| Metric | 11376113:btcusd:triple_med_gx:lsma185_45 | 11376113:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 3.99% | 79.62% |
| Max Drawdown | -12.8% | -29.51% |
| Sharpe | 0.14 | 0.65 |
| Sortino | 0.21 | 0.96 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 30.91 | 3.15 |
| Outlier Loss Ratio | 4.12 | 3.14 |
| Volatility (ann.) | 9.12% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.28 | 2.33 |
| Skew | 0.41 | 0.2 |
| Kurtosis | 24.22 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.28% | 4.27% |
| Expected Yearly % | 1.98% | 34.02% |
| Kelly Criterion | -0.11% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11376113:BTCUSD | 11376113:btcusd:triple_med_gx:lsma185_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.33 | 0.01 | - |
| 2025 | 30.14 | 3.65 | 0.12 | - |
| Metric | 11376113:btcusd:triple_med_gx:lsma185_45 | 11376113:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 10.24% | 45.08% |
| 6M | 5.6% | 28.47% |
| YTD | 3.65% | 30.14% |
| 1Y | 4.42% | 105.13% |
| 3Y (ann.) | 3.56% | 68.87% |
| 5Y (ann.) | 3.56% | 68.87% |
| Metric | 11376113:btcusd:triple_med_gx:lsma185_45 | 11376113:BTCUSD |
|---|---|---|
| Max Drawdown | -12.8% | -29.51% |
| Longest DD Days | 234.0 | 144.0 |
| Avg. Drawdown | -5.08% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.31 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-07-14 | -12.80 | 234 |
| 2024-07-27 | 2024-09-27 | -11.18 | 61 |
| 2024-09-28 | 2024-11-21 | -8.31 | 54 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-06-08 | 2024-07-19 | -0.59 | 41 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11376113:btcusd:triple_med_gx:lsma185_45 | 11376113:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 8.44% | 37.42% |
| Worst Month | -5.3% | -17.69% |
| Best Year | 3.65% | 38.02% |
| Worst Year | 0.33% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 2.78% | 5.72% |
| Avg. Down Week | -3.02% | -4.59% |
| Avg. Up Month | 3.78% | 14.41% |
| Avg. Down Month | -3.61% | -6.06% |
| Win Days % | 47.06% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.61% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |