| Metric | 11370482:btcusd:triple_med_gx:lsma115_10 | 11370482:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -0.51% | 79.62% |
| Max Drawdown | -27.97% | -29.51% |
| Sharpe | 0.04 | 0.65 |
| Sortino | 0.06 | 0.96 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.51 | 0.63 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 25.66 | 3.35 |
| Outlier Loss Ratio | 3.75 | 3.23 |
| Volatility (ann.) | 10.75% | 24.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.02 | 2.33 |
| Skew | 0.12 | 0.2 |
| Kurtosis | 19.6 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.04% | 4.27% |
| Expected Yearly % | -0.25% | 34.02% |
| Kelly Criterion | -3.46% | 7.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.07% |
| Expected Shortfall (cVaR) | -0.92% | -2.07% |
| Year | 11370482:BTCUSD | 11370482:btcusd:triple_med_gx:lsma115_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.04 | 0.63 | - |
| 2025 | 30.14 | -19.79 | -0.66 | - |
| Metric | 11370482:btcusd:triple_med_gx:lsma115_10 | 11370482:BTCUSD |
|---|---|---|
| MTD | -1.9% | 13.36% |
| 3M | -0.04% | 45.08% |
| 6M | -17.85% | 28.47% |
| YTD | -19.79% | 30.14% |
| 1Y | 7.96% | 105.13% |
| 3Y (ann.) | -0.46% | 68.87% |
| 5Y (ann.) | -0.46% | 68.87% |
| Metric | 11370482:btcusd:triple_med_gx:lsma115_10 | 11370482:BTCUSD |
|---|---|---|
| Max Drawdown | -27.97% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | -0.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -27.97 | 208 |
| 2024-07-01 | 2024-09-19 | -17.25 | 79 |
| 2024-09-20 | 2024-10-15 | -3.16 | 25 |
| 2024-11-12 | 2024-12-15 | -2.72 | 33 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11370482:btcusd:triple_med_gx:lsma115_10 | 11370482:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -13.82% | -12.33% |
| Best Month | 16.45% | 37.42% |
| Worst Month | -17.73% | -17.69% |
| Best Year | 24.04% | 38.02% |
| Worst Year | -19.79% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 3.27% | 7.48% |
| Avg. Down Week | -2.19% | -3.21% |
| Avg. Up Month | 8.42% | 16.18% |
| Avg. Down Month | -7.2% | -9.5% |
| Win Days % | 46.15% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |