| Metric | 11370416:btcusd:triple_med_gx:lsma75_10 | 11370416:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -9.18% | 79.62% |
| Max Drawdown | -23.29% | -29.51% |
| Sharpe | -0.2 | 0.65 |
| Sortino | -0.27 | 0.96 |
| Payoff Ratio | 0.97 | 0.95 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.88 | 1.08 |
| CPC Index | 0.43 | 0.55 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 40.27 | 3.11 |
| Outlier Loss Ratio | 3.5 | 3.12 |
| Volatility (ann.) | 8.68% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.35 | 2.33 |
| Skew | -1.68 | 0.2 |
| Kurtosis | 34.15 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.69% | 4.27% |
| Expected Yearly % | -4.7% | 34.02% |
| Kelly Criterion | -7.0% | 1.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11370416:BTCUSD | 11370416:btcusd:triple_med_gx:lsma75_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.05 | 0.00 | - |
| 2025 | 30.14 | -9.22 | -0.31 | - |
| Metric | 11370416:btcusd:triple_med_gx:lsma75_10 | 11370416:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 1.96% | 45.08% |
| 6M | -10.95% | 28.47% |
| YTD | -9.22% | 30.14% |
| 1Y | -5.41% | 105.13% |
| 3Y (ann.) | -8.25% | 68.87% |
| 5Y (ann.) | -8.25% | 68.87% |
| Metric | 11370416:btcusd:triple_med_gx:lsma75_10 | 11370416:BTCUSD |
|---|---|---|
| Max Drawdown | -23.29% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -5.97% | -4.58% |
| Avg. Drawdown Days | 64.0 | 14.0 |
| Recovery Factor | -0.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -23.29 | 257 |
| 2024-06-07 | 2024-10-14 | -9.86 | 129 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2024-10-29 | 2024-10-29 | -0.18 | 0 |
| Metric | 11370416:btcusd:triple_med_gx:lsma75_10 | 11370416:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -13.7% | -12.33% |
| Best Month | 6.15% | 37.42% |
| Worst Month | -12.39% | -17.69% |
| Best Year | 0.05% | 38.02% |
| Worst Year | -9.22% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.05% | 5.5% |
| Avg. Down Week | -1.55% | -2.98% |
| Avg. Up Month | 3.18% | 15.1% |
| Avg. Down Month | -4.88% | -7.82% |
| Win Days % | 47.23% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |