| Metric | 11371823:btcusd:triple_med_gx:lsma55_20 | 11371823:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -8.78% | 79.62% |
| Max Drawdown | -22.52% | -29.51% |
| Sharpe | -0.21 | 0.65 |
| Sortino | -0.29 | 0.96 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 1.02 | 1.08 |
| CPC Index | 0.41 | 0.59 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 46.9 | 3.11 |
| Outlier Loss Ratio | 3.61 | 3.07 |
| Volatility (ann.) | 8.07% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.35 | 2.33 |
| Skew | -1.14 | 0.2 |
| Kurtosis | 35.23 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.65% | 4.27% |
| Expected Yearly % | -4.49% | 34.02% |
| Kelly Criterion | -12.02% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11371823:BTCUSD | 11371823:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.50 | -0.20 | - |
| 2025 | 30.14 | -1.39 | -0.05 | - |
| Metric | 11371823:btcusd:triple_med_gx:lsma55_20 | 11371823:BTCUSD |
|---|---|---|
| MTD | 3.03% | 13.36% |
| 3M | 0.05% | 45.08% |
| 6M | -1.39% | 28.47% |
| YTD | -1.39% | 30.14% |
| 1Y | -12.49% | 105.13% |
| 3Y (ann.) | -7.9% | 68.87% |
| 5Y (ann.) | -7.9% | 68.87% |
| Metric | 11371823:btcusd:triple_med_gx:lsma55_20 | 11371823:BTCUSD |
|---|---|---|
| Max Drawdown | -22.52% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -4.08% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | -0.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-14 | -22.52 | 279 |
| 2024-07-14 | 2024-08-23 | -4.94 | 40 |
| 2024-06-05 | 2024-06-30 | -3.52 | 25 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| 2024-08-25 | 2024-10-07 | -0.37 | 43 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371823:btcusd:triple_med_gx:lsma55_20 | 11371823:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -6.75% | -12.33% |
| Best Month | 4.78% | 37.42% |
| Worst Month | -9.5% | -17.69% |
| Best Year | -1.39% | 38.02% |
| Worst Year | -7.5% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 2.26% | 6.41% |
| Avg. Down Week | -1.24% | -3.63% |
| Avg. Up Month | 2.49% | 8.54% |
| Avg. Down Month | -3.68% | -7.67% |
| Win Days % | 43.29% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 40.62% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |