| Metric | 11371026:btcusd:triple_med_gx:lsma55_15 | 11371026:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -12.39% | 79.62% |
| Max Drawdown | -32.85% | -29.51% |
| Sharpe | -0.24 | 0.65 |
| Sortino | -0.33 | 0.96 |
| Payoff Ratio | 1.01 | 1.03 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 1.24 | 1.08 |
| CPC Index | 0.41 | 0.59 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 35.07 | 3.26 |
| Outlier Loss Ratio | 3.56 | 3.35 |
| Volatility (ann.) | 10.02% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.34 | 2.33 |
| Skew | -1.17 | 0.2 |
| Kurtosis | 27.7 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.94% | 4.27% |
| Expected Yearly % | -6.4% | 34.02% |
| Kelly Criterion | -10.61% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11371026:BTCUSD | 11371026:btcusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.06 | -0.11 | - |
| 2025 | 30.14 | -8.68 | -0.29 | - |
| Metric | 11371026:btcusd:triple_med_gx:lsma55_15 | 11371026:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 11.95% | 45.08% |
| 6M | -8.68% | 28.47% |
| YTD | -8.68% | 30.14% |
| 1Y | -16.77% | 105.13% |
| 3Y (ann.) | -11.16% | 68.87% |
| 5Y (ann.) | -11.16% | 68.87% |
| Metric | 11371026:btcusd:triple_med_gx:lsma55_15 | 11371026:BTCUSD |
|---|---|---|
| Max Drawdown | -32.85% | -29.51% |
| Longest DD Days | 234.0 | 144.0 |
| Avg. Drawdown | -4.39% | -4.58% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | -0.38 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-14 | -32.85 | 234 |
| 2024-10-07 | 2024-11-10 | -5.06 | 33 |
| 2024-07-14 | 2024-08-08 | -4.81 | 25 |
| 2024-06-20 | 2024-07-01 | -4.55 | 10 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-08-09 | 2024-08-23 | -2.92 | 14 |
| 2024-07-01 | 2024-07-09 | -1.57 | 7 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-08-24 | 2024-10-07 | -0.44 | 44 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| Metric | 11371026:btcusd:triple_med_gx:lsma55_15 | 11371026:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -6.21% | -12.33% |
| Best Month | 10.8% | 37.42% |
| Worst Month | -16.42% | -17.69% |
| Best Year | -4.06% | 38.02% |
| Worst Year | -8.68% | 30.14% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 2.53% | 6.87% |
| Avg. Down Week | -2.82% | -4.26% |
| Avg. Up Month | 2.55% | 14.94% |
| Avg. Down Month | -9.48% | -7.67% |
| Win Days % | 44.37% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 44.19% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |