| Metric | 11370352:btcusd:triple_med_gx:lsma65_10 | 11370352:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -4.08% | 79.62% |
| Max Drawdown | -24.53% | -29.51% |
| Sharpe | -0.05 | 0.65 |
| Sortino | -0.07 | 0.96 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.47 | 0.6 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 34.61 | 3.21 |
| Outlier Loss Ratio | 3.7 | 3.11 |
| Volatility (ann.) | 9.38% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.15 | 2.33 |
| Skew | -1.06 | 0.2 |
| Kurtosis | 28.97 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.3% | 4.27% |
| Expected Yearly % | -2.06% | 34.02% |
| Kelly Criterion | -6.51% | 5.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11370352:BTCUSD | 11370352:btcusd:triple_med_gx:lsma65_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.60 | -0.28 | - |
| 2025 | 30.14 | 7.30 | 0.24 | - |
| Metric | 11370352:btcusd:triple_med_gx:lsma65_10 | 11370352:BTCUSD |
|---|---|---|
| MTD | 5.32% | 13.36% |
| 3M | 14.28% | 45.08% |
| 6M | 3.98% | 28.47% |
| YTD | 7.3% | 30.14% |
| 1Y | -1.04% | 105.13% |
| 3Y (ann.) | -3.65% | 68.87% |
| 5Y (ann.) | -3.65% | 68.87% |
| Metric | 11370352:btcusd:triple_med_gx:lsma65_10 | 11370352:BTCUSD |
|---|---|---|
| Max Drawdown | -24.53% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -6.76% | -4.58% |
| Avg. Drawdown Days | 67.0 | 14.0 |
| Recovery Factor | -0.17 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -24.53 | 257 |
| 2024-06-07 | 2024-07-15 | -8.55 | 37 |
| 2024-07-15 | 2024-10-29 | -5.98 | 106 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370352:btcusd:triple_med_gx:lsma65_10 | 11370352:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -12.68% | -12.33% |
| Best Month | 9.13% | 37.42% |
| Worst Month | -12.33% | -17.69% |
| Best Year | 7.3% | 38.02% |
| Worst Year | -10.6% | 30.14% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 2.62% | 5.39% |
| Avg. Down Week | -2.09% | -3.4% |
| Avg. Up Month | 5.58% | 8.43% |
| Avg. Down Month | -6.36% | -7.82% |
| Win Days % | 45.66% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 48.72% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |