| Metric | 11376101:btcusd:triple_med_gx:lsma125_45 | 11376101:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -3.52% | 79.62% |
| Max Drawdown | -19.53% | -29.51% |
| Sharpe | -0.05 | 0.65 |
| Sortino | -0.06 | 0.96 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.09 | 1.08 |
| CPC Index | 0.49 | 0.6 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 32.8 | 3.08 |
| Outlier Loss Ratio | 3.99 | 3.11 |
| Volatility (ann.) | 8.93% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.16 | 2.33 |
| Skew | 0.12 | 0.2 |
| Kurtosis | 27.2 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.26% | 4.27% |
| Expected Yearly % | -1.78% | 34.02% |
| Kelly Criterion | -3.47% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11376101:BTCUSD | 11376101:btcusd:triple_med_gx:lsma125_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.81 | 0.21 | - |
| 2025 | 30.14 | -10.51 | -0.35 | - |
| Metric | 11376101:btcusd:triple_med_gx:lsma125_45 | 11376101:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 4.51% | 45.08% |
| 6M | -6.52% | 28.47% |
| YTD | -10.51% | 30.14% |
| 1Y | -2.02% | 105.13% |
| 3Y (ann.) | -3.16% | 68.87% |
| 5Y (ann.) | -3.16% | 68.87% |
| Metric | 11376101:btcusd:triple_med_gx:lsma125_45 | 11376101:BTCUSD |
|---|---|---|
| Max Drawdown | -19.53% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -4.18% | -4.58% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | -0.18 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -19.53 | 206 |
| 2024-07-27 | 2024-09-27 | -10.26 | 61 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-09-28 | 2024-11-19 | -5.08 | 52 |
| 2024-07-04 | 2024-07-19 | -2.35 | 14 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-11-21 | 2024-12-19 | -0.21 | 27 |
| Metric | 11376101:btcusd:triple_med_gx:lsma125_45 | 11376101:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -5.26% | -12.33% |
| Best Month | 10.67% | 37.42% |
| Worst Month | -8.81% | -17.69% |
| Best Year | 7.81% | 38.02% |
| Worst Year | -10.51% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 2.55% | 5.71% |
| Avg. Down Week | -2.94% | -4.74% |
| Avg. Up Month | 5.19% | 14.41% |
| Avg. Down Month | -5.09% | -7.93% |
| Win Days % | 46.15% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 45.95% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |