| Metric | 11376459:btcusd:triple_med_gx:lsma65_45 | 11376459:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -13.86% | 79.62% |
| Max Drawdown | -23.02% | -29.51% |
| Sharpe | -0.42 | 0.65 |
| Sortino | -0.57 | 0.96 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 0.83 | 1.11 |
| Common Sense Ratio | 0.36 | 1.08 |
| CPC Index | 0.36 | 0.62 |
| Tail Ratio | 0.43 | 0.98 |
| Outlier Win Ratio | 55.01 | 2.8 |
| Outlier Loss Ratio | 3.85 | 2.86 |
| Volatility (ann.) | 7.23% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.54 | 2.33 |
| Skew | -0.82 | 0.2 |
| Kurtosis | 59.22 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.06% | 4.27% |
| Expected Yearly % | -7.19% | 34.02% |
| Kelly Criterion | -15.94% | 7.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11376459:BTCUSD | 11376459:btcusd:triple_med_gx:lsma65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.76 | -0.13 | - |
| 2025 | 30.14 | -9.55 | -0.32 | - |
| Metric | 11376459:btcusd:triple_med_gx:lsma65_45 | 11376459:BTCUSD |
|---|---|---|
| MTD | 1.06% | 13.36% |
| 3M | 2.34% | 45.08% |
| 6M | -11.15% | 28.47% |
| YTD | -9.55% | 30.14% |
| 1Y | -15.58% | 105.13% |
| 3Y (ann.) | -12.49% | 68.87% |
| 5Y (ann.) | -12.49% | 68.87% |
| Metric | 11376459:btcusd:triple_med_gx:lsma65_45 | 11376459:BTCUSD |
|---|---|---|
| Max Drawdown | -23.02% | -29.51% |
| Longest DD Days | 274.0 | 144.0 |
| Avg. Drawdown | -4.26% | -4.58% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | -0.6 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-13 | 2025-07-14 | -23.02 | 274 |
| 2024-07-14 | 2024-10-11 | -5.13 | 88 |
| 2024-07-01 | 2024-07-14 | -2.97 | 12 |
| 2024-06-05 | 2024-06-22 | -1.37 | 16 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-06-22 | 2024-06-25 | -0.59 | 2 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| Metric | 11376459:btcusd:triple_med_gx:lsma65_45 | 11376459:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.8% | 18.93% |
| Worst Week | -4.85% | -12.33% |
| Best Month | 4.19% | 37.42% |
| Worst Month | -10.0% | -17.69% |
| Best Year | -4.76% | 38.02% |
| Worst Year | -9.55% | 30.14% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 1.91% | 7.75% |
| Avg. Down Week | -2.01% | -3.25% |
| Avg. Up Month | 1.51% | 7.8% |
| Avg. Down Month | -6.94% | -4.68% |
| Win Days % | 39.91% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 38.46% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |