| Metric | 11371204:btcusd:triple_med_gx:lsma115_15 | 11371204:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -3.63% | 79.62% |
| Max Drawdown | -33.2% | -29.51% |
| Sharpe | -0.02 | 0.65 |
| Sortino | -0.03 | 0.96 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.49 | 0.6 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 24.9 | 3.29 |
| Outlier Loss Ratio | 3.79 | 3.43 |
| Volatility (ann.) | 10.97% | 24.6% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.1 | 2.33 |
| Skew | -0.16 | 0.2 |
| Kurtosis | 19.14 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.26% | 4.27% |
| Expected Yearly % | -1.83% | 34.02% |
| Kelly Criterion | -3.8% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.07% |
| Expected Shortfall (cVaR) | -0.95% | -2.07% |
| Year | 11371204:BTCUSD | 11371204:btcusd:triple_med_gx:lsma115_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.76 | 0.78 | - |
| 2025 | 30.14 | -25.73 | -0.85 | - |
| Metric | 11371204:btcusd:triple_med_gx:lsma115_15 | 11371204:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | -1.09% | 45.08% |
| 6M | -22.72% | 28.47% |
| YTD | -25.73% | 30.14% |
| 1Y | 5.01% | 105.13% |
| 3Y (ann.) | -3.25% | 68.87% |
| 5Y (ann.) | -3.25% | 68.87% |
| Metric | 11371204:btcusd:triple_med_gx:lsma115_15 | 11371204:BTCUSD |
|---|---|---|
| Max Drawdown | -33.2% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.75% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | -0.11 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -33.20 | 208 |
| 2024-06-07 | 2024-09-17 | -14.51 | 102 |
| 2024-11-12 | 2024-12-15 | -2.38 | 33 |
| 2024-09-20 | 2024-10-14 | -2.16 | 23 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11371204:btcusd:triple_med_gx:lsma115_15 | 11371204:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -12.43% | -12.33% |
| Best Month | 16.45% | 37.42% |
| Worst Month | -17.33% | -17.69% |
| Best Year | 29.76% | 38.02% |
| Worst Year | -25.73% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 3.96% | 8.03% |
| Avg. Down Week | -2.85% | -3.18% |
| Avg. Up Month | 6.87% | 15.71% |
| Avg. Down Month | -6.01% | -7.59% |
| Win Days % | 46.9% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 41.67% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |