| Metric | 11375175:btcusd:triple_med_gx:lsma115_40 | 11375175:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 0.23% | 79.62% |
| Max Drawdown | -15.8% | -29.51% |
| Sharpe | 0.05 | 0.65 |
| Sortino | 0.07 | 0.96 |
| Payoff Ratio | 1.07 | 0.97 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | 1.4 | 0.98 |
| Outlier Win Ratio | 35.13 | 3.05 |
| Outlier Loss Ratio | 3.94 | 3.11 |
| Volatility (ann.) | 8.54% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.01 | 2.33 |
| Skew | -0.23 | 0.2 |
| Kurtosis | 28.0 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.02% | 4.27% |
| Expected Yearly % | 0.12% | 34.02% |
| Kelly Criterion | -2.4% | 2.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11375175:BTCUSD | 11375175:btcusd:triple_med_gx:lsma115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.94 | -0.02 | - |
| 2025 | 30.14 | 1.18 | 0.04 | - |
| Metric | 11375175:btcusd:triple_med_gx:lsma115_40 | 11375175:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 9.92% | 45.08% |
| 6M | 3.1% | 28.47% |
| YTD | 1.18% | 30.14% |
| 1Y | 8.05% | 105.13% |
| 3Y (ann.) | 0.21% | 68.87% |
| 5Y (ann.) | 0.21% | 68.87% |
| Metric | 11375175:btcusd:triple_med_gx:lsma115_40 | 11375175:BTCUSD |
|---|---|---|
| Max Drawdown | -15.8% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -8.65% | -4.58% |
| Avg. Drawdown Days | 86.0 | 14.0 |
| Recovery Factor | 0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -15.80 | 206 |
| 2024-07-04 | 2024-10-20 | -13.62 | 108 |
| 2024-10-21 | 2024-11-21 | -5.01 | 31 |
| 2024-12-19 | 2024-12-19 | -0.18 | 0 |
| Metric | 11375175:btcusd:triple_med_gx:lsma115_40 | 11375175:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 7.82% | 18.93% |
| Worst Week | -7.23% | -12.33% |
| Best Month | 12.11% | 37.42% |
| Worst Month | -8.87% | -17.69% |
| Best Year | 1.18% | 38.02% |
| Worst Year | -0.94% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.71% | -0.8% |
| Avg. Up Week | 2.67% | 4.18% |
| Avg. Down Week | -2.63% | -4.8% |
| Avg. Up Month | 5.94% | 16.67% |
| Avg. Down Month | -3.64% | -7.93% |
| Win Days % | 47.08% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |