| Metric | 11374299:btcusd:triple_med_gx:lsma105_35 | 11374299:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -20.54% | 79.62% |
| Max Drawdown | -27.81% | -29.51% |
| Sharpe | -0.46 | 0.65 |
| Sortino | -0.61 | 0.96 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.74 | 1.08 |
| CPC Index | 0.38 | 0.56 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 32.22 | 3.06 |
| Outlier Loss Ratio | 3.72 | 3.24 |
| Volatility (ann.) | 10.04% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.67 | 2.33 |
| Skew | -1.15 | 0.2 |
| Kurtosis | 38.05 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.63% | 4.27% |
| Expected Yearly % | -10.86% | 34.02% |
| Kelly Criterion | -11.65% | 2.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11374299:BTCUSD | 11374299:btcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.73 | -0.18 | - |
| 2025 | 30.14 | -14.81 | -0.49 | - |
| Metric | 11374299:btcusd:triple_med_gx:lsma105_35 | 11374299:BTCUSD |
|---|---|---|
| MTD | 3.93% | 13.36% |
| 3M | 4.3% | 45.08% |
| 6M | -12.57% | 28.47% |
| YTD | -14.81% | 30.14% |
| 1Y | -17.48% | 105.13% |
| 3Y (ann.) | -18.59% | 68.87% |
| 5Y (ann.) | -18.59% | 68.87% |
| Metric | 11374299:btcusd:triple_med_gx:lsma105_35 | 11374299:BTCUSD |
|---|---|---|
| Max Drawdown | -27.81% | -29.51% |
| Longest DD Days | 242.0 | 144.0 |
| Avg. Drawdown | -9.77% | -4.58% |
| Avg. Drawdown Days | 75.0 | 14.0 |
| Recovery Factor | -0.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-07-14 | -27.81 | 242 |
| 2024-08-14 | 2024-11-13 | -13.36 | 91 |
| 2024-07-03 | 2024-08-13 | -6.53 | 41 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| Metric | 11374299:btcusd:triple_med_gx:lsma105_35 | 11374299:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 6.91% | 18.93% |
| Worst Week | -11.51% | -12.33% |
| Best Month | 11.1% | 37.42% |
| Worst Month | -10.67% | -17.69% |
| Best Year | -6.73% | 38.02% |
| Worst Year | -14.81% | 30.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 2.06% | 6.3% |
| Avg. Down Week | -4.59% | -4.45% |
| Avg. Up Month | 3.32% | 15.51% |
| Avg. Down Month | -9.09% | -7.93% |
| Win Days % | 44.12% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.43% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |