| Metric | 11376161:btcusd:triple_med_gx:lsma150_45 | 11376161:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -7.44% | 79.62% |
| Max Drawdown | -25.8% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.25 | 0.96 |
| Payoff Ratio | 1.05 | 0.94 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 1.08 | 1.08 |
| CPC Index | 0.45 | 0.54 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 38.89 | 2.99 |
| Outlier Loss Ratio | 4.08 | 3.11 |
| Volatility (ann.) | 7.94% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.26 | 2.33 |
| Skew | -0.01 | 0.2 |
| Kurtosis | 27.73 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.55% | 4.27% |
| Expected Yearly % | -3.79% | 34.02% |
| Kelly Criterion | -5.86% | 0.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11376161:BTCUSD | 11376161:btcusd:triple_med_gx:lsma150_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.34 | 0.22 | - |
| 2025 | 30.14 | -14.56 | -0.48 | - |
| Metric | 11376161:btcusd:triple_med_gx:lsma150_45 | 11376161:BTCUSD |
|---|---|---|
| MTD | 3.04% | 13.36% |
| 3M | 6.71% | 45.08% |
| 6M | -12.03% | 28.47% |
| YTD | -14.56% | 30.14% |
| 1Y | -7.44% | 105.13% |
| 3Y (ann.) | -6.68% | 68.87% |
| 5Y (ann.) | -6.68% | 68.87% |
| Metric | 11376161:btcusd:triple_med_gx:lsma150_45 | 11376161:BTCUSD |
|---|---|---|
| Max Drawdown | -25.8% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -3.56% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | -0.29 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-14 | -25.80 | 289 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-08-29 | 2024-09-17 | -2.91 | 18 |
| 2024-08-28 | 2024-08-29 | -2.14 | 0 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-27 | 2024-08-19 | -1.67 | 22 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-09-20 | 2024-09-24 | -0.93 | 4 |
| Metric | 11376161:btcusd:triple_med_gx:lsma150_45 | 11376161:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 8.61% | 18.93% |
| Worst Week | -6.77% | -12.33% |
| Best Month | 12.18% | 37.42% |
| Worst Month | -10.87% | -17.69% |
| Best Year | 8.34% | 38.02% |
| Worst Year | -14.56% | 30.14% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.68% | -0.78% |
| Avg. Up Week | 2.61% | 4.52% |
| Avg. Down Week | -3.05% | -4.06% |
| Avg. Up Month | 4.29% | 14.41% |
| Avg. Down Month | -6.33% | -7.67% |
| Win Days % | 45.82% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 48.28% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |