| Metric | 11376266:btcusd:triple_med_gx:lsma115_45 | 11376266:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.27% | 79.62% |
| Max Drawdown | -21.42% | -29.51% |
| Sharpe | 0.04 | 0.65 |
| Sortino | 0.05 | 0.96 |
| Payoff Ratio | 0.94 | 0.87 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.91 | 1.08 |
| CPC Index | 0.47 | 0.5 |
| Tail Ratio | 1.88 | 0.98 |
| Outlier Win Ratio | 36.05 | 3.05 |
| Outlier Loss Ratio | 3.74 | 3.07 |
| Volatility (ann.) | 8.68% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.01 | 2.33 |
| Skew | -1.92 | 0.2 |
| Kurtosis | 46.21 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.02% | 4.27% |
| Expected Yearly % | -0.13% | 34.02% |
| Kelly Criterion | -3.62% | -3.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11376266:BTCUSD | 11376266:btcusd:triple_med_gx:lsma115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.34 | 0.19 | - |
| 2025 | 30.14 | -7.09 | -0.24 | - |
| Metric | 11376266:btcusd:triple_med_gx:lsma115_45 | 11376266:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 8.85% | 45.08% |
| 6M | -7.06% | 28.47% |
| YTD | -7.09% | 30.14% |
| 1Y | 1.12% | 105.13% |
| 3Y (ann.) | -0.24% | 68.87% |
| 5Y (ann.) | -0.24% | 68.87% |
| Metric | 11376266:btcusd:triple_med_gx:lsma115_45 | 11376266:BTCUSD |
|---|---|---|
| Max Drawdown | -21.42% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -4.89% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-14 | -21.42 | 233 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2024-07-04 | 2024-07-21 | -4.12 | 17 |
| 2024-08-18 | 2024-09-18 | -4.11 | 31 |
| 2024-07-27 | 2024-08-18 | -4.02 | 21 |
| 2024-09-20 | 2024-09-26 | -2.32 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-28 | 2024-10-20 | -0.57 | 22 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11376266:btcusd:triple_med_gx:lsma115_45 | 11376266:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 8.85% | 18.93% |
| Worst Week | -9.18% | -12.33% |
| Best Month | 9.6% | 37.42% |
| Worst Month | -11.33% | -17.69% |
| Best Year | 7.34% | 38.02% |
| Worst Year | -7.09% | 30.14% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.75% | -0.83% |
| Avg. Up Week | 2.99% | 5.24% |
| Avg. Down Week | -2.77% | -4.46% |
| Avg. Up Month | 4.3% | 14.29% |
| Avg. Down Month | -6.34% | -4.68% |
| Win Days % | 49.84% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |