| Metric | 11371184:btcusd:triple_med_gx:lsma25_15 | 11371184:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -11.02% | 79.62% |
| Max Drawdown | -17.28% | -29.51% |
| Sharpe | -0.41 | 0.65 |
| Sortino | -0.49 | 0.96 |
| Payoff Ratio | 0.9 | 0.9 |
| Profit Factor | 0.78 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.29 | 0.52 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 98.42 | 2.74 |
| Outlier Loss Ratio | 2.77 | 2.58 |
| Volatility (ann.) | 5.98% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.57 | 2.33 |
| Skew | -5.75 | 0.2 |
| Kurtosis | 99.66 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.83% | 4.27% |
| Expected Yearly % | -5.67% | 34.02% |
| Kelly Criterion | -24.77% | -1.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.07% |
| Expected Shortfall (cVaR) | -0.52% | -2.07% |
| Year | 11371184:BTCUSD | 11371184:btcusd:triple_med_gx:lsma25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.36 | 0.14 | - |
| 2025 | 30.14 | -15.54 | -0.52 | - |
| Metric | 11371184:btcusd:triple_med_gx:lsma25_15 | 11371184:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.05% | 45.08% |
| 6M | -15.09% | 28.47% |
| YTD | -15.54% | 30.14% |
| 1Y | -11.96% | 105.13% |
| 3Y (ann.) | -9.92% | 68.87% |
| 5Y (ann.) | -9.92% | 68.87% |
| Metric | 11371184:btcusd:triple_med_gx:lsma25_15 | 11371184:BTCUSD |
|---|---|---|
| Max Drawdown | -17.28% | -29.51% |
| Longest DD Days | 212.0 | 144.0 |
| Avg. Drawdown | -3.56% | -4.58% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | -0.64 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-07-14 | -17.28 | 212 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-25 | 2024-12-13 | -2.20 | 49 |
| 2024-06-05 | 2024-07-10 | -1.26 | 34 |
| 2024-09-11 | 2024-10-14 | -1.04 | 32 |
| 2024-08-10 | 2024-09-10 | -0.54 | 31 |
| 2024-10-25 | 2024-10-25 | -0.18 | 0 |
| Metric | 11371184:btcusd:triple_med_gx:lsma25_15 | 11371184:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 4.53% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 3.43% | 37.42% |
| Worst Month | -6.96% | -17.69% |
| Best Year | 5.36% | 38.02% |
| Worst Year | -15.54% | 30.14% |
| Avg. Up Day | 0.88% | 0.92% |
| Avg. Down Day | -0.98% | -1.02% |
| Avg. Up Week | 1.54% | 4.61% |
| Avg. Down Week | -1.63% | -2.25% |
| Avg. Up Month | 1.7% | 15.63% |
| Avg. Down Month | -2.8% | -6.06% |
| Win Days % | 40.95% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 39.13% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |