| Metric | 11375129:btcusd:triple_med_gx:lsma160_40 | 11375129:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -7.96% | 79.62% |
| Max Drawdown | -19.7% | -29.51% |
| Sharpe | -0.16 | 0.65 |
| Sortino | -0.23 | 0.96 |
| Payoff Ratio | 1.08 | 0.99 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.46 | 0.57 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 33.88 | 3.08 |
| Outlier Loss Ratio | 3.96 | 3.19 |
| Volatility (ann.) | 9.0% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.36 | 2.33 |
| Skew | 0.19 | 0.2 |
| Kurtosis | 26.04 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.59% | 4.27% |
| Expected Yearly % | -4.06% | 34.02% |
| Kelly Criterion | -5.38% | 3.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11375129:BTCUSD | 11375129:btcusd:triple_med_gx:lsma160_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.29 | 0.06 | - |
| 2025 | 30.14 | -10.02 | -0.33 | - |
| Metric | 11375129:btcusd:triple_med_gx:lsma160_40 | 11375129:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 9.53% | 45.08% |
| 6M | -6.28% | 28.47% |
| YTD | -10.02% | 30.14% |
| 1Y | -3.75% | 105.13% |
| 3Y (ann.) | -7.15% | 68.87% |
| 5Y (ann.) | -7.15% | 68.87% |
| Metric | 11375129:btcusd:triple_med_gx:lsma160_40 | 11375129:BTCUSD |
|---|---|---|
| Max Drawdown | -19.7% | -29.51% |
| Longest DD Days | 230.0 | 144.0 |
| Avg. Drawdown | -7.2% | -4.58% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.4 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-14 | -19.70 | 230 |
| 2024-07-27 | 2024-09-26 | -10.64 | 60 |
| 2024-09-27 | 2024-11-21 | -8.19 | 54 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-07-03 | 2024-07-20 | -4.55 | 16 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-11-24 | 2024-11-25 | -0.18 | 0 |
| Metric | 11375129:btcusd:triple_med_gx:lsma160_40 | 11375129:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -6.16% | -12.33% |
| Best Month | 11.31% | 37.42% |
| Worst Month | -8.29% | -17.69% |
| Best Year | 2.29% | 38.02% |
| Worst Year | -10.02% | 30.14% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 2.81% | 5.71% |
| Avg. Down Week | -3.71% | -4.87% |
| Avg. Up Month | 4.9% | 16.67% |
| Avg. Down Month | -6.21% | -9.5% |
| Win Days % | 45.4% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 46.88% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |