| Metric | 11371967:btcusd:triple_med_gx:lsma55_20 | 11371967:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -10.35% | 79.62% |
| Max Drawdown | -16.82% | -29.51% |
| Sharpe | -0.27 | 0.65 |
| Sortino | -0.37 | 0.96 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 0.13 | 1.08 |
| CPC Index | 0.4 | 0.59 |
| Tail Ratio | 0.15 | 0.98 |
| Outlier Win Ratio | 53.4 | 3.09 |
| Outlier Loss Ratio | 3.48 | 2.99 |
| Volatility (ann.) | 7.82% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.55 | 2.33 |
| Skew | -1.32 | 0.2 |
| Kurtosis | 45.0 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.78% | 4.27% |
| Expected Yearly % | -5.32% | 34.02% |
| Kelly Criterion | -11.74% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11371967:BTCUSD | 11371967:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.39 | -0.01 | - |
| 2025 | 30.14 | -10.00 | -0.33 | - |
| Metric | 11371967:btcusd:triple_med_gx:lsma55_20 | 11371967:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 2.68% | 45.08% |
| 6M | -10.77% | 28.47% |
| YTD | -10.0% | 30.14% |
| 1Y | -9.27% | 105.13% |
| 3Y (ann.) | -9.31% | 68.87% |
| 5Y (ann.) | -9.31% | 68.87% |
| Metric | 11371967:btcusd:triple_med_gx:lsma55_20 | 11371967:BTCUSD |
|---|---|---|
| Max Drawdown | -16.82% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -5.45% | -4.58% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.62 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -16.82 | 257 |
| 2024-06-07 | 2024-09-13 | -6.99 | 98 |
| 2024-10-15 | 2024-10-29 | -1.46 | 14 |
| 2024-09-14 | 2024-10-14 | -1.33 | 30 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| Metric | 11371967:btcusd:triple_med_gx:lsma55_20 | 11371967:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.45% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 6.21% | 37.42% |
| Worst Month | -7.35% | -17.69% |
| Best Year | -0.39% | 38.02% |
| Worst Year | -10.0% | 30.14% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 1.43% | 5.94% |
| Avg. Down Week | -1.03% | -3.16% |
| Avg. Up Month | 1.78% | 6.74% |
| Avg. Down Month | -3.74% | -8.96% |
| Win Days % | 42.44% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 41.94% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |