| Metric | 11375429:btcusd:triple_med_gx:lsma65_40 | 11375429:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -14.57% | 79.62% |
| Max Drawdown | -20.89% | -29.51% |
| Sharpe | -0.43 | 0.65 |
| Sortino | -0.58 | 0.96 |
| Payoff Ratio | 1.13 | 1.14 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.69 | 1.08 |
| CPC Index | 0.37 | 0.66 |
| Tail Ratio | 0.83 | 0.98 |
| Outlier Win Ratio | 53.04 | 3.06 |
| Outlier Loss Ratio | 3.82 | 2.92 |
| Volatility (ann.) | 7.57% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.63 | 2.33 |
| Skew | -0.7 | 0.2 |
| Kurtosis | 47.23 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.12% | 4.27% |
| Expected Yearly % | -7.57% | 34.02% |
| Kelly Criterion | -13.89% | 9.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11375429:BTCUSD | 11375429:btcusd:triple_med_gx:lsma65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.61 | -0.31 | - |
| 2025 | 30.14 | -3.35 | -0.11 | - |
| Metric | 11375429:btcusd:triple_med_gx:lsma65_40 | 11375429:BTCUSD |
|---|---|---|
| MTD | 3.03% | 13.36% |
| 3M | 2.34% | 45.08% |
| 6M | -5.06% | 28.47% |
| YTD | -3.35% | 30.14% |
| 1Y | -15.05% | 105.13% |
| 3Y (ann.) | -13.14% | 68.87% |
| 5Y (ann.) | -13.14% | 68.87% |
| Metric | 11375429:btcusd:triple_med_gx:lsma65_40 | 11375429:BTCUSD |
|---|---|---|
| Max Drawdown | -20.89% | -29.51% |
| Longest DD Days | 274.0 | 144.0 |
| Avg. Drawdown | -6.03% | -4.58% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.7 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-13 | 2025-07-14 | -20.89 | 274 |
| 2024-07-14 | 2024-10-11 | -4.83 | 89 |
| 2024-06-05 | 2024-07-14 | -3.53 | 38 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11375429:btcusd:triple_med_gx:lsma65_40 | 11375429:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.48% | 18.93% |
| Worst Week | -5.43% | -12.33% |
| Best Month | 4.32% | 37.42% |
| Worst Month | -10.43% | -17.69% |
| Best Year | -3.35% | 38.02% |
| Worst Year | -11.61% | 30.14% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 2.11% | 8.3% |
| Avg. Down Week | -1.64% | -3.3% |
| Avg. Up Month | 3.06% | 9.52% |
| Avg. Down Month | -4.86% | -7.82% |
| Win Days % | 39.47% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 31.58% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |