| Win Days % | 44.44% | 51.9% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 31.58% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |