| Metric | 11374189:btcusd:triple_med_gx:lsma105_35 | 11374189:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -20.1% | 79.62% |
| Max Drawdown | -27.03% | -29.51% |
| Sharpe | -0.44 | 0.65 |
| Sortino | -0.63 | 0.96 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.6 | 1.08 |
| CPC Index | 0.4 | 0.63 |
| Tail Ratio | 0.7 | 0.98 |
| Outlier Win Ratio | 32.7 | 3.09 |
| Outlier Loss Ratio | 3.79 | 3.22 |
| Volatility (ann.) | 10.18% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.67 | 2.33 |
| Skew | 0.62 | 0.2 |
| Kurtosis | 34.87 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.59% | 4.27% |
| Expected Yearly % | -10.62% | 34.02% |
| Kelly Criterion | -11.03% | 8.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.07% |
| Expected Shortfall (cVaR) | -0.89% | -2.07% |
| Year | 11374189:BTCUSD | 11374189:btcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.04 | -0.08 | - |
| 2025 | 30.14 | -17.60 | -0.58 | - |
| Metric | 11374189:btcusd:triple_med_gx:lsma105_35 | 11374189:BTCUSD |
|---|---|---|
| MTD | 0.85% | 13.36% |
| 3M | -1.61% | 45.08% |
| 6M | -13.11% | 28.47% |
| YTD | -17.6% | 30.14% |
| 1Y | -16.07% | 105.13% |
| 3Y (ann.) | -18.19% | 68.87% |
| 5Y (ann.) | -18.19% | 68.87% |
| Metric | 11374189:btcusd:triple_med_gx:lsma105_35 | 11374189:BTCUSD |
|---|---|---|
| Max Drawdown | -27.03% | -29.51% |
| Longest DD Days | 236.0 | 144.0 |
| Avg. Drawdown | -5.68% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | -0.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-19 | 2025-07-14 | -27.03 | 236 |
| 2024-07-22 | 2024-11-11 | -13.04 | 112 |
| 2024-06-08 | 2024-07-19 | -5.90 | 41 |
| 2024-11-16 | 2024-11-18 | -1.64 | 2 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-11-15 | 2024-11-15 | -0.48 | 0 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| Metric | 11374189:btcusd:triple_med_gx:lsma105_35 | 11374189:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 11.36% | 18.93% |
| Worst Week | -7.29% | -12.33% |
| Best Month | 12.52% | 37.42% |
| Worst Month | -10.6% | -17.69% |
| Best Year | -3.04% | 38.02% |
| Worst Year | -17.6% | 30.14% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 2.42% | 5.32% |
| Avg. Down Week | -3.73% | -4.31% |
| Avg. Up Month | 5.5% | 17.31% |
| Avg. Down Month | -5.37% | -7.82% |
| Win Days % | 40.06% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |