| Metric | 11378206:btcusd:triple_med_gx:lsma105_55 | 11378206:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -4.02% | 79.62% |
| Max Drawdown | -18.73% | -29.51% |
| Sharpe | -0.09 | 0.65 |
| Sortino | -0.12 | 0.96 |
| Payoff Ratio | 1.04 | 0.95 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.46 | 0.55 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 43.54 | 2.93 |
| Outlier Loss Ratio | 4.02 | 3.01 |
| Volatility (ann.) | 7.42% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.19 | 2.33 |
| Skew | 0.49 | 0.2 |
| Kurtosis | 32.59 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.29% | 4.27% |
| Expected Yearly % | -2.03% | 34.02% |
| Kelly Criterion | -6.2% | 1.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11378206:BTCUSD | 11378206:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.26 | -0.11 | - |
| 2025 | 30.14 | 0.25 | 0.01 | - |
| Metric | 11378206:btcusd:triple_med_gx:lsma105_55 | 11378206:BTCUSD |
|---|---|---|
| MTD | 0.85% | 13.36% |
| 3M | 6.03% | 45.08% |
| 6M | 2.2% | 28.47% |
| YTD | 0.25% | 30.14% |
| 1Y | -1.71% | 105.13% |
| 3Y (ann.) | -3.6% | 68.87% |
| 5Y (ann.) | -3.6% | 68.87% |
| Metric | 11378206:btcusd:triple_med_gx:lsma105_55 | 11378206:BTCUSD |
|---|---|---|
| Max Drawdown | -18.73% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -7.37% | -4.58% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.21 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-14 | -18.73 | 289 |
| 2024-07-04 | 2024-09-18 | -8.66 | 76 |
| 2024-09-19 | 2024-09-26 | -1.87 | 6 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11378206:btcusd:triple_med_gx:lsma105_55 | 11378206:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -5.23% | -12.33% |
| Best Month | 8.37% | 37.42% |
| Worst Month | -6.34% | -17.69% |
| Best Year | 0.25% | 38.02% |
| Worst Year | -4.26% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.69% | -0.78% |
| Avg. Up Week | 2.6% | 4.79% |
| Avg. Down Week | -2.95% | -4.27% |
| Avg. Up Month | 3.82% | 16.67% |
| Avg. Down Month | -3.52% | -10.46% |
| Win Days % | 45.8% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |