| Metric | 11376102:btcusd:triple_med_gx:lsma130_45 | 11376102:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -3.8% | 75.42% |
| Max Drawdown | -20.81% | -29.51% |
| Sharpe | -0.05 | 0.63 |
| Sortino | -0.07 | 0.92 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 32.29 | 3.08 |
| Outlier Loss Ratio | 4.15 | 3.14 |
| Volatility (ann.) | 8.92% | 24.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.16 | 2.19 |
| Skew | 0.12 | 0.2 |
| Kurtosis | 27.11 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.28% | 4.1% |
| Expected Yearly % | -1.92% | 32.45% |
| Kelly Criterion | -4.02% | 5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11376102:BTCUSD | 11376102:btcusd:triple_med_gx:lsma130_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.51 | 0.17 | - |
| 2025 | 27.10 | -9.68 | -0.36 | - |
| Metric | 11376102:btcusd:triple_med_gx:lsma130_45 | 11376102:BTCUSD |
|---|---|---|
| MTD | 3.2% | 10.71% |
| 3M | 7.19% | 41.88% |
| 6M | -4.32% | 22.91% |
| YTD | -9.68% | 27.1% |
| 1Y | -2.3% | 82.29% |
| 3Y (ann.) | -3.38% | 64.73% |
| 5Y (ann.) | -3.38% | 64.73% |
| Metric | 11376102:btcusd:triple_med_gx:lsma130_45 | 11376102:BTCUSD |
|---|---|---|
| Max Drawdown | -20.81% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -4.46% | -4.71% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | -0.18 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-17 | -20.81 | 209 |
| 2024-07-27 | 2024-09-27 | -11.34 | 61 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2024-07-04 | 2024-07-19 | -2.35 | 14 |
| 2024-09-28 | 2024-10-20 | -1.17 | 22 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-11-21 | 2024-12-19 | -0.48 | 27 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11376102:btcusd:triple_med_gx:lsma130_45 | 11376102:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 10.87% | 37.42% |
| Worst Month | -9.26% | -17.69% |
| Best Year | 6.51% | 38.02% |
| Worst Year | -9.68% | 27.1% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 2.47% | 5.43% |
| Avg. Down Week | -2.8% | -4.52% |
| Avg. Up Month | 5.36% | 13.97% |
| Avg. Down Month | -5.21% | -7.93% |
| Win Days % | 45.74% | 51.89% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |