| Metric | 11375436:btcusd:triple_med_gx:lsma55_40 | 11375436:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -10.32% | 79.62% |
| Max Drawdown | -15.91% | -29.51% |
| Sharpe | -0.35 | 0.65 |
| Sortino | -0.46 | 0.96 |
| Payoff Ratio | 1.08 | 1.11 |
| Profit Factor | 0.83 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.35 | 0.64 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 75.31 | 2.76 |
| Outlier Loss Ratio | 3.43 | 2.79 |
| Volatility (ann.) | 6.33% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.58 | 2.33 |
| Skew | -2.42 | 0.2 |
| Kurtosis | 65.57 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.77% | 4.27% |
| Expected Yearly % | -5.3% | 34.02% |
| Kelly Criterion | -16.45% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.07% |
| Expected Shortfall (cVaR) | -0.55% | -2.07% |
| Year | 11375436:BTCUSD | 11375436:btcusd:triple_med_gx:lsma55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.96 | -0.16 | - |
| 2025 | 30.14 | -4.63 | -0.15 | - |
| Metric | 11375436:btcusd:triple_med_gx:lsma55_40 | 11375436:BTCUSD |
|---|---|---|
| MTD | -0.53% | 13.36% |
| 3M | -2.87% | 45.08% |
| 6M | -4.63% | 28.47% |
| YTD | -4.63% | 30.14% |
| 1Y | -12.34% | 105.13% |
| 3Y (ann.) | -9.28% | 68.87% |
| 5Y (ann.) | -9.28% | 68.87% |
| Metric | 11375436:btcusd:triple_med_gx:lsma55_40 | 11375436:BTCUSD |
|---|---|---|
| Max Drawdown | -15.91% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -3.95% | -4.58% |
| Avg. Drawdown Days | 64.0 | 14.0 |
| Recovery Factor | -0.65 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-31 | 2025-07-14 | -15.91 | 256 |
| 2024-07-14 | 2024-10-11 | -4.87 | 89 |
| 2024-06-05 | 2024-07-13 | -1.92 | 37 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2024-10-30 | 2024-10-30 | -0.18 | 0 |
| Metric | 11375436:btcusd:triple_med_gx:lsma55_40 | 11375436:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 3.48% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 4.2% | 37.42% |
| Worst Month | -7.68% | -17.69% |
| Best Year | -4.63% | 38.02% |
| Worst Year | -5.96% | 30.14% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 1.59% | 6.04% |
| Avg. Down Week | -1.29% | -4.36% |
| Avg. Up Month | 1.56% | 9.03% |
| Avg. Down Month | -2.87% | -7.82% |
| Win Days % | 39.44% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 32.14% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |