| Metric | 11370435:btcusd:triple_med_gx:lsma80_10 | 11370435:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -9.76% | 79.62% |
| Max Drawdown | -22.3% | -29.51% |
| Sharpe | -0.24 | 0.65 |
| Sortino | -0.33 | 0.96 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.68 | 1.08 |
| CPC Index | 0.43 | 0.57 |
| Tail Ratio | 0.75 | 0.98 |
| Outlier Win Ratio | 43.28 | 3.09 |
| Outlier Loss Ratio | 3.67 | 3.05 |
| Volatility (ann.) | 8.15% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.39 | 2.33 |
| Skew | -1.16 | 0.2 |
| Kurtosis | 33.74 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.73% | 4.27% |
| Expected Yearly % | -5.0% | 34.02% |
| Kelly Criterion | -7.73% | 3.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11370435:BTCUSD | 11370435:btcusd:triple_med_gx:lsma80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.27 | 0.09 | - |
| 2025 | 30.14 | -12.61 | -0.42 | - |
| Metric | 11370435:btcusd:triple_med_gx:lsma80_10 | 11370435:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | 0.01% | 45.08% |
| 6M | -14.59% | 28.47% |
| YTD | -12.61% | 30.14% |
| 1Y | -9.77% | 105.13% |
| 3Y (ann.) | -8.78% | 68.87% |
| 5Y (ann.) | -8.78% | 68.87% |
| Metric | 11370435:btcusd:triple_med_gx:lsma80_10 | 11370435:BTCUSD |
|---|---|---|
| Max Drawdown | -22.3% | -29.51% |
| Longest DD Days | 270.0 | 144.0 |
| Avg. Drawdown | -6.64% | -4.58% |
| Avg. Drawdown Days | 79.0 | 14.0 |
| Recovery Factor | -0.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-16 | 2025-07-14 | -22.30 | 270 |
| 2024-07-07 | 2024-10-14 | -8.37 | 99 |
| 2024-06-05 | 2024-06-30 | -1.21 | 24 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370435:btcusd:triple_med_gx:lsma80_10 | 11370435:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.77% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 7.55% | 37.42% |
| Worst Month | -16.57% | -17.69% |
| Best Year | 3.27% | 38.02% |
| Worst Year | -12.61% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.16% | 6.12% |
| Avg. Down Week | -1.27% | -2.86% |
| Avg. Up Month | 3.35% | 15.1% |
| Avg. Down Month | -6.22% | -7.93% |
| Win Days % | 45.25% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |