| Metric | 11371038:btcusd:triple_med_gx:lsma65_15 | 11371038:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -6.27% | 79.62% |
| Max Drawdown | -26.74% | -29.51% |
| Sharpe | -0.11 | 0.65 |
| Sortino | -0.15 | 0.96 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.47 | 0.6 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 33.05 | 3.23 |
| Outlier Loss Ratio | 4.11 | 3.23 |
| Volatility (ann.) | 9.3% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.21 | 2.33 |
| Skew | -0.63 | 0.2 |
| Kurtosis | 24.65 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.46% | 4.27% |
| Expected Yearly % | -3.19% | 34.02% |
| Kelly Criterion | -6.31% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11371038:BTCUSD | 11371038:btcusd:triple_med_gx:lsma65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.96 | -0.03 | - |
| 2025 | 30.14 | -5.36 | -0.18 | - |
| Metric | 11371038:btcusd:triple_med_gx:lsma65_15 | 11371038:BTCUSD |
|---|---|---|
| MTD | 5.57% | 13.36% |
| 3M | 10.85% | 45.08% |
| 6M | -5.77% | 28.47% |
| YTD | -5.36% | 30.14% |
| 1Y | -9.73% | 105.13% |
| 3Y (ann.) | -5.63% | 68.87% |
| 5Y (ann.) | -5.63% | 68.87% |
| Metric | 11371038:btcusd:triple_med_gx:lsma65_15 | 11371038:BTCUSD |
|---|---|---|
| Max Drawdown | -26.74% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -3.34% | -4.58% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | -0.23 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-14 | -26.74 | 279 |
| 2024-08-09 | 2024-08-23 | -5.07 | 14 |
| 2024-06-05 | 2024-07-14 | -4.73 | 38 |
| 2024-09-10 | 2024-10-07 | -1.19 | 27 |
| 2024-07-14 | 2024-08-08 | -1.01 | 25 |
| 2024-08-25 | 2024-09-09 | -0.44 | 15 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371038:btcusd:triple_med_gx:lsma65_15 | 11371038:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -9.34% | -12.33% |
| Best Month | 5.72% | 37.42% |
| Worst Month | -10.63% | -17.69% |
| Best Year | -0.96% | 38.02% |
| Worst Year | -5.36% | 30.14% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 2.94% | 6.89% |
| Avg. Down Week | -2.17% | -3.38% |
| Avg. Up Month | 3.18% | 7.84% |
| Avg. Down Month | -8.0% | -2.66% |
| Win Days % | 43.99% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 40.91% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |