| Metric | 11377133:btcusd:triple_med_gx:lsma130_50 | 11377133:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -0.16% | 79.62% |
| Max Drawdown | -17.75% | -29.51% |
| Sharpe | 0.04 | 0.65 |
| Sortino | 0.05 | 0.96 |
| Payoff Ratio | 1.06 | 0.99 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.47 | 1.08 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 34.0 | 3.05 |
| Outlier Loss Ratio | 4.22 | 3.13 |
| Volatility (ann.) | 8.54% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.01 | 2.33 |
| Skew | -0.36 | 0.2 |
| Kurtosis | 27.63 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.01% | 4.27% |
| Expected Yearly % | -0.08% | 34.02% |
| Kelly Criterion | -3.04% | 3.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11377133:BTCUSD | 11377133:btcusd:triple_med_gx:lsma130_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.99 | 0.18 | - |
| 2025 | 30.14 | -6.69 | -0.22 | - |
| Metric | 11377133:btcusd:triple_med_gx:lsma130_50 | 11377133:BTCUSD |
|---|---|---|
| MTD | 2.62% | 13.36% |
| 3M | 5.69% | 45.08% |
| 6M | -3.93% | 28.47% |
| YTD | -6.69% | 30.14% |
| 1Y | 1.39% | 105.13% |
| 3Y (ann.) | -0.15% | 68.87% |
| 5Y (ann.) | -0.15% | 68.87% |
| Metric | 11377133:btcusd:triple_med_gx:lsma130_50 | 11377133:BTCUSD |
|---|---|---|
| Max Drawdown | -17.75% | -29.51% |
| Longest DD Days | 231.0 | 144.0 |
| Avg. Drawdown | -4.78% | -4.58% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | -0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-14 | -17.75 | 231 |
| 2024-08-18 | 2024-09-18 | -6.53 | 31 |
| 2024-07-04 | 2024-07-27 | -6.29 | 22 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2024-07-27 | 2024-08-18 | -3.80 | 21 |
| 2024-09-19 | 2024-09-26 | -2.04 | 6 |
| 2024-09-28 | 2024-10-20 | -1.32 | 22 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| Metric | 11377133:btcusd:triple_med_gx:lsma130_50 | 11377133:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.91% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 10.41% | 37.42% |
| Worst Month | -6.2% | -17.69% |
| Best Year | 6.99% | 38.02% |
| Worst Year | -6.69% | 30.14% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 2.96% | 5.58% |
| Avg. Down Week | -2.59% | -4.62% |
| Avg. Up Month | 5.32% | 16.67% |
| Avg. Down Month | -3.66% | -7.93% |
| Win Days % | 46.87% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |