| Metric | 11375180:btcusd:triple_med_gx:lsma140_40 | 11375180:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -10.8% | 79.62% |
| Max Drawdown | -26.06% | -29.51% |
| Sharpe | -0.25 | 0.65 |
| Sortino | -0.35 | 0.96 |
| Payoff Ratio | 0.99 | 0.91 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.42 | 0.53 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 35.42 | 3.04 |
| Outlier Loss Ratio | 3.97 | 3.24 |
| Volatility (ann.) | 8.61% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.37 | 2.33 |
| Skew | -0.11 | 0.2 |
| Kurtosis | 23.66 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.81% | 4.27% |
| Expected Yearly % | -5.55% | 34.02% |
| Kelly Criterion | -7.51% | -0.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11375180:BTCUSD | 11375180:btcusd:triple_med_gx:lsma140_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.95 | -0.08 | - |
| 2025 | 30.14 | -8.09 | -0.27 | - |
| Metric | 11375180:btcusd:triple_med_gx:lsma140_40 | 11375180:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 10.36% | 45.08% |
| 6M | -3.84% | 28.47% |
| YTD | -8.09% | 30.14% |
| 1Y | -7.64% | 105.13% |
| 3Y (ann.) | -9.72% | 68.87% |
| 5Y (ann.) | -9.72% | 68.87% |
| Metric | 11375180:btcusd:triple_med_gx:lsma140_40 | 11375180:BTCUSD |
|---|---|---|
| Max Drawdown | -26.06% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -6.5% | -4.58% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.41 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-27 | 2025-07-14 | -26.06 | 289 |
| 2024-07-04 | 2024-09-17 | -7.20 | 75 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-20 | 2024-09-24 | -0.93 | 4 |
| Metric | 11375180:btcusd:triple_med_gx:lsma140_40 | 11375180:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 7.82% | 18.93% |
| Worst Week | -7.27% | -12.33% |
| Best Month | 11.27% | 37.42% |
| Worst Month | -8.16% | -17.69% |
| Best Year | -2.95% | 38.02% |
| Worst Year | -8.09% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.73% | -0.81% |
| Avg. Up Week | 2.81% | 3.64% |
| Avg. Down Week | -3.37% | -4.74% |
| Avg. Up Month | 5.7% | 11.48% |
| Avg. Down Month | -4.54% | -7.93% |
| Win Days % | 46.42% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 46.88% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |