| Metric | 11378491:btcusd:triple_med_gx:lsma135_55 | 11378491:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -7.41% | 79.62% |
| Max Drawdown | -21.54% | -29.51% |
| Sharpe | -0.17 | 0.65 |
| Sortino | -0.23 | 0.96 |
| Payoff Ratio | 0.9 | 0.88 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.41 | 0.51 |
| Tail Ratio | 1.37 | 0.98 |
| Outlier Win Ratio | 37.58 | 3.01 |
| Outlier Loss Ratio | 3.91 | 3.14 |
| Volatility (ann.) | 8.1% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.31 | 2.33 |
| Skew | -0.79 | 0.2 |
| Kurtosis | 26.01 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.55% | 4.27% |
| Expected Yearly % | -3.77% | 34.02% |
| Kelly Criterion | -8.21% | -2.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11378491:BTCUSD | 11378491:btcusd:triple_med_gx:lsma135_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.44 | -0.01 | - |
| 2025 | 30.14 | -7.00 | -0.23 | - |
| Metric | 11378491:btcusd:triple_med_gx:lsma135_55 | 11378491:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 1.84% | 45.08% |
| 6M | -5.36% | 28.47% |
| YTD | -7.0% | 30.14% |
| 1Y | -7.41% | 105.13% |
| 3Y (ann.) | -6.65% | 68.87% |
| 5Y (ann.) | -6.65% | 68.87% |
| Metric | 11378491:btcusd:triple_med_gx:lsma135_55 | 11378491:BTCUSD |
|---|---|---|
| Max Drawdown | -21.54% | -29.51% |
| Longest DD Days | 318.0 | 144.0 |
| Avg. Drawdown | -5.65% | -4.58% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | -0.34 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-29 | 2025-07-14 | -21.54 | 318 |
| 2024-07-29 | 2024-08-29 | -6.52 | 31 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11378491:btcusd:triple_med_gx:lsma135_55 | 11378491:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 9.77% | 18.93% |
| Worst Week | -7.14% | -12.33% |
| Best Month | 8.79% | 37.42% |
| Worst Month | -8.58% | -17.69% |
| Best Year | -0.44% | 38.02% |
| Worst Year | -7.0% | 30.14% |
| Avg. Up Day | 0.67% | 0.68% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.13% | 6.41% |
| Avg. Down Week | -2.59% | -4.76% |
| Avg. Up Month | 8.37% | 25.77% |
| Avg. Down Month | -4.32% | -10.46% |
| Win Days % | 48.72% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 41.18% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |