| Metric | 11375120:btcusd:triple_med_gx:lsma115_40 | 11375120:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -10.29% | 79.62% |
| Max Drawdown | -23.18% | -29.51% |
| Sharpe | -0.22 | 0.65 |
| Sortino | -0.31 | 0.96 |
| Payoff Ratio | 1.07 | 0.97 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.89 | 1.08 |
| CPC Index | 0.45 | 0.56 |
| Tail Ratio | 0.96 | 0.98 |
| Outlier Win Ratio | 33.45 | 3.06 |
| Outlier Loss Ratio | 3.81 | 3.13 |
| Volatility (ann.) | 9.14% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.4 | 2.33 |
| Skew | 0.31 | 0.2 |
| Kurtosis | 27.48 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.77% | 4.27% |
| Expected Yearly % | -5.29% | 34.02% |
| Kelly Criterion | -5.95% | 2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11375120:BTCUSD | 11375120:btcusd:triple_med_gx:lsma115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.71 | 0.04 | - |
| 2025 | 30.14 | -11.80 | -0.39 | - |
| Metric | 11375120:btcusd:triple_med_gx:lsma115_40 | 11375120:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 8.79% | 45.08% |
| 6M | -7.28% | 28.47% |
| YTD | -11.8% | 30.14% |
| 1Y | -5.07% | 105.13% |
| 3Y (ann.) | -9.26% | 68.87% |
| 5Y (ann.) | -9.26% | 68.87% |
| Metric | 11375120:btcusd:triple_med_gx:lsma115_40 | 11375120:BTCUSD |
|---|---|---|
| Max Drawdown | -23.18% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -9.26% | -4.58% |
| Avg. Drawdown Days | 69.0 | 14.0 |
| Recovery Factor | -0.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -23.18 | 206 |
| 2024-07-22 | 2024-10-20 | -12.36 | 90 |
| 2024-07-03 | 2024-07-21 | -5.67 | 18 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2024-12-18 | 2024-12-19 | -0.18 | 0 |
| Metric | 11375120:btcusd:triple_med_gx:lsma115_40 | 11375120:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 12.15% | 37.42% |
| Worst Month | -9.94% | -17.69% |
| Best Year | 1.71% | 38.02% |
| Worst Year | -11.8% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.73% | -0.82% |
| Avg. Up Week | 2.49% | 6.18% |
| Avg. Down Week | -3.48% | -4.67% |
| Avg. Up Month | 6.13% | 16.67% |
| Avg. Down Month | -5.24% | -7.93% |
| Win Days % | 45.26% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 48.57% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |