| Metric | 11377183:btcusd:triple_med_gx:lsma105_50 | 11377183:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -11.85% | 79.62% |
| Max Drawdown | -17.61% | -29.51% |
| Sharpe | -0.3 | 0.65 |
| Sortino | -0.4 | 0.96 |
| Payoff Ratio | 0.99 | 0.88 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 1.05 | 1.08 |
| CPC Index | 0.4 | 0.51 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 42.51 | 2.95 |
| Outlier Loss Ratio | 3.85 | 3.07 |
| Volatility (ann.) | 8.17% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.61 | 2.33 |
| Skew | -2.14 | 0.2 |
| Kurtosis | 53.85 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.9% | 4.27% |
| Expected Yearly % | -6.11% | 34.02% |
| Kelly Criterion | -9.07% | -2.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11377183:BTCUSD | 11377183:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.08 | 0.00 | - |
| 2025 | 30.14 | -11.92 | -0.40 | - |
| Metric | 11377183:btcusd:triple_med_gx:lsma105_50 | 11377183:BTCUSD |
|---|---|---|
| MTD | 0.81% | 13.36% |
| 3M | 2.15% | 45.08% |
| 6M | -12.55% | 28.47% |
| YTD | -11.92% | 30.14% |
| 1Y | -7.89% | 105.13% |
| 3Y (ann.) | -10.67% | 68.87% |
| 5Y (ann.) | -10.67% | 68.87% |
| Metric | 11377183:btcusd:triple_med_gx:lsma105_50 | 11377183:BTCUSD |
|---|---|---|
| Max Drawdown | -17.61% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -4.58% | -4.58% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.67 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -17.61 | 266 |
| 2024-07-04 | 2024-09-19 | -10.02 | 76 |
| 2024-09-20 | 2024-09-26 | -2.23 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-28 | 2024-10-14 | -0.57 | 15 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11377183:btcusd:triple_med_gx:lsma105_50 | 11377183:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -9.09% | -12.33% |
| Best Month | 9.7% | 37.42% |
| Worst Month | -8.93% | -17.69% |
| Best Year | 0.08% | 38.02% |
| Worst Year | -11.92% | 30.14% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.72% | -0.82% |
| Avg. Up Week | 2.35% | 5.93% |
| Avg. Down Week | -3.15% | -4.69% |
| Avg. Up Month | 4.1% | 18.06% |
| Avg. Down Month | -3.65% | -7.67% |
| Win Days % | 45.82% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |