| Metric | 11375181:btcusd:triple_med_gx:lsma160_40 | 11375181:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -11.87% | 79.62% |
| Max Drawdown | -23.34% | -29.51% |
| Sharpe | -0.28 | 0.65 |
| Sortino | -0.38 | 0.96 |
| Payoff Ratio | 1.02 | 0.94 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.97 | 1.08 |
| CPC Index | 0.42 | 0.54 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 35.7 | 3.08 |
| Outlier Loss Ratio | 3.92 | 3.24 |
| Volatility (ann.) | 8.78% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.46 | 2.33 |
| Skew | -0.1 | 0.2 |
| Kurtosis | 24.16 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.9% | 4.27% |
| Expected Yearly % | -6.12% | 34.02% |
| Kelly Criterion | -8.11% | 0.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11375181:BTCUSD | 11375181:btcusd:triple_med_gx:lsma160_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.66 | -0.15 | - |
| 2025 | 30.14 | -6.58 | -0.22 | - |
| Metric | 11375181:btcusd:triple_med_gx:lsma160_40 | 11375181:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 8.64% | 45.08% |
| 6M | -2.42% | 28.47% |
| YTD | -6.58% | 30.14% |
| 1Y | -9.82% | 105.13% |
| 3Y (ann.) | -10.69% | 68.87% |
| 5Y (ann.) | -10.69% | 68.87% |
| Metric | 11375181:btcusd:triple_med_gx:lsma160_40 | 11375181:BTCUSD |
|---|---|---|
| Max Drawdown | -23.34% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -6.81% | -4.58% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.51 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-27 | 2025-07-14 | -23.34 | 289 |
| 2024-07-27 | 2024-09-19 | -7.49 | 53 |
| 2024-07-04 | 2024-07-27 | -6.10 | 23 |
| 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 | 11375181:btcusd:triple_med_gx:lsma160_40 | 11375181:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 7.82% | 18.93% |
| Worst Week | -6.37% | -12.33% |
| Best Month | 11.27% | 37.42% |
| Worst Month | -6.72% | -17.69% |
| Best Year | -5.66% | 38.02% |
| Worst Year | -6.58% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.74% | -0.83% |
| Avg. Up Week | 2.98% | 3.81% |
| Avg. Down Week | -3.22% | -4.64% |
| Avg. Up Month | 4.99% | 11.48% |
| Avg. Down Month | -4.22% | -7.93% |
| Win Days % | 45.4% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 41.38% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |