| Metric | 11376264:btcusd:triple_med_gx:lsma105_45 | 11376264:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -8.14% | 79.62% |
| Max Drawdown | -21.34% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.23 | 0.96 |
| Payoff Ratio | 0.92 | 0.88 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.41 | 0.51 |
| Tail Ratio | 1.52 | 0.98 |
| Outlier Win Ratio | 38.67 | 3.05 |
| Outlier Loss Ratio | 3.73 | 3.09 |
| Volatility (ann.) | 8.54% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.34 | 2.33 |
| Skew | -2.16 | 0.2 |
| Kurtosis | 45.58 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.6% | 4.27% |
| Expected Yearly % | -4.16% | 34.02% |
| Kelly Criterion | -8.45% | -2.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11376264:BTCUSD | 11376264:btcusd:triple_med_gx:lsma105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.96 | 0.08 | - |
| 2025 | 30.14 | -10.78 | -0.36 | - |
| Metric | 11376264:btcusd:triple_med_gx:lsma105_45 | 11376264:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 4.16% | 45.08% |
| 6M | -11.02% | 28.47% |
| YTD | -10.78% | 30.14% |
| 1Y | -4.2% | 105.13% |
| 3Y (ann.) | -7.31% | 68.87% |
| 5Y (ann.) | -7.31% | 68.87% |
| Metric | 11376264:btcusd:triple_med_gx:lsma105_45 | 11376264:BTCUSD |
|---|---|---|
| Max Drawdown | -21.34% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -4.33% | -4.58% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | -0.38 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -21.34 | 266 |
| 2024-06-10 | 2024-09-18 | -8.47 | 100 |
| 2024-09-20 | 2024-09-26 | -2.32 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-28 | 2024-10-14 | -0.57 | 16 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11376264:btcusd:triple_med_gx:lsma105_45 | 11376264:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -8.99% | -12.33% |
| Best Month | 9.6% | 37.42% |
| Worst Month | -10.97% | -17.69% |
| Best Year | 2.96% | 38.02% |
| Worst Year | -10.78% | 30.14% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 2.05% | 5.09% |
| Avg. Down Week | -2.57% | -4.57% |
| Avg. Up Month | 3.03% | 14.37% |
| Avg. Down Month | -5.03% | -5.35% |
| Win Days % | 47.97% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 47.06% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |