| Metric | 11375185:btcusd:triple_med_gx:lsma170_40 | 11375185:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -2.27% | 79.62% |
| Max Drawdown | -17.32% | -29.51% |
| Sharpe | -0.02 | 0.65 |
| Sortino | -0.03 | 0.96 |
| Payoff Ratio | 1.09 | 1.01 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 34.97 | 3.05 |
| Outlier Loss Ratio | 4.01 | 3.09 |
| Volatility (ann.) | 8.39% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.12 | 2.33 |
| Skew | 0.58 | 0.2 |
| Kurtosis | 23.97 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.16% | 4.27% |
| Expected Yearly % | -1.14% | 34.02% |
| Kelly Criterion | -3.08% | 4.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11375185:BTCUSD | 11375185:btcusd:triple_med_gx:lsma170_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.25 | 0.01 | - |
| 2025 | 30.14 | -2.51 | -0.08 | - |
| Metric | 11375185:btcusd:triple_med_gx:lsma170_40 | 11375185:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 7.66% | 45.08% |
| 6M | 1.05% | 28.47% |
| YTD | -2.51% | 30.14% |
| 1Y | -2.27% | 105.13% |
| 3Y (ann.) | -2.03% | 68.87% |
| 5Y (ann.) | -2.03% | 68.87% |
| Metric | 11375185:btcusd:triple_med_gx:lsma170_40 | 11375185:BTCUSD |
|---|---|---|
| Max Drawdown | -17.32% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -4.45% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | -0.13 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-27 | 2025-07-14 | -17.32 | 289 |
| 2024-07-27 | 2024-09-19 | -6.95 | 53 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-09-20 | 2024-09-24 | -0.93 | 4 |
| 2024-07-20 | 2024-07-20 | -0.26 | 0 |
| Metric | 11375185:btcusd:triple_med_gx:lsma170_40 | 11375185:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.13% | -9.32% |
| Best Week | 7.82% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 11.27% | 37.42% |
| Worst Month | -8.5% | -17.69% |
| Best Year | 0.25% | 38.02% |
| Worst Year | -2.51% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 2.98% | 3.81% |
| Avg. Down Week | -3.44% | -4.1% |
| Avg. Up Month | 5.24% | 11.48% |
| Avg. Down Month | -5.18% | -5.41% |
| Win Days % | 46.23% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |