| Metric | 11379259:btcusd:triple_med_gx:lsma190_55 | 11379259:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 2.02% | 79.62% |
| Max Drawdown | -17.32% | -29.51% |
| Sharpe | 0.09 | 0.65 |
| Sortino | 0.14 | 0.96 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.5 | 1.08 |
| CPC Index | 0.56 | 0.62 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 35.63 | 3.03 |
| Outlier Loss Ratio | 3.73 | 3.1 |
| Volatility (ann.) | 9.7% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.1 | 2.33 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 71.4 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.14% | 4.27% |
| Expected Yearly % | 1.01% | 34.02% |
| Kelly Criterion | 0.37% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11379259:BTCUSD | 11379259:btcusd:triple_med_gx:lsma190_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.11 | 0.06 | - |
| 2025 | 30.14 | -0.08 | -0.00 | - |
| Metric | 11379259:btcusd:triple_med_gx:lsma190_55 | 11379259:BTCUSD |
|---|---|---|
| MTD | 1.31% | 13.36% |
| 3M | 2.97% | 45.08% |
| 6M | 7.45% | 28.47% |
| YTD | -0.08% | 30.14% |
| 1Y | 2.02% | 105.13% |
| 3Y (ann.) | 1.81% | 68.87% |
| 5Y (ann.) | 1.81% | 68.87% |
| Metric | 11379259:btcusd:triple_med_gx:lsma190_55 | 11379259:BTCUSD |
|---|---|---|
| Max Drawdown | -17.32% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -3.9% | -4.58% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 0.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2025-07-14 | -17.32 | 358 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11379259:btcusd:triple_med_gx:lsma190_55 | 11379259:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.92% | 18.93% |
| Worst Week | -7.72% | -12.33% |
| Best Month | 10.68% | 37.42% |
| Worst Month | -7.94% | -17.69% |
| Best Year | 2.11% | 38.02% |
| Worst Year | -0.08% | 30.14% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 2.71% | 6.84% |
| Avg. Down Week | -5.08% | -5.15% |
| Avg. Up Month | 5.12% | 17.0% |
| Avg. Down Month | -4.79% | -5.41% |
| Win Days % | 46.81% | 51.93% |
| Win Month % | 40.0% | 64.29% |
| Win Week % | 60.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |