| Metric | 11378212:btcusd:triple_med_gx:lsma130_55 | 11378212:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 7.02% | 79.62% |
| Max Drawdown | -15.07% | -29.51% |
| Sharpe | 0.23 | 0.65 |
| Sortino | 0.33 | 0.96 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.54 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.43 | 0.98 |
| Outlier Win Ratio | 34.64 | 3.04 |
| Outlier Loss Ratio | 4.19 | 3.09 |
| Volatility (ann.) | 8.23% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.42 | 2.33 |
| Skew | 0.46 | 0.2 |
| Kurtosis | 27.13 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.49% | 4.27% |
| Expected Yearly % | 3.45% | 34.02% |
| Kelly Criterion | -0.88% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11378212:BTCUSD | 11378212:btcusd:triple_med_gx:lsma130_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.78 | 0.18 | - |
| 2025 | 30.14 | 0.23 | 0.01 | - |
| Metric | 11378212:btcusd:triple_med_gx:lsma130_55 | 11378212:BTCUSD |
|---|---|---|
| MTD | 1.69% | 13.36% |
| 3M | 10.12% | 45.08% |
| 6M | 2.02% | 28.47% |
| YTD | 0.23% | 30.14% |
| 1Y | 9.6% | 105.13% |
| 3Y (ann.) | 6.26% | 68.87% |
| 5Y (ann.) | 6.26% | 68.87% |
| Metric | 11378212:btcusd:triple_med_gx:lsma130_55 | 11378212:BTCUSD |
|---|---|---|
| Max Drawdown | -15.07% | -29.51% |
| Longest DD Days | 234.0 | 144.0 |
| Avg. Drawdown | -4.69% | -4.58% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.47 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-14 | -15.07 | 234 |
| 2024-09-28 | 2024-11-21 | -8.14 | 54 |
| 2024-07-04 | 2024-07-27 | -6.17 | 23 |
| 2024-07-27 | 2024-08-18 | -3.55 | 21 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-08-20 | 2024-09-17 | -2.65 | 28 |
| 2024-09-19 | 2024-09-26 | -1.87 | 6 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11378212:btcusd:triple_med_gx:lsma130_55 | 11378212:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 8.49% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 8.0% | 37.42% |
| Worst Month | -8.0% | -17.69% |
| Best Year | 6.78% | 38.02% |
| Worst Year | 0.23% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.68% | -0.74% |
| Avg. Up Week | 3.34% | 5.24% |
| Avg. Down Week | -2.3% | -4.74% |
| Avg. Up Month | 4.89% | 16.67% |
| Avg. Down Month | -3.52% | -10.46% |
| Win Days % | 47.63% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 40.62% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |