| Metric | 11376097:btcusd:triple_med_gx:lsma105_45 | 11376097:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -17.16% | 75.42% |
| Max Drawdown | -22.16% | -29.51% |
| Sharpe | -0.45 | 0.63 |
| Sortino | -0.62 | 0.92 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.71 | 1.06 |
| CPC Index | 0.38 | 0.57 |
| Tail Ratio | 0.84 | 0.96 |
| Outlier Win Ratio | 39.04 | 2.99 |
| Outlier Loss Ratio | 3.92 | 3.1 |
| Volatility (ann.) | 8.42% | 24.55% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.69 | 2.19 |
| Skew | -0.09 | 0.2 |
| Kurtosis | 31.76 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.34% | 4.1% |
| Expected Yearly % | -8.98% | 32.45% |
| Kelly Criterion | -10.92% | 3.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11376097:BTCUSD | 11376097:btcusd:triple_med_gx:lsma105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.12 | -0.13 | - |
| 2025 | 27.10 | -12.69 | -0.47 | - |
| Metric | 11376097:btcusd:triple_med_gx:lsma105_45 | 11376097:BTCUSD |
|---|---|---|
| MTD | 0.41% | 10.71% |
| 3M | 0.51% | 41.88% |
| 6M | -8.65% | 22.91% |
| YTD | -12.69% | 27.1% |
| 1Y | -15.87% | 82.29% |
| 3Y (ann.) | -15.39% | 64.73% |
| 5Y (ann.) | -15.39% | 64.73% |
| Metric | 11376097:btcusd:triple_med_gx:lsma105_45 | 11376097:BTCUSD |
|---|---|---|
| Max Drawdown | -22.16% | -29.51% |
| Longest DD Days | 360.0 | 144.0 |
| Avg. Drawdown | -5.25% | -4.71% |
| Avg. Drawdown Days | 75.0 | 14.0 |
| Recovery Factor | -0.77 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-07-17 | -22.16 | 360 |
| 2024-07-04 | 2024-07-19 | -2.35 | 14 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| Metric | 11376097:btcusd:triple_med_gx:lsma105_45 | 11376097:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 11.71% | 37.42% |
| Worst Month | -8.31% | -17.69% |
| Best Year | -5.12% | 38.02% |
| Worst Year | -12.69% | 27.1% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 2.21% | 5.1% |
| Avg. Down Week | -3.34% | -4.37% |
| Avg. Up Month | 3.74% | 16.14% |
| Avg. Down Month | -5.44% | -7.93% |
| Win Days % | 43.61% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |