| Metric | 11371815:btcusd:triple_med_gx:lsma65_20 | 11371815:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -17.55% | 79.62% |
| Max Drawdown | -28.96% | -29.51% |
| Sharpe | -0.44 | 0.65 |
| Sortino | -0.59 | 0.96 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.38 | 0.58 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 37.75 | 3.19 |
| Outlier Loss Ratio | 3.98 | 3.19 |
| Volatility (ann.) | 8.83% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.55 | 2.33 |
| Skew | -1.1 | 0.2 |
| Kurtosis | 27.34 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.37% | 4.27% |
| Expected Yearly % | -9.2% | 34.02% |
| Kelly Criterion | -12.82% | 4.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11371815:BTCUSD | 11371815:btcusd:triple_med_gx:lsma65_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.35 | -0.25 | - |
| 2025 | 30.14 | -9.05 | -0.30 | - |
| Metric | 11371815:btcusd:triple_med_gx:lsma65_20 | 11371815:BTCUSD |
|---|---|---|
| MTD | 5.57% | 13.36% |
| 3M | 3.05% | 45.08% |
| 6M | -9.44% | 28.47% |
| YTD | -9.05% | 30.14% |
| 1Y | -21.28% | 105.13% |
| 3Y (ann.) | -15.86% | 68.87% |
| 5Y (ann.) | -15.86% | 68.87% |
| Metric | 11371815:btcusd:triple_med_gx:lsma65_20 | 11371815:BTCUSD |
|---|---|---|
| Max Drawdown | -28.96% | -29.51% |
| Longest DD Days | 307.0 | 144.0 |
| Avg. Drawdown | -4.33% | -4.58% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | -0.61 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-10 | 2025-07-14 | -28.96 | 307 |
| 2024-07-14 | 2024-08-23 | -4.94 | 40 |
| 2024-07-01 | 2024-07-14 | -3.94 | 12 |
| 2024-06-05 | 2024-07-01 | -3.32 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-08-25 | 2024-09-09 | -0.44 | 15 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371815:btcusd:triple_med_gx:lsma65_20 | 11371815:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.57% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 5.57% | 37.42% |
| Worst Month | -12.5% | -17.69% |
| Best Year | -9.05% | 38.02% |
| Worst Year | -9.35% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 2.22% | 6.9% |
| Avg. Down Week | -1.2% | -3.43% |
| Avg. Up Month | 3.0% | 10.07% |
| Avg. Down Month | -6.25% | -7.67% |
| Win Days % | 42.99% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 34.88% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |